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""" Test functions for linalg module |
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""" |
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import os |
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import sys |
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import itertools |
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import threading |
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import traceback |
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import textwrap |
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import subprocess |
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import pytest |
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import numpy as np |
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from numpy import array, single, double, csingle, cdouble, dot, identity, matmul |
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from numpy._core import swapaxes |
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from numpy.exceptions import AxisError |
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from numpy import multiply, atleast_2d, inf, asarray |
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from numpy import linalg |
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from numpy.linalg import matrix_power, norm, matrix_rank, multi_dot, LinAlgError |
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from numpy.linalg._linalg import _multi_dot_matrix_chain_order |
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from numpy.testing import ( |
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assert_, assert_equal, assert_raises, assert_array_equal, |
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assert_almost_equal, assert_allclose, suppress_warnings, |
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assert_raises_regex, HAS_LAPACK64, IS_WASM |
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) |
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try: |
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import numpy.linalg.lapack_lite |
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except ImportError: |
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pass |
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def consistent_subclass(out, in_): |
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return type(out) is (type(in_) if isinstance(in_, np.ndarray) |
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else np.ndarray) |
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old_assert_almost_equal = assert_almost_equal |
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def assert_almost_equal(a, b, single_decimal=6, double_decimal=12, **kw): |
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if asarray(a).dtype.type in (single, csingle): |
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decimal = single_decimal |
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else: |
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decimal = double_decimal |
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old_assert_almost_equal(a, b, decimal=decimal, **kw) |
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def get_real_dtype(dtype): |
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return {single: single, double: double, |
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csingle: single, cdouble: double}[dtype] |
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def get_complex_dtype(dtype): |
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return {single: csingle, double: cdouble, |
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csingle: csingle, cdouble: cdouble}[dtype] |
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def get_rtol(dtype): |
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if dtype in (single, csingle): |
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return 1e-5 |
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else: |
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return 1e-11 |
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all_tags = { |
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'square', 'nonsquare', 'hermitian', |
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'generalized', 'size-0', 'strided' |
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} |
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class LinalgCase: |
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def __init__(self, name, a, b, tags=set()): |
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""" |
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A bundle of arguments to be passed to a test case, with an identifying |
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name, the operands a and b, and a set of tags to filter the tests |
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""" |
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assert_(isinstance(name, str)) |
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self.name = name |
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self.a = a |
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self.b = b |
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self.tags = frozenset(tags) |
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def check(self, do): |
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""" |
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Run the function `do` on this test case, expanding arguments |
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""" |
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do(self.a, self.b, tags=self.tags) |
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def __repr__(self): |
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return f'<LinalgCase: {self.name}>' |
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def apply_tag(tag, cases): |
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""" |
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Add the given tag (a string) to each of the cases (a list of LinalgCase |
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objects) |
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""" |
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assert tag in all_tags, "Invalid tag" |
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for case in cases: |
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case.tags = case.tags | {tag} |
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return cases |
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np.random.seed(1234) |
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CASES = [] |
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CASES += apply_tag('square', [ |
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LinalgCase("single", |
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array([[1., 2.], [3., 4.]], dtype=single), |
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array([2., 1.], dtype=single)), |
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LinalgCase("double", |
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array([[1., 2.], [3., 4.]], dtype=double), |
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array([2., 1.], dtype=double)), |
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LinalgCase("double_2", |
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array([[1., 2.], [3., 4.]], dtype=double), |
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array([[2., 1., 4.], [3., 4., 6.]], dtype=double)), |
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LinalgCase("csingle", |
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array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=csingle), |
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array([2. + 1j, 1. + 2j], dtype=csingle)), |
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LinalgCase("cdouble", |
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array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=cdouble), |
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array([2. + 1j, 1. + 2j], dtype=cdouble)), |
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LinalgCase("cdouble_2", |
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array([[1. + 2j, 2 + 3j], [3 + 4j, 4 + 5j]], dtype=cdouble), |
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array([[2. + 1j, 1. + 2j, 1 + 3j], [1 - 2j, 1 - 3j, 1 - 6j]], dtype=cdouble)), |
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LinalgCase("0x0", |
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np.empty((0, 0), dtype=double), |
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np.empty((0,), dtype=double), |
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tags={'size-0'}), |
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LinalgCase("8x8", |
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np.random.rand(8, 8), |
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np.random.rand(8)), |
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LinalgCase("1x1", |
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np.random.rand(1, 1), |
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np.random.rand(1)), |
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LinalgCase("nonarray", |
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[[1, 2], [3, 4]], |
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[2, 1]), |
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]) |
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CASES += apply_tag('nonsquare', [ |
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LinalgCase("single_nsq_1", |
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array([[1., 2., 3.], [3., 4., 6.]], dtype=single), |
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array([2., 1.], dtype=single)), |
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LinalgCase("single_nsq_2", |
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array([[1., 2.], [3., 4.], [5., 6.]], dtype=single), |
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array([2., 1., 3.], dtype=single)), |
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LinalgCase("double_nsq_1", |
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array([[1., 2., 3.], [3., 4., 6.]], dtype=double), |
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array([2., 1.], dtype=double)), |
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LinalgCase("double_nsq_2", |
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array([[1., 2.], [3., 4.], [5., 6.]], dtype=double), |
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array([2., 1., 3.], dtype=double)), |
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LinalgCase("csingle_nsq_1", |
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array( |
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[[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=csingle), |
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array([2. + 1j, 1. + 2j], dtype=csingle)), |
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LinalgCase("csingle_nsq_2", |
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array( |
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[[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=csingle), |
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array([2. + 1j, 1. + 2j, 3. - 3j], dtype=csingle)), |
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LinalgCase("cdouble_nsq_1", |
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array( |
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[[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=cdouble), |
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array([2. + 1j, 1. + 2j], dtype=cdouble)), |
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LinalgCase("cdouble_nsq_2", |
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array( |
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[[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=cdouble), |
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array([2. + 1j, 1. + 2j, 3. - 3j], dtype=cdouble)), |
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LinalgCase("cdouble_nsq_1_2", |
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array( |
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[[1. + 1j, 2. + 2j, 3. - 3j], [3. - 5j, 4. + 9j, 6. + 2j]], dtype=cdouble), |
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array([[2. + 1j, 1. + 2j], [1 - 1j, 2 - 2j]], dtype=cdouble)), |
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LinalgCase("cdouble_nsq_2_2", |
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array( |
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[[1. + 1j, 2. + 2j], [3. - 3j, 4. - 9j], [5. - 4j, 6. + 8j]], dtype=cdouble), |
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array([[2. + 1j, 1. + 2j], [1 - 1j, 2 - 2j], [1 - 1j, 2 - 2j]], dtype=cdouble)), |
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LinalgCase("8x11", |
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np.random.rand(8, 11), |
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np.random.rand(8)), |
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LinalgCase("1x5", |
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np.random.rand(1, 5), |
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np.random.rand(1)), |
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LinalgCase("5x1", |
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np.random.rand(5, 1), |
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np.random.rand(5)), |
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LinalgCase("0x4", |
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np.random.rand(0, 4), |
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np.random.rand(0), |
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tags={'size-0'}), |
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LinalgCase("4x0", |
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np.random.rand(4, 0), |
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np.random.rand(4), |
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tags={'size-0'}), |
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]) |
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CASES += apply_tag('hermitian', [ |
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LinalgCase("hsingle", |
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array([[1., 2.], [2., 1.]], dtype=single), |
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None), |
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LinalgCase("hdouble", |
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array([[1., 2.], [2., 1.]], dtype=double), |
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None), |
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LinalgCase("hcsingle", |
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array([[1., 2 + 3j], [2 - 3j, 1]], dtype=csingle), |
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None), |
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LinalgCase("hcdouble", |
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array([[1., 2 + 3j], [2 - 3j, 1]], dtype=cdouble), |
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None), |
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LinalgCase("hempty", |
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np.empty((0, 0), dtype=double), |
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None, |
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tags={'size-0'}), |
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LinalgCase("hnonarray", |
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[[1, 2], [2, 1]], |
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None), |
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LinalgCase("matrix_b_only", |
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array([[1., 2.], [2., 1.]]), |
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None), |
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LinalgCase("hmatrix_1x1", |
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np.random.rand(1, 1), |
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None), |
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]) |
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def _make_generalized_cases(): |
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new_cases = [] |
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for case in CASES: |
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if not isinstance(case.a, np.ndarray): |
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continue |
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a = np.array([case.a, 2 * case.a, 3 * case.a]) |
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if case.b is None: |
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b = None |
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elif case.b.ndim == 1: |
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b = case.b |
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else: |
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b = np.array([case.b, 7 * case.b, 6 * case.b]) |
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new_case = LinalgCase(case.name + "_tile3", a, b, |
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tags=case.tags | {'generalized'}) |
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new_cases.append(new_case) |
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a = np.array([case.a] * 2 * 3).reshape((3, 2) + case.a.shape) |
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if case.b is None: |
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b = None |
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elif case.b.ndim == 1: |
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b = np.array([case.b] * 2 * 3 * a.shape[-1])\ |
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.reshape((3, 2) + case.a.shape[-2:]) |
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else: |
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b = np.array([case.b] * 2 * 3).reshape((3, 2) + case.b.shape) |
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new_case = LinalgCase(case.name + "_tile213", a, b, |
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tags=case.tags | {'generalized'}) |
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new_cases.append(new_case) |
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return new_cases |
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CASES += _make_generalized_cases() |
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def _stride_comb_iter(x): |
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""" |
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Generate cartesian product of strides for all axes |
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""" |
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if not isinstance(x, np.ndarray): |
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yield x, "nop" |
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return |
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stride_set = [(1,)] * x.ndim |
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stride_set[-1] = (1, 3, -4) |
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if x.ndim > 1: |
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stride_set[-2] = (1, 3, -4) |
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if x.ndim > 2: |
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stride_set[-3] = (1, -4) |
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for repeats in itertools.product(*tuple(stride_set)): |
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new_shape = [abs(a * b) for a, b in zip(x.shape, repeats)] |
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slices = tuple([slice(None, None, repeat) for repeat in repeats]) |
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xi = np.empty(new_shape, dtype=x.dtype) |
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xi.view(np.uint32).fill(0xdeadbeef) |
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xi = xi[slices] |
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xi[...] = x |
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xi = xi.view(x.__class__) |
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assert_(np.all(xi == x)) |
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yield xi, "stride_" + "_".join(["%+d" % j for j in repeats]) |
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if x.ndim >= 1 and x.shape[-1] == 1: |
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s = list(x.strides) |
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s[-1] = 0 |
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xi = np.lib.stride_tricks.as_strided(x, strides=s) |
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yield xi, "stride_xxx_0" |
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if x.ndim >= 2 and x.shape[-2] == 1: |
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s = list(x.strides) |
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s[-2] = 0 |
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xi = np.lib.stride_tricks.as_strided(x, strides=s) |
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yield xi, "stride_xxx_0_x" |
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if x.ndim >= 2 and x.shape[:-2] == (1, 1): |
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s = list(x.strides) |
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s[-1] = 0 |
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s[-2] = 0 |
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xi = np.lib.stride_tricks.as_strided(x, strides=s) |
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yield xi, "stride_xxx_0_0" |
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def _make_strided_cases(): |
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new_cases = [] |
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for case in CASES: |
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for a, a_label in _stride_comb_iter(case.a): |
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for b, b_label in _stride_comb_iter(case.b): |
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new_case = LinalgCase(case.name + "_" + a_label + "_" + b_label, a, b, |
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tags=case.tags | {'strided'}) |
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new_cases.append(new_case) |
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return new_cases |
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CASES += _make_strided_cases() |
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class LinalgTestCase: |
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TEST_CASES = CASES |
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def check_cases(self, require=set(), exclude=set()): |
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""" |
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Run func on each of the cases with all of the tags in require, and none |
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of the tags in exclude |
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""" |
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for case in self.TEST_CASES: |
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if case.tags & require != require: |
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continue |
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if case.tags & exclude: |
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continue |
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try: |
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case.check(self.do) |
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except Exception as e: |
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msg = f'In test case: {case!r}\n\n' |
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msg += traceback.format_exc() |
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raise AssertionError(msg) from e |
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class LinalgSquareTestCase(LinalgTestCase): |
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def test_sq_cases(self): |
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self.check_cases(require={'square'}, |
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exclude={'generalized', 'size-0'}) |
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def test_empty_sq_cases(self): |
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self.check_cases(require={'square', 'size-0'}, |
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exclude={'generalized'}) |
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class LinalgNonsquareTestCase(LinalgTestCase): |
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def test_nonsq_cases(self): |
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self.check_cases(require={'nonsquare'}, |
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exclude={'generalized', 'size-0'}) |
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def test_empty_nonsq_cases(self): |
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self.check_cases(require={'nonsquare', 'size-0'}, |
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exclude={'generalized'}) |
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class HermitianTestCase(LinalgTestCase): |
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def test_herm_cases(self): |
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self.check_cases(require={'hermitian'}, |
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exclude={'generalized', 'size-0'}) |
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def test_empty_herm_cases(self): |
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self.check_cases(require={'hermitian', 'size-0'}, |
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exclude={'generalized'}) |
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class LinalgGeneralizedSquareTestCase(LinalgTestCase): |
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@pytest.mark.slow |
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def test_generalized_sq_cases(self): |
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self.check_cases(require={'generalized', 'square'}, |
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exclude={'size-0'}) |
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@pytest.mark.slow |
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def test_generalized_empty_sq_cases(self): |
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self.check_cases(require={'generalized', 'square', 'size-0'}) |
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class LinalgGeneralizedNonsquareTestCase(LinalgTestCase): |
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@pytest.mark.slow |
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def test_generalized_nonsq_cases(self): |
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self.check_cases(require={'generalized', 'nonsquare'}, |
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exclude={'size-0'}) |
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@pytest.mark.slow |
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def test_generalized_empty_nonsq_cases(self): |
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self.check_cases(require={'generalized', 'nonsquare', 'size-0'}) |
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class HermitianGeneralizedTestCase(LinalgTestCase): |
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@pytest.mark.slow |
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def test_generalized_herm_cases(self): |
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self.check_cases(require={'generalized', 'hermitian'}, |
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exclude={'size-0'}) |
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@pytest.mark.slow |
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def test_generalized_empty_herm_cases(self): |
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self.check_cases(require={'generalized', 'hermitian', 'size-0'}, |
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exclude={'none'}) |
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def identity_like_generalized(a): |
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a = asarray(a) |
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if a.ndim >= 3: |
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r = np.empty(a.shape, dtype=a.dtype) |
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r[...] = identity(a.shape[-2]) |
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return r |
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else: |
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return identity(a.shape[0]) |
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class SolveCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase): |
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def do(self, a, b, tags): |
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x = linalg.solve(a, b) |
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if np.array(b).ndim == 1: |
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adotx = matmul(a, x[..., None])[..., 0] |
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assert_almost_equal(np.broadcast_to(b, adotx.shape), adotx) |
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else: |
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adotx = matmul(a, x) |
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assert_almost_equal(b, adotx) |
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assert_(consistent_subclass(x, b)) |
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class TestSolve(SolveCases): |
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@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble]) |
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def test_types(self, dtype): |
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x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype) |
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assert_equal(linalg.solve(x, x).dtype, dtype) |
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def test_1_d(self): |
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class ArraySubclass(np.ndarray): |
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pass |
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a = np.arange(8).reshape(2, 2, 2) |
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b = np.arange(2).view(ArraySubclass) |
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result = linalg.solve(a, b) |
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assert result.shape == (2, 2) |
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b = np.arange(4).reshape(2, 2).view(ArraySubclass) |
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result = linalg.solve(a, b) |
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assert result.shape == (2, 2, 2) |
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b = np.arange(2).reshape(1, 2).view(ArraySubclass) |
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assert_raises(ValueError, linalg.solve, a, b) |
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def test_0_size(self): |
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class ArraySubclass(np.ndarray): |
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pass |
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a = np.arange(8).reshape(2, 2, 2) |
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b = np.arange(6).reshape(1, 2, 3).view(ArraySubclass) |
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expected = linalg.solve(a, b)[:, 0:0, :] |
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result = linalg.solve(a[:, 0:0, 0:0], b[:, 0:0, :]) |
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assert_array_equal(result, expected) |
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assert_(isinstance(result, ArraySubclass)) |
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assert_raises(linalg.LinAlgError, linalg.solve, a[:, 0:0, 0:1], b) |
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assert_raises(ValueError, linalg.solve, a, b[:, 0:0, :]) |
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b = np.arange(6).reshape(1, 3, 2) |
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assert_raises(ValueError, linalg.solve, a, b) |
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assert_raises(ValueError, linalg.solve, a[0:0], b[0:0]) |
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b = np.arange(2).view(ArraySubclass) |
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expected = linalg.solve(a, b)[:, 0:0] |
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result = linalg.solve(a[:, 0:0, 0:0], b[0:0]) |
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assert_array_equal(result, expected) |
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assert_(isinstance(result, ArraySubclass)) |
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b = np.arange(3).reshape(1, 3) |
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assert_raises(ValueError, linalg.solve, a, b) |
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assert_raises(ValueError, linalg.solve, a[0:0], b[0:0]) |
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assert_raises(ValueError, linalg.solve, a[:, 0:0, 0:0], b) |
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def test_0_size_k(self): |
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|
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class ArraySubclass(np.ndarray): |
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pass |
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a = np.arange(4).reshape(1, 2, 2) |
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b = np.arange(6).reshape(3, 2, 1).view(ArraySubclass) |
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expected = linalg.solve(a, b)[:, :, 0:0] |
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result = linalg.solve(a, b[:, :, 0:0]) |
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assert_array_equal(result, expected) |
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assert_(isinstance(result, ArraySubclass)) |
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expected = linalg.solve(a, b)[:, 0:0, 0:0] |
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result = linalg.solve(a[:, 0:0, 0:0], b[:, 0:0, 0:0]) |
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assert_array_equal(result, expected) |
|
assert_(isinstance(result, ArraySubclass)) |
|
|
|
|
|
class InvCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase): |
|
|
|
def do(self, a, b, tags): |
|
a_inv = linalg.inv(a) |
|
assert_almost_equal(matmul(a, a_inv), |
|
identity_like_generalized(a)) |
|
assert_(consistent_subclass(a_inv, a)) |
|
|
|
|
|
class TestInv(InvCases): |
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble]) |
|
def test_types(self, dtype): |
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype) |
|
assert_equal(linalg.inv(x).dtype, dtype) |
|
|
|
def test_0_size(self): |
|
|
|
class ArraySubclass(np.ndarray): |
|
pass |
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass) |
|
res = linalg.inv(a) |
|
assert_(res.dtype.type is np.float64) |
|
assert_equal(a.shape, res.shape) |
|
assert_(isinstance(res, ArraySubclass)) |
|
|
|
a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass) |
|
res = linalg.inv(a) |
|
assert_(res.dtype.type is np.complex64) |
|
assert_equal(a.shape, res.shape) |
|
assert_(isinstance(res, ArraySubclass)) |
|
|
|
|
|
class EigvalsCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase): |
|
|
|
def do(self, a, b, tags): |
|
ev = linalg.eigvals(a) |
|
evalues, evectors = linalg.eig(a) |
|
assert_almost_equal(ev, evalues) |
|
|
|
|
|
class TestEigvals(EigvalsCases): |
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble]) |
|
def test_types(self, dtype): |
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype) |
|
assert_equal(linalg.eigvals(x).dtype, dtype) |
|
x = np.array([[1, 0.5], [-1, 1]], dtype=dtype) |
|
assert_equal(linalg.eigvals(x).dtype, get_complex_dtype(dtype)) |
|
|
|
def test_0_size(self): |
|
|
|
class ArraySubclass(np.ndarray): |
|
pass |
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass) |
|
res = linalg.eigvals(a) |
|
assert_(res.dtype.type is np.float64) |
|
assert_equal((0, 1), res.shape) |
|
|
|
assert_(isinstance(res, np.ndarray)) |
|
|
|
a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass) |
|
res = linalg.eigvals(a) |
|
assert_(res.dtype.type is np.complex64) |
|
assert_equal((0,), res.shape) |
|
|
|
assert_(isinstance(res, np.ndarray)) |
|
|
|
|
|
class EigCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase): |
|
|
|
def do(self, a, b, tags): |
|
res = linalg.eig(a) |
|
eigenvalues, eigenvectors = res.eigenvalues, res.eigenvectors |
|
assert_allclose(matmul(a, eigenvectors), |
|
np.asarray(eigenvectors) * np.asarray(eigenvalues)[..., None, :], |
|
rtol=get_rtol(eigenvalues.dtype)) |
|
assert_(consistent_subclass(eigenvectors, a)) |
|
|
|
|
|
class TestEig(EigCases): |
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble]) |
|
def test_types(self, dtype): |
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype) |
|
w, v = np.linalg.eig(x) |
|
assert_equal(w.dtype, dtype) |
|
assert_equal(v.dtype, dtype) |
|
|
|
x = np.array([[1, 0.5], [-1, 1]], dtype=dtype) |
|
w, v = np.linalg.eig(x) |
|
assert_equal(w.dtype, get_complex_dtype(dtype)) |
|
assert_equal(v.dtype, get_complex_dtype(dtype)) |
|
|
|
def test_0_size(self): |
|
|
|
class ArraySubclass(np.ndarray): |
|
pass |
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass) |
|
res, res_v = linalg.eig(a) |
|
assert_(res_v.dtype.type is np.float64) |
|
assert_(res.dtype.type is np.float64) |
|
assert_equal(a.shape, res_v.shape) |
|
assert_equal((0, 1), res.shape) |
|
|
|
assert_(isinstance(a, np.ndarray)) |
|
|
|
a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass) |
|
res, res_v = linalg.eig(a) |
|
assert_(res_v.dtype.type is np.complex64) |
|
assert_(res.dtype.type is np.complex64) |
|
assert_equal(a.shape, res_v.shape) |
|
assert_equal((0,), res.shape) |
|
|
|
assert_(isinstance(a, np.ndarray)) |
|
|
|
|
|
class SVDBaseTests: |
|
hermitian = False |
|
|
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble]) |
|
def test_types(self, dtype): |
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype) |
|
res = linalg.svd(x) |
|
U, S, Vh = res.U, res.S, res.Vh |
|
assert_equal(U.dtype, dtype) |
|
assert_equal(S.dtype, get_real_dtype(dtype)) |
|
assert_equal(Vh.dtype, dtype) |
|
s = linalg.svd(x, compute_uv=False, hermitian=self.hermitian) |
|
assert_equal(s.dtype, get_real_dtype(dtype)) |
|
|
|
|
|
class SVDCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase): |
|
|
|
def do(self, a, b, tags): |
|
u, s, vt = linalg.svd(a, False) |
|
assert_allclose(a, matmul(np.asarray(u) * np.asarray(s)[..., None, :], |
|
np.asarray(vt)), |
|
rtol=get_rtol(u.dtype)) |
|
assert_(consistent_subclass(u, a)) |
|
assert_(consistent_subclass(vt, a)) |
|
|
|
|
|
class TestSVD(SVDCases, SVDBaseTests): |
|
def test_empty_identity(self): |
|
""" Empty input should put an identity matrix in u or vh """ |
|
x = np.empty((4, 0)) |
|
u, s, vh = linalg.svd(x, compute_uv=True, hermitian=self.hermitian) |
|
assert_equal(u.shape, (4, 4)) |
|
assert_equal(vh.shape, (0, 0)) |
|
assert_equal(u, np.eye(4)) |
|
|
|
x = np.empty((0, 4)) |
|
u, s, vh = linalg.svd(x, compute_uv=True, hermitian=self.hermitian) |
|
assert_equal(u.shape, (0, 0)) |
|
assert_equal(vh.shape, (4, 4)) |
|
assert_equal(vh, np.eye(4)) |
|
|
|
def test_svdvals(self): |
|
x = np.array([[1, 0.5], [0.5, 1]]) |
|
s_from_svd = linalg.svd(x, compute_uv=False, hermitian=self.hermitian) |
|
s_from_svdvals = linalg.svdvals(x) |
|
assert_almost_equal(s_from_svd, s_from_svdvals) |
|
|
|
|
|
class SVDHermitianCases(HermitianTestCase, HermitianGeneralizedTestCase): |
|
|
|
def do(self, a, b, tags): |
|
u, s, vt = linalg.svd(a, False, hermitian=True) |
|
assert_allclose(a, matmul(np.asarray(u) * np.asarray(s)[..., None, :], |
|
np.asarray(vt)), |
|
rtol=get_rtol(u.dtype)) |
|
def hermitian(mat): |
|
axes = list(range(mat.ndim)) |
|
axes[-1], axes[-2] = axes[-2], axes[-1] |
|
return np.conj(np.transpose(mat, axes=axes)) |
|
|
|
assert_almost_equal(np.matmul(u, hermitian(u)), np.broadcast_to(np.eye(u.shape[-1]), u.shape)) |
|
assert_almost_equal(np.matmul(vt, hermitian(vt)), np.broadcast_to(np.eye(vt.shape[-1]), vt.shape)) |
|
assert_equal(np.sort(s)[..., ::-1], s) |
|
assert_(consistent_subclass(u, a)) |
|
assert_(consistent_subclass(vt, a)) |
|
|
|
|
|
class TestSVDHermitian(SVDHermitianCases, SVDBaseTests): |
|
hermitian = True |
|
|
|
|
|
class CondCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase): |
|
|
|
|
|
def do(self, a, b, tags): |
|
c = asarray(a) |
|
if 'size-0' in tags: |
|
assert_raises(LinAlgError, linalg.cond, c) |
|
return |
|
|
|
|
|
s = linalg.svd(c, compute_uv=False) |
|
assert_almost_equal( |
|
linalg.cond(a), s[..., 0] / s[..., -1], |
|
single_decimal=5, double_decimal=11) |
|
assert_almost_equal( |
|
linalg.cond(a, 2), s[..., 0] / s[..., -1], |
|
single_decimal=5, double_decimal=11) |
|
assert_almost_equal( |
|
linalg.cond(a, -2), s[..., -1] / s[..., 0], |
|
single_decimal=5, double_decimal=11) |
|
|
|
|
|
cinv = np.linalg.inv(c) |
|
assert_almost_equal( |
|
linalg.cond(a, 1), |
|
abs(c).sum(-2).max(-1) * abs(cinv).sum(-2).max(-1), |
|
single_decimal=5, double_decimal=11) |
|
assert_almost_equal( |
|
linalg.cond(a, -1), |
|
abs(c).sum(-2).min(-1) * abs(cinv).sum(-2).min(-1), |
|
single_decimal=5, double_decimal=11) |
|
assert_almost_equal( |
|
linalg.cond(a, np.inf), |
|
abs(c).sum(-1).max(-1) * abs(cinv).sum(-1).max(-1), |
|
single_decimal=5, double_decimal=11) |
|
assert_almost_equal( |
|
linalg.cond(a, -np.inf), |
|
abs(c).sum(-1).min(-1) * abs(cinv).sum(-1).min(-1), |
|
single_decimal=5, double_decimal=11) |
|
assert_almost_equal( |
|
linalg.cond(a, 'fro'), |
|
np.sqrt((abs(c)**2).sum(-1).sum(-1) |
|
* (abs(cinv)**2).sum(-1).sum(-1)), |
|
single_decimal=5, double_decimal=11) |
|
|
|
|
|
class TestCond(CondCases): |
|
def test_basic_nonsvd(self): |
|
|
|
A = array([[1., 0, 1], [0, -2., 0], [0, 0, 3.]]) |
|
assert_almost_equal(linalg.cond(A, inf), 4) |
|
assert_almost_equal(linalg.cond(A, -inf), 2/3) |
|
assert_almost_equal(linalg.cond(A, 1), 4) |
|
assert_almost_equal(linalg.cond(A, -1), 0.5) |
|
assert_almost_equal(linalg.cond(A, 'fro'), np.sqrt(265 / 12)) |
|
|
|
def test_singular(self): |
|
|
|
|
|
|
|
As = [np.zeros((2, 2)), np.ones((2, 2))] |
|
p_pos = [None, 1, 2, 'fro'] |
|
p_neg = [-1, -2] |
|
for A, p in itertools.product(As, p_pos): |
|
|
|
|
|
assert_(linalg.cond(A, p) > 1e15) |
|
for A, p in itertools.product(As, p_neg): |
|
linalg.cond(A, p) |
|
|
|
@pytest.mark.xfail(True, run=False, |
|
reason="Platform/LAPACK-dependent failure, " |
|
"see gh-18914") |
|
def test_nan(self): |
|
|
|
ps = [None, 1, -1, 2, -2, 'fro'] |
|
p_pos = [None, 1, 2, 'fro'] |
|
|
|
A = np.ones((2, 2)) |
|
A[0,1] = np.nan |
|
for p in ps: |
|
c = linalg.cond(A, p) |
|
assert_(isinstance(c, np.float64)) |
|
assert_(np.isnan(c)) |
|
|
|
A = np.ones((3, 2, 2)) |
|
A[1,0,1] = np.nan |
|
for p in ps: |
|
c = linalg.cond(A, p) |
|
assert_(np.isnan(c[1])) |
|
if p in p_pos: |
|
assert_(c[0] > 1e15) |
|
assert_(c[2] > 1e15) |
|
else: |
|
assert_(not np.isnan(c[0])) |
|
assert_(not np.isnan(c[2])) |
|
|
|
def test_stacked_singular(self): |
|
|
|
|
|
np.random.seed(1234) |
|
A = np.random.rand(2, 2, 2, 2) |
|
A[0,0] = 0 |
|
A[1,1] = 0 |
|
|
|
for p in (None, 1, 2, 'fro', -1, -2): |
|
c = linalg.cond(A, p) |
|
assert_equal(c[0,0], np.inf) |
|
assert_equal(c[1,1], np.inf) |
|
assert_(np.isfinite(c[0,1])) |
|
assert_(np.isfinite(c[1,0])) |
|
|
|
|
|
class PinvCases(LinalgSquareTestCase, |
|
LinalgNonsquareTestCase, |
|
LinalgGeneralizedSquareTestCase, |
|
LinalgGeneralizedNonsquareTestCase): |
|
|
|
def do(self, a, b, tags): |
|
a_ginv = linalg.pinv(a) |
|
|
|
dot = matmul |
|
assert_almost_equal(dot(dot(a, a_ginv), a), a, single_decimal=5, double_decimal=11) |
|
assert_(consistent_subclass(a_ginv, a)) |
|
|
|
|
|
class TestPinv(PinvCases): |
|
pass |
|
|
|
|
|
class PinvHermitianCases(HermitianTestCase, HermitianGeneralizedTestCase): |
|
|
|
def do(self, a, b, tags): |
|
a_ginv = linalg.pinv(a, hermitian=True) |
|
|
|
dot = matmul |
|
assert_almost_equal(dot(dot(a, a_ginv), a), a, single_decimal=5, double_decimal=11) |
|
assert_(consistent_subclass(a_ginv, a)) |
|
|
|
|
|
class TestPinvHermitian(PinvHermitianCases): |
|
pass |
|
|
|
|
|
def test_pinv_rtol_arg(): |
|
a = np.array([[1, 2, 3], [4, 1, 1], [2, 3, 1]]) |
|
|
|
assert_almost_equal( |
|
np.linalg.pinv(a, rcond=0.5), |
|
np.linalg.pinv(a, rtol=0.5), |
|
) |
|
|
|
with pytest.raises( |
|
ValueError, match=r"`rtol` and `rcond` can't be both set." |
|
): |
|
np.linalg.pinv(a, rcond=0.5, rtol=0.5) |
|
|
|
|
|
class DetCases(LinalgSquareTestCase, LinalgGeneralizedSquareTestCase): |
|
|
|
def do(self, a, b, tags): |
|
d = linalg.det(a) |
|
res = linalg.slogdet(a) |
|
s, ld = res.sign, res.logabsdet |
|
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, axis=-1)) |
|
assert_almost_equal(s * np.exp(ld), multiply.reduce(ev, axis=-1)) |
|
|
|
s = np.atleast_1d(s) |
|
ld = np.atleast_1d(ld) |
|
m = (s != 0) |
|
assert_almost_equal(np.abs(s[m]), 1) |
|
assert_equal(ld[~m], -inf) |
|
|
|
|
|
class TestDet(DetCases): |
|
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) |
|
|
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble]) |
|
def test_types(self, dtype): |
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype) |
|
assert_equal(np.linalg.det(x).dtype, dtype) |
|
ph, s = np.linalg.slogdet(x) |
|
assert_equal(s.dtype, get_real_dtype(dtype)) |
|
assert_equal(ph.dtype, dtype) |
|
|
|
def test_0_size(self): |
|
a = np.zeros((0, 0), dtype=np.complex64) |
|
res = linalg.det(a) |
|
assert_equal(res, 1.) |
|
assert_(res.dtype.type is np.complex64) |
|
res = linalg.slogdet(a) |
|
assert_equal(res, (1, 0)) |
|
assert_(res[0].dtype.type is np.complex64) |
|
assert_(res[1].dtype.type is np.float32) |
|
|
|
a = np.zeros((0, 0), dtype=np.float64) |
|
res = linalg.det(a) |
|
assert_equal(res, 1.) |
|
assert_(res.dtype.type is np.float64) |
|
res = linalg.slogdet(a) |
|
assert_equal(res, (1, 0)) |
|
assert_(res[0].dtype.type is np.float64) |
|
assert_(res[1].dtype.type is np.float64) |
|
|
|
|
|
class LstsqCases(LinalgSquareTestCase, LinalgNonsquareTestCase): |
|
|
|
def do(self, a, b, tags): |
|
arr = np.asarray(a) |
|
m, n = arr.shape |
|
u, s, vt = linalg.svd(a, False) |
|
x, residuals, rank, sv = linalg.lstsq(a, b, rcond=-1) |
|
if m == 0: |
|
assert_((x == 0).all()) |
|
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 np.asarray(b).ndim == 1: |
|
expect_resids.shape = (1,) |
|
assert_equal(residuals.shape, expect_resids.shape) |
|
else: |
|
expect_resids = np.array([]).view(type(x)) |
|
assert_almost_equal(residuals, expect_resids) |
|
assert_(np.issubdtype(residuals.dtype, np.floating)) |
|
assert_(consistent_subclass(x, b)) |
|
assert_(consistent_subclass(residuals, b)) |
|
|
|
|
|
class TestLstsq(LstsqCases): |
|
def test_rcond(self): |
|
a = np.array([[0., 1., 0., 1., 2., 0.], |
|
[0., 2., 0., 0., 1., 0.], |
|
[1., 0., 1., 0., 0., 4.], |
|
[0., 0., 0., 2., 3., 0.]]).T |
|
|
|
b = np.array([1, 0, 0, 0, 0, 0]) |
|
|
|
x, residuals, rank, s = linalg.lstsq(a, b, rcond=-1) |
|
assert_(rank == 4) |
|
x, residuals, rank, s = linalg.lstsq(a, b) |
|
assert_(rank == 3) |
|
x, residuals, rank, s = linalg.lstsq(a, b, rcond=None) |
|
assert_(rank == 3) |
|
|
|
@pytest.mark.parametrize(["m", "n", "n_rhs"], [ |
|
(4, 2, 2), |
|
(0, 4, 1), |
|
(0, 4, 2), |
|
(4, 0, 1), |
|
(4, 0, 2), |
|
(4, 2, 0), |
|
(0, 0, 0) |
|
]) |
|
def test_empty_a_b(self, m, n, n_rhs): |
|
a = np.arange(m * n).reshape(m, n) |
|
b = np.ones((m, n_rhs)) |
|
x, residuals, rank, s = linalg.lstsq(a, b, rcond=None) |
|
if m == 0: |
|
assert_((x == 0).all()) |
|
assert_equal(x.shape, (n, n_rhs)) |
|
assert_equal(residuals.shape, ((n_rhs,) if m > n else (0,))) |
|
if m > n and n_rhs > 0: |
|
|
|
r = b - np.dot(a, x) |
|
assert_almost_equal(residuals, (r * r).sum(axis=-2)) |
|
assert_equal(rank, min(m, n)) |
|
assert_equal(s.shape, (min(m, n),)) |
|
|
|
def test_incompatible_dims(self): |
|
|
|
x = np.array([0, 1, 2, 3]) |
|
y = np.array([-1, 0.2, 0.9, 2.1, 3.3]) |
|
A = np.vstack([x, np.ones(len(x))]).T |
|
with assert_raises_regex(LinAlgError, "Incompatible dimensions"): |
|
linalg.lstsq(A, y, rcond=None) |
|
|
|
|
|
@pytest.mark.parametrize('dt', [np.dtype(c) for c in '?bBhHiIqQefdgFDGO']) |
|
class TestMatrixPower: |
|
|
|
rshft_0 = np.eye(4) |
|
rshft_1 = rshft_0[[3, 0, 1, 2]] |
|
rshft_2 = rshft_0[[2, 3, 0, 1]] |
|
rshft_3 = rshft_0[[1, 2, 3, 0]] |
|
rshft_all = [rshft_0, rshft_1, rshft_2, rshft_3] |
|
noninv = array([[1, 0], [0, 0]]) |
|
stacked = np.block([[[rshft_0]]]*2) |
|
|
|
dtnoinv = [object, np.dtype('e'), np.dtype('g'), np.dtype('G')] |
|
|
|
def test_large_power(self, dt): |
|
rshft = self.rshft_1.astype(dt) |
|
assert_equal( |
|
matrix_power(rshft, 2**100 + 2**10 + 2**5 + 0), self.rshft_0) |
|
assert_equal( |
|
matrix_power(rshft, 2**100 + 2**10 + 2**5 + 1), self.rshft_1) |
|
assert_equal( |
|
matrix_power(rshft, 2**100 + 2**10 + 2**5 + 2), self.rshft_2) |
|
assert_equal( |
|
matrix_power(rshft, 2**100 + 2**10 + 2**5 + 3), self.rshft_3) |
|
|
|
def test_power_is_zero(self, dt): |
|
def tz(M): |
|
mz = matrix_power(M, 0) |
|
assert_equal(mz, identity_like_generalized(M)) |
|
assert_equal(mz.dtype, M.dtype) |
|
|
|
for mat in self.rshft_all: |
|
tz(mat.astype(dt)) |
|
if dt != object: |
|
tz(self.stacked.astype(dt)) |
|
|
|
def test_power_is_one(self, dt): |
|
def tz(mat): |
|
mz = matrix_power(mat, 1) |
|
assert_equal(mz, mat) |
|
assert_equal(mz.dtype, mat.dtype) |
|
|
|
for mat in self.rshft_all: |
|
tz(mat.astype(dt)) |
|
if dt != object: |
|
tz(self.stacked.astype(dt)) |
|
|
|
def test_power_is_two(self, dt): |
|
def tz(mat): |
|
mz = matrix_power(mat, 2) |
|
mmul = matmul if mat.dtype != object else dot |
|
assert_equal(mz, mmul(mat, mat)) |
|
assert_equal(mz.dtype, mat.dtype) |
|
|
|
for mat in self.rshft_all: |
|
tz(mat.astype(dt)) |
|
if dt != object: |
|
tz(self.stacked.astype(dt)) |
|
|
|
def test_power_is_minus_one(self, dt): |
|
def tz(mat): |
|
invmat = matrix_power(mat, -1) |
|
mmul = matmul if mat.dtype != object else dot |
|
assert_almost_equal( |
|
mmul(invmat, mat), identity_like_generalized(mat)) |
|
|
|
for mat in self.rshft_all: |
|
if dt not in self.dtnoinv: |
|
tz(mat.astype(dt)) |
|
|
|
def test_exceptions_bad_power(self, dt): |
|
mat = self.rshft_0.astype(dt) |
|
assert_raises(TypeError, matrix_power, mat, 1.5) |
|
assert_raises(TypeError, matrix_power, mat, [1]) |
|
|
|
def test_exceptions_non_square(self, dt): |
|
assert_raises(LinAlgError, matrix_power, np.array([1], dt), 1) |
|
assert_raises(LinAlgError, matrix_power, np.array([[1], [2]], dt), 1) |
|
assert_raises(LinAlgError, matrix_power, np.ones((4, 3, 2), dt), 1) |
|
|
|
@pytest.mark.skipif(IS_WASM, reason="fp errors don't work in wasm") |
|
def test_exceptions_not_invertible(self, dt): |
|
if dt in self.dtnoinv: |
|
return |
|
mat = self.noninv.astype(dt) |
|
assert_raises(LinAlgError, matrix_power, mat, -1) |
|
|
|
|
|
class TestEigvalshCases(HermitianTestCase, HermitianGeneralizedTestCase): |
|
|
|
def do(self, a, b, tags): |
|
|
|
|
|
ev = linalg.eigvalsh(a, 'L') |
|
evalues, evectors = linalg.eig(a) |
|
evalues.sort(axis=-1) |
|
assert_allclose(ev, evalues, rtol=get_rtol(ev.dtype)) |
|
|
|
ev2 = linalg.eigvalsh(a, 'U') |
|
assert_allclose(ev2, evalues, rtol=get_rtol(ev.dtype)) |
|
|
|
|
|
class TestEigvalsh: |
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble]) |
|
def test_types(self, dtype): |
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype) |
|
w = np.linalg.eigvalsh(x) |
|
assert_equal(w.dtype, get_real_dtype(dtype)) |
|
|
|
def test_invalid(self): |
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=np.float32) |
|
assert_raises(ValueError, np.linalg.eigvalsh, x, UPLO="lrong") |
|
assert_raises(ValueError, np.linalg.eigvalsh, x, "lower") |
|
assert_raises(ValueError, np.linalg.eigvalsh, x, "upper") |
|
|
|
def test_UPLO(self): |
|
Klo = np.array([[0, 0], [1, 0]], dtype=np.double) |
|
Kup = np.array([[0, 1], [0, 0]], dtype=np.double) |
|
tgt = np.array([-1, 1], dtype=np.double) |
|
rtol = get_rtol(np.double) |
|
|
|
|
|
w = np.linalg.eigvalsh(Klo) |
|
assert_allclose(w, tgt, rtol=rtol) |
|
|
|
w = np.linalg.eigvalsh(Klo, UPLO='L') |
|
assert_allclose(w, tgt, rtol=rtol) |
|
|
|
w = np.linalg.eigvalsh(Klo, UPLO='l') |
|
assert_allclose(w, tgt, rtol=rtol) |
|
|
|
w = np.linalg.eigvalsh(Kup, UPLO='U') |
|
assert_allclose(w, tgt, rtol=rtol) |
|
|
|
w = np.linalg.eigvalsh(Kup, UPLO='u') |
|
assert_allclose(w, tgt, rtol=rtol) |
|
|
|
def test_0_size(self): |
|
|
|
class ArraySubclass(np.ndarray): |
|
pass |
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass) |
|
res = linalg.eigvalsh(a) |
|
assert_(res.dtype.type is np.float64) |
|
assert_equal((0, 1), res.shape) |
|
|
|
assert_(isinstance(res, np.ndarray)) |
|
|
|
a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass) |
|
res = linalg.eigvalsh(a) |
|
assert_(res.dtype.type is np.float32) |
|
assert_equal((0,), res.shape) |
|
|
|
assert_(isinstance(res, np.ndarray)) |
|
|
|
|
|
class TestEighCases(HermitianTestCase, HermitianGeneralizedTestCase): |
|
|
|
def do(self, a, b, tags): |
|
|
|
|
|
res = linalg.eigh(a) |
|
ev, evc = res.eigenvalues, res.eigenvectors |
|
evalues, evectors = linalg.eig(a) |
|
evalues.sort(axis=-1) |
|
assert_almost_equal(ev, evalues) |
|
|
|
assert_allclose(matmul(a, evc), |
|
np.asarray(ev)[..., None, :] * np.asarray(evc), |
|
rtol=get_rtol(ev.dtype)) |
|
|
|
ev2, evc2 = linalg.eigh(a, 'U') |
|
assert_almost_equal(ev2, evalues) |
|
|
|
assert_allclose(matmul(a, evc2), |
|
np.asarray(ev2)[..., None, :] * np.asarray(evc2), |
|
rtol=get_rtol(ev.dtype), err_msg=repr(a)) |
|
|
|
|
|
class TestEigh: |
|
@pytest.mark.parametrize('dtype', [single, double, csingle, cdouble]) |
|
def test_types(self, dtype): |
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=dtype) |
|
w, v = np.linalg.eigh(x) |
|
assert_equal(w.dtype, get_real_dtype(dtype)) |
|
assert_equal(v.dtype, dtype) |
|
|
|
def test_invalid(self): |
|
x = np.array([[1, 0.5], [0.5, 1]], dtype=np.float32) |
|
assert_raises(ValueError, np.linalg.eigh, x, UPLO="lrong") |
|
assert_raises(ValueError, np.linalg.eigh, x, "lower") |
|
assert_raises(ValueError, np.linalg.eigh, x, "upper") |
|
|
|
def test_UPLO(self): |
|
Klo = np.array([[0, 0], [1, 0]], dtype=np.double) |
|
Kup = np.array([[0, 1], [0, 0]], dtype=np.double) |
|
tgt = np.array([-1, 1], dtype=np.double) |
|
rtol = get_rtol(np.double) |
|
|
|
|
|
w, v = np.linalg.eigh(Klo) |
|
assert_allclose(w, tgt, rtol=rtol) |
|
|
|
w, v = np.linalg.eigh(Klo, UPLO='L') |
|
assert_allclose(w, tgt, rtol=rtol) |
|
|
|
w, v = np.linalg.eigh(Klo, UPLO='l') |
|
assert_allclose(w, tgt, rtol=rtol) |
|
|
|
w, v = np.linalg.eigh(Kup, UPLO='U') |
|
assert_allclose(w, tgt, rtol=rtol) |
|
|
|
w, v = np.linalg.eigh(Kup, UPLO='u') |
|
assert_allclose(w, tgt, rtol=rtol) |
|
|
|
def test_0_size(self): |
|
|
|
class ArraySubclass(np.ndarray): |
|
pass |
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass) |
|
res, res_v = linalg.eigh(a) |
|
assert_(res_v.dtype.type is np.float64) |
|
assert_(res.dtype.type is np.float64) |
|
assert_equal(a.shape, res_v.shape) |
|
assert_equal((0, 1), res.shape) |
|
|
|
assert_(isinstance(a, np.ndarray)) |
|
|
|
a = np.zeros((0, 0), dtype=np.complex64).view(ArraySubclass) |
|
res, res_v = linalg.eigh(a) |
|
assert_(res_v.dtype.type is np.complex64) |
|
assert_(res.dtype.type is np.float32) |
|
assert_equal(a.shape, res_v.shape) |
|
assert_equal((0,), res.shape) |
|
|
|
assert_(isinstance(a, np.ndarray)) |
|
|
|
|
|
class _TestNormBase: |
|
dt = None |
|
dec = None |
|
|
|
@staticmethod |
|
def check_dtype(x, res): |
|
if issubclass(x.dtype.type, np.inexact): |
|
assert_equal(res.dtype, x.real.dtype) |
|
else: |
|
|
|
assert_(issubclass(res.dtype.type, np.floating)) |
|
|
|
|
|
class _TestNormGeneral(_TestNormBase): |
|
|
|
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_return_type(self): |
|
a = np.array([1, 0, 1]) |
|
|
|
exact_types = np.typecodes['AllInteger'] |
|
inexact_types = np.typecodes['AllFloat'] |
|
|
|
all_types = exact_types + inexact_types |
|
|
|
for each_type in all_types: |
|
at = a.astype(each_type) |
|
|
|
an = norm(at, -np.inf) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 0.0) |
|
|
|
with suppress_warnings() as sup: |
|
sup.filter(RuntimeWarning, "divide by zero encountered") |
|
an = norm(at, -1) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 0.0) |
|
|
|
an = norm(at, 0) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 2) |
|
|
|
an = norm(at, 1) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 2.0) |
|
|
|
an = norm(at, 2) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, an.dtype.type(2.0)**an.dtype.type(1.0/2.0)) |
|
|
|
an = norm(at, 4) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, an.dtype.type(2.0)**an.dtype.type(1.0/4.0)) |
|
|
|
an = norm(at, np.inf) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 1.0) |
|
|
|
def test_vector(self): |
|
a = [1, 2, 3, 4] |
|
b = [-1, -2, -3, -4] |
|
c = [-1, 2, -3, 4] |
|
|
|
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_axis(self): |
|
|
|
|
|
|
|
A = array([[1, 2, 3], [4, 5, 6]], dtype=self.dt) |
|
for order in [None, -1, 0, 1, 2, 3, np.inf, -np.inf]: |
|
expected0 = [norm(A[:, k], ord=order) for k in range(A.shape[1])] |
|
assert_almost_equal(norm(A, ord=order, axis=0), expected0) |
|
expected1 = [norm(A[k, :], ord=order) for k in range(A.shape[0])] |
|
assert_almost_equal(norm(A, ord=order, axis=1), expected1) |
|
|
|
|
|
B = np.arange(1, 25, dtype=self.dt).reshape(2, 3, 4) |
|
nd = B.ndim |
|
for order in [None, -2, 2, -1, 1, np.inf, -np.inf, 'fro']: |
|
for axis in itertools.combinations(range(-nd, nd), 2): |
|
row_axis, col_axis = axis |
|
if row_axis < 0: |
|
row_axis += nd |
|
if col_axis < 0: |
|
col_axis += nd |
|
if row_axis == col_axis: |
|
assert_raises(ValueError, norm, B, ord=order, axis=axis) |
|
else: |
|
n = norm(B, ord=order, axis=axis) |
|
|
|
|
|
|
|
k_index = nd - (row_axis + col_axis) |
|
if row_axis < col_axis: |
|
expected = [norm(B[:].take(k, axis=k_index), ord=order) |
|
for k in range(B.shape[k_index])] |
|
else: |
|
expected = [norm(B[:].take(k, axis=k_index).T, ord=order) |
|
for k in range(B.shape[k_index])] |
|
assert_almost_equal(n, expected) |
|
|
|
def test_keepdims(self): |
|
A = np.arange(1, 25, dtype=self.dt).reshape(2, 3, 4) |
|
|
|
allclose_err = 'order {0}, axis = {1}' |
|
shape_err = 'Shape mismatch found {0}, expected {1}, order={2}, axis={3}' |
|
|
|
|
|
expected = norm(A, ord=None, axis=None) |
|
found = norm(A, ord=None, axis=None, keepdims=True) |
|
assert_allclose(np.squeeze(found), expected, |
|
err_msg=allclose_err.format(None, None)) |
|
expected_shape = (1, 1, 1) |
|
assert_(found.shape == expected_shape, |
|
shape_err.format(found.shape, expected_shape, None, None)) |
|
|
|
|
|
for order in [None, -1, 0, 1, 2, 3, np.inf, -np.inf]: |
|
for k in range(A.ndim): |
|
expected = norm(A, ord=order, axis=k) |
|
found = norm(A, ord=order, axis=k, keepdims=True) |
|
assert_allclose(np.squeeze(found), expected, |
|
err_msg=allclose_err.format(order, k)) |
|
expected_shape = list(A.shape) |
|
expected_shape[k] = 1 |
|
expected_shape = tuple(expected_shape) |
|
assert_(found.shape == expected_shape, |
|
shape_err.format(found.shape, expected_shape, order, k)) |
|
|
|
|
|
for order in [None, -2, 2, -1, 1, np.inf, -np.inf, 'fro', 'nuc']: |
|
for k in itertools.permutations(range(A.ndim), 2): |
|
expected = norm(A, ord=order, axis=k) |
|
found = norm(A, ord=order, axis=k, keepdims=True) |
|
assert_allclose(np.squeeze(found), expected, |
|
err_msg=allclose_err.format(order, k)) |
|
expected_shape = list(A.shape) |
|
expected_shape[k[0]] = 1 |
|
expected_shape[k[1]] = 1 |
|
expected_shape = tuple(expected_shape) |
|
assert_(found.shape == expected_shape, |
|
shape_err.format(found.shape, expected_shape, order, k)) |
|
|
|
|
|
class _TestNorm2D(_TestNormBase): |
|
|
|
|
|
array = np.array |
|
|
|
def test_matrix_empty(self): |
|
assert_equal(norm(self.array([[]], dtype=self.dt)), 0.0) |
|
|
|
def test_matrix_return_type(self): |
|
a = self.array([[1, 0, 1], [0, 1, 1]]) |
|
|
|
exact_types = np.typecodes['AllInteger'] |
|
|
|
|
|
|
|
|
|
inexact_types = 'fdFD' |
|
|
|
all_types = exact_types + inexact_types |
|
|
|
for each_type in all_types: |
|
at = a.astype(each_type) |
|
|
|
an = norm(at, -np.inf) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 2.0) |
|
|
|
with suppress_warnings() as sup: |
|
sup.filter(RuntimeWarning, "divide by zero encountered") |
|
an = norm(at, -1) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 1.0) |
|
|
|
an = norm(at, 1) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 2.0) |
|
|
|
an = norm(at, 2) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 3.0**(1.0/2.0)) |
|
|
|
an = norm(at, -2) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 1.0) |
|
|
|
an = norm(at, np.inf) |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 2.0) |
|
|
|
an = norm(at, 'fro') |
|
self.check_dtype(at, an) |
|
assert_almost_equal(an, 2.0) |
|
|
|
an = norm(at, 'nuc') |
|
self.check_dtype(at, an) |
|
|
|
|
|
np.testing.assert_almost_equal(an, 2.7320508075688772, decimal=6) |
|
|
|
def test_matrix_2x2(self): |
|
A = self.array([[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, 'nuc'), 10.0) |
|
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) |
|
|
|
assert_raises(ValueError, norm, A, 'nofro') |
|
assert_raises(ValueError, norm, A, -3) |
|
assert_raises(ValueError, norm, A, 0) |
|
|
|
def test_matrix_3x3(self): |
|
|
|
|
|
|
|
|
|
A = (1 / 10) * \ |
|
self.array([[1, 2, 3], [6, 0, 5], [3, 2, 1]], dtype=self.dt) |
|
assert_almost_equal(norm(A), (1 / 10) * 89 ** 0.5) |
|
assert_almost_equal(norm(A, 'fro'), (1 / 10) * 89 ** 0.5) |
|
assert_almost_equal(norm(A, 'nuc'), 1.3366836911774836) |
|
assert_almost_equal(norm(A, inf), 1.1) |
|
assert_almost_equal(norm(A, -inf), 0.6) |
|
assert_almost_equal(norm(A, 1), 1.0) |
|
assert_almost_equal(norm(A, -1), 0.4) |
|
assert_almost_equal(norm(A, 2), 0.88722940323461277) |
|
assert_almost_equal(norm(A, -2), 0.19456584790481812) |
|
|
|
def test_bad_args(self): |
|
|
|
|
|
A = self.array([[1, 2, 3], [4, 5, 6]], dtype=self.dt) |
|
B = np.arange(1, 25, dtype=self.dt).reshape(2, 3, 4) |
|
|
|
|
|
|
|
|
|
assert_raises(ValueError, norm, A, 'fro', 0) |
|
assert_raises(ValueError, norm, A, 'nuc', 0) |
|
assert_raises(ValueError, norm, [3, 4], 'fro', None) |
|
assert_raises(ValueError, norm, [3, 4], 'nuc', None) |
|
assert_raises(ValueError, norm, [3, 4], 'test', None) |
|
|
|
|
|
|
|
for order in [0, 3]: |
|
assert_raises(ValueError, norm, A, order, None) |
|
assert_raises(ValueError, norm, A, order, (0, 1)) |
|
assert_raises(ValueError, norm, B, order, (1, 2)) |
|
|
|
|
|
assert_raises(AxisError, norm, B, None, 3) |
|
assert_raises(AxisError, norm, B, None, (2, 3)) |
|
assert_raises(ValueError, norm, B, None, (0, 1, 2)) |
|
|
|
|
|
class _TestNorm(_TestNorm2D, _TestNormGeneral): |
|
pass |
|
|
|
|
|
class TestNorm_NonSystematic: |
|
|
|
def test_longdouble_norm(self): |
|
|
|
|
|
x = np.arange(10, dtype=np.longdouble) |
|
old_assert_almost_equal(norm(x, ord=3), 12.65, decimal=2) |
|
|
|
def test_intmin(self): |
|
|
|
|
|
x = np.array([-2 ** 31], dtype=np.int32) |
|
old_assert_almost_equal(norm(x, ord=3), 2 ** 31, decimal=5) |
|
|
|
def test_complex_high_ord(self): |
|
|
|
d = np.empty((2,), dtype=np.clongdouble) |
|
d[0] = 6 + 7j |
|
d[1] = -6 + 7j |
|
res = 11.615898132184 |
|
old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=10) |
|
d = d.astype(np.complex128) |
|
old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=9) |
|
d = d.astype(np.complex64) |
|
old_assert_almost_equal(np.linalg.norm(d, ord=3), res, decimal=5) |
|
|
|
|
|
|
|
class _TestNormDoubleBase(_TestNormBase): |
|
dt = np.double |
|
dec = 12 |
|
|
|
|
|
class _TestNormSingleBase(_TestNormBase): |
|
dt = np.float32 |
|
dec = 6 |
|
|
|
|
|
class _TestNormInt64Base(_TestNormBase): |
|
dt = np.int64 |
|
dec = 12 |
|
|
|
|
|
class TestNormDouble(_TestNorm, _TestNormDoubleBase): |
|
pass |
|
|
|
|
|
class TestNormSingle(_TestNorm, _TestNormSingleBase): |
|
pass |
|
|
|
|
|
class TestNormInt64(_TestNorm, _TestNormInt64Base): |
|
pass |
|
|
|
|
|
class TestMatrixRank: |
|
|
|
def test_matrix_rank(self): |
|
|
|
assert_equal(4, matrix_rank(np.eye(4))) |
|
|
|
I = np.eye(4) |
|
I[-1, -1] = 0. |
|
assert_equal(matrix_rank(I), 3) |
|
|
|
assert_equal(matrix_rank(np.zeros((4, 4))), 0) |
|
|
|
assert_equal(matrix_rank([1, 0, 0, 0]), 1) |
|
assert_equal(matrix_rank(np.zeros((4,))), 0) |
|
|
|
assert_equal(matrix_rank([1]), 1) |
|
|
|
ms = np.array([I, np.eye(4), np.zeros((4,4))]) |
|
assert_equal(matrix_rank(ms), np.array([3, 4, 0])) |
|
|
|
assert_equal(matrix_rank(1), 1) |
|
|
|
with assert_raises_regex( |
|
ValueError, "`tol` and `rtol` can\'t be both set." |
|
): |
|
matrix_rank(I, tol=0.01, rtol=0.01) |
|
|
|
def test_symmetric_rank(self): |
|
assert_equal(4, matrix_rank(np.eye(4), hermitian=True)) |
|
assert_equal(1, matrix_rank(np.ones((4, 4)), hermitian=True)) |
|
assert_equal(0, matrix_rank(np.zeros((4, 4)), hermitian=True)) |
|
|
|
I = np.eye(4) |
|
I[-1, -1] = 0. |
|
assert_equal(3, matrix_rank(I, hermitian=True)) |
|
|
|
I[-1, -1] = 1e-8 |
|
assert_equal(4, matrix_rank(I, hermitian=True, tol=0.99e-8)) |
|
assert_equal(3, matrix_rank(I, hermitian=True, tol=1.01e-8)) |
|
|
|
|
|
def test_reduced_rank(): |
|
|
|
rng = np.random.RandomState(20120714) |
|
for i in range(100): |
|
|
|
X = rng.normal(size=(40, 10)) |
|
X[:, 0] = X[:, 1] + X[:, 2] |
|
|
|
assert_equal(matrix_rank(X), 9) |
|
X[:, 3] = X[:, 4] + X[:, 5] |
|
assert_equal(matrix_rank(X), 8) |
|
|
|
|
|
class TestQR: |
|
|
|
array = np.array |
|
|
|
def check_qr(self, a): |
|
|
|
|
|
a_type = type(a) |
|
a_dtype = a.dtype |
|
m, n = a.shape |
|
k = min(m, n) |
|
|
|
|
|
res = linalg.qr(a, mode='complete') |
|
Q, R = res.Q, res.R |
|
assert_(Q.dtype == a_dtype) |
|
assert_(R.dtype == a_dtype) |
|
assert_(isinstance(Q, a_type)) |
|
assert_(isinstance(R, a_type)) |
|
assert_(Q.shape == (m, m)) |
|
assert_(R.shape == (m, n)) |
|
assert_almost_equal(dot(Q, R), a) |
|
assert_almost_equal(dot(Q.T.conj(), Q), np.eye(m)) |
|
assert_almost_equal(np.triu(R), R) |
|
|
|
|
|
q1, r1 = linalg.qr(a, mode='reduced') |
|
assert_(q1.dtype == a_dtype) |
|
assert_(r1.dtype == a_dtype) |
|
assert_(isinstance(q1, a_type)) |
|
assert_(isinstance(r1, a_type)) |
|
assert_(q1.shape == (m, k)) |
|
assert_(r1.shape == (k, n)) |
|
assert_almost_equal(dot(q1, r1), a) |
|
assert_almost_equal(dot(q1.T.conj(), q1), np.eye(k)) |
|
assert_almost_equal(np.triu(r1), r1) |
|
|
|
|
|
r2 = linalg.qr(a, mode='r') |
|
assert_(r2.dtype == a_dtype) |
|
assert_(isinstance(r2, a_type)) |
|
assert_almost_equal(r2, r1) |
|
|
|
|
|
@pytest.mark.parametrize(["m", "n"], [ |
|
(3, 0), |
|
(0, 3), |
|
(0, 0) |
|
]) |
|
def test_qr_empty(self, m, n): |
|
k = min(m, n) |
|
a = np.empty((m, n)) |
|
|
|
self.check_qr(a) |
|
|
|
h, tau = np.linalg.qr(a, mode='raw') |
|
assert_equal(h.dtype, np.double) |
|
assert_equal(tau.dtype, np.double) |
|
assert_equal(h.shape, (n, m)) |
|
assert_equal(tau.shape, (k,)) |
|
|
|
def test_mode_raw(self): |
|
|
|
|
|
|
|
|
|
|
|
|
|
a = self.array([[1, 2], [3, 4], [5, 6]], dtype=np.double) |
|
|
|
|
|
h, tau = linalg.qr(a, mode='raw') |
|
assert_(h.dtype == np.double) |
|
assert_(tau.dtype == np.double) |
|
assert_(h.shape == (2, 3)) |
|
assert_(tau.shape == (2,)) |
|
|
|
h, tau = linalg.qr(a.T, mode='raw') |
|
assert_(h.dtype == np.double) |
|
assert_(tau.dtype == np.double) |
|
assert_(h.shape == (3, 2)) |
|
assert_(tau.shape == (2,)) |
|
|
|
def test_mode_all_but_economic(self): |
|
a = self.array([[1, 2], [3, 4]]) |
|
b = self.array([[1, 2], [3, 4], [5, 6]]) |
|
for dt in "fd": |
|
m1 = a.astype(dt) |
|
m2 = b.astype(dt) |
|
self.check_qr(m1) |
|
self.check_qr(m2) |
|
self.check_qr(m2.T) |
|
|
|
for dt in "fd": |
|
m1 = 1 + 1j * a.astype(dt) |
|
m2 = 1 + 1j * b.astype(dt) |
|
self.check_qr(m1) |
|
self.check_qr(m2) |
|
self.check_qr(m2.T) |
|
|
|
def check_qr_stacked(self, a): |
|
|
|
|
|
a_type = type(a) |
|
a_dtype = a.dtype |
|
m, n = a.shape[-2:] |
|
k = min(m, n) |
|
|
|
|
|
q, r = linalg.qr(a, mode='complete') |
|
assert_(q.dtype == a_dtype) |
|
assert_(r.dtype == a_dtype) |
|
assert_(isinstance(q, a_type)) |
|
assert_(isinstance(r, a_type)) |
|
assert_(q.shape[-2:] == (m, m)) |
|
assert_(r.shape[-2:] == (m, n)) |
|
assert_almost_equal(matmul(q, r), a) |
|
I_mat = np.identity(q.shape[-1]) |
|
stack_I_mat = np.broadcast_to(I_mat, |
|
q.shape[:-2] + (q.shape[-1],)*2) |
|
assert_almost_equal(matmul(swapaxes(q, -1, -2).conj(), q), stack_I_mat) |
|
assert_almost_equal(np.triu(r[..., :, :]), r) |
|
|
|
|
|
q1, r1 = linalg.qr(a, mode='reduced') |
|
assert_(q1.dtype == a_dtype) |
|
assert_(r1.dtype == a_dtype) |
|
assert_(isinstance(q1, a_type)) |
|
assert_(isinstance(r1, a_type)) |
|
assert_(q1.shape[-2:] == (m, k)) |
|
assert_(r1.shape[-2:] == (k, n)) |
|
assert_almost_equal(matmul(q1, r1), a) |
|
I_mat = np.identity(q1.shape[-1]) |
|
stack_I_mat = np.broadcast_to(I_mat, |
|
q1.shape[:-2] + (q1.shape[-1],)*2) |
|
assert_almost_equal(matmul(swapaxes(q1, -1, -2).conj(), q1), |
|
stack_I_mat) |
|
assert_almost_equal(np.triu(r1[..., :, :]), r1) |
|
|
|
|
|
r2 = linalg.qr(a, mode='r') |
|
assert_(r2.dtype == a_dtype) |
|
assert_(isinstance(r2, a_type)) |
|
assert_almost_equal(r2, r1) |
|
|
|
@pytest.mark.parametrize("size", [ |
|
(3, 4), (4, 3), (4, 4), |
|
(3, 0), (0, 3)]) |
|
@pytest.mark.parametrize("outer_size", [ |
|
(2, 2), (2,), (2, 3, 4)]) |
|
@pytest.mark.parametrize("dt", [ |
|
np.single, np.double, |
|
np.csingle, np.cdouble]) |
|
def test_stacked_inputs(self, outer_size, size, dt): |
|
|
|
rng = np.random.default_rng(123) |
|
A = rng.normal(size=outer_size + size).astype(dt) |
|
B = rng.normal(size=outer_size + size).astype(dt) |
|
self.check_qr_stacked(A) |
|
self.check_qr_stacked(A + 1.j*B) |
|
|
|
|
|
class TestCholesky: |
|
|
|
@pytest.mark.parametrize( |
|
'shape', [(1, 1), (2, 2), (3, 3), (50, 50), (3, 10, 10)] |
|
) |
|
@pytest.mark.parametrize( |
|
'dtype', (np.float32, np.float64, np.complex64, np.complex128) |
|
) |
|
@pytest.mark.parametrize( |
|
'upper', [False, True]) |
|
def test_basic_property(self, shape, dtype, upper): |
|
np.random.seed(1) |
|
a = np.random.randn(*shape) |
|
if np.issubdtype(dtype, np.complexfloating): |
|
a = a + 1j*np.random.randn(*shape) |
|
|
|
t = list(range(len(shape))) |
|
t[-2:] = -1, -2 |
|
|
|
a = np.matmul(a.transpose(t).conj(), a) |
|
a = np.asarray(a, dtype=dtype) |
|
|
|
c = np.linalg.cholesky(a, upper=upper) |
|
|
|
|
|
if upper: |
|
b = np.matmul(c.transpose(t).conj(), c) |
|
else: |
|
b = np.matmul(c, c.transpose(t).conj()) |
|
|
|
atol = 500 * a.shape[0] * np.finfo(dtype).eps |
|
assert_allclose(b, a, atol=atol, err_msg=f'{shape} {dtype}\n{a}\n{c}') |
|
|
|
|
|
d = np.diagonal(c, axis1=-2, axis2=-1) |
|
assert_(np.all(np.isreal(d))) |
|
assert_(np.all(d >= 0)) |
|
|
|
def test_0_size(self): |
|
class ArraySubclass(np.ndarray): |
|
pass |
|
a = np.zeros((0, 1, 1), dtype=np.int_).view(ArraySubclass) |
|
res = linalg.cholesky(a) |
|
assert_equal(a.shape, res.shape) |
|
assert_(res.dtype.type is np.float64) |
|
|
|
assert_(isinstance(res, np.ndarray)) |
|
|
|
a = np.zeros((1, 0, 0), dtype=np.complex64).view(ArraySubclass) |
|
res = linalg.cholesky(a) |
|
assert_equal(a.shape, res.shape) |
|
assert_(res.dtype.type is np.complex64) |
|
assert_(isinstance(res, np.ndarray)) |
|
|
|
def test_upper_lower_arg(self): |
|
|
|
a = np.array([[1+0j, 0-2j], [0+2j, 5+0j]]) |
|
|
|
assert_equal(linalg.cholesky(a), linalg.cholesky(a, upper=False)) |
|
|
|
assert_equal( |
|
linalg.cholesky(a, upper=True), |
|
linalg.cholesky(a).T.conj() |
|
) |
|
|
|
|
|
class TestOuter: |
|
arr1 = np.arange(3) |
|
arr2 = np.arange(3) |
|
expected = np.array( |
|
[[0, 0, 0], |
|
[0, 1, 2], |
|
[0, 2, 4]] |
|
) |
|
|
|
assert_array_equal(np.linalg.outer(arr1, arr2), expected) |
|
|
|
with assert_raises_regex( |
|
ValueError, "Input arrays must be one-dimensional" |
|
): |
|
np.linalg.outer(arr1[:, np.newaxis], arr2) |
|
|
|
|
|
def test_byteorder_check(): |
|
|
|
if sys.byteorder == 'little': |
|
native = '<' |
|
else: |
|
native = '>' |
|
|
|
for dtt in (np.float32, np.float64): |
|
arr = np.eye(4, dtype=dtt) |
|
n_arr = arr.view(arr.dtype.newbyteorder(native)) |
|
sw_arr = arr.view(arr.dtype.newbyteorder("S")).byteswap() |
|
assert_equal(arr.dtype.byteorder, '=') |
|
for routine in (linalg.inv, linalg.det, linalg.pinv): |
|
|
|
res = routine(arr) |
|
|
|
assert_array_equal(res, routine(n_arr)) |
|
|
|
assert_array_equal(res, routine(sw_arr)) |
|
|
|
|
|
@pytest.mark.skipif(IS_WASM, reason="fp errors don't work in wasm") |
|
def test_generalized_raise_multiloop(): |
|
|
|
|
|
|
|
invertible = np.array([[1, 2], [3, 4]]) |
|
non_invertible = np.array([[1, 1], [1, 1]]) |
|
|
|
x = np.zeros([4, 4, 2, 2])[1::2] |
|
x[...] = invertible |
|
x[0, 0] = non_invertible |
|
|
|
assert_raises(np.linalg.LinAlgError, np.linalg.inv, x) |
|
|
|
@pytest.mark.skipif( |
|
threading.active_count() > 1, |
|
reason="skipping test that uses fork because there are multiple threads") |
|
def test_xerbla_override(): |
|
|
|
|
|
|
|
|
|
XERBLA_OK = 255 |
|
|
|
try: |
|
pid = os.fork() |
|
except (OSError, AttributeError): |
|
|
|
pytest.skip("Not POSIX or fork failed.") |
|
|
|
if pid == 0: |
|
|
|
os.close(1) |
|
os.close(0) |
|
|
|
import resource |
|
resource.setrlimit(resource.RLIMIT_CORE, (0, 0)) |
|
|
|
try: |
|
np.linalg.lapack_lite.xerbla() |
|
except ValueError: |
|
pass |
|
except Exception: |
|
os._exit(os.EX_CONFIG) |
|
|
|
try: |
|
a = np.array([[1.]]) |
|
np.linalg.lapack_lite.dorgqr( |
|
1, 1, 1, a, |
|
0, |
|
a, a, 0, 0) |
|
except ValueError as e: |
|
if "DORGQR parameter number 5" in str(e): |
|
|
|
|
|
os._exit(XERBLA_OK) |
|
|
|
|
|
os._exit(os.EX_CONFIG) |
|
else: |
|
|
|
pid, status = os.wait() |
|
if os.WEXITSTATUS(status) != XERBLA_OK: |
|
pytest.skip('Numpy xerbla not linked in.') |
|
|
|
|
|
@pytest.mark.skipif(IS_WASM, reason="Cannot start subprocess") |
|
@pytest.mark.slow |
|
def test_sdot_bug_8577(): |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
bad_libs = ['PyQt5.QtWidgets', 'IPython'] |
|
|
|
template = textwrap.dedent(""" |
|
import sys |
|
{before} |
|
try: |
|
import {bad_lib} |
|
except ImportError: |
|
sys.exit(0) |
|
{after} |
|
x = np.ones(2, dtype=np.float32) |
|
sys.exit(0 if np.allclose(x.dot(x), 2.0) else 1) |
|
""") |
|
|
|
for bad_lib in bad_libs: |
|
code = template.format(before="import numpy as np", after="", |
|
bad_lib=bad_lib) |
|
subprocess.check_call([sys.executable, "-c", code]) |
|
|
|
|
|
code = template.format(after="import numpy as np", before="", |
|
bad_lib=bad_lib) |
|
subprocess.check_call([sys.executable, "-c", code]) |
|
|
|
|
|
class TestMultiDot: |
|
|
|
def test_basic_function_with_three_arguments(self): |
|
|
|
|
|
A = np.random.random((6, 2)) |
|
B = np.random.random((2, 6)) |
|
C = np.random.random((6, 2)) |
|
|
|
assert_almost_equal(multi_dot([A, B, C]), A.dot(B).dot(C)) |
|
assert_almost_equal(multi_dot([A, B, C]), np.dot(A, np.dot(B, C))) |
|
|
|
def test_basic_function_with_two_arguments(self): |
|
|
|
A = np.random.random((6, 2)) |
|
B = np.random.random((2, 6)) |
|
|
|
assert_almost_equal(multi_dot([A, B]), A.dot(B)) |
|
assert_almost_equal(multi_dot([A, B]), np.dot(A, B)) |
|
|
|
def test_basic_function_with_dynamic_programming_optimization(self): |
|
|
|
|
|
A = np.random.random((6, 2)) |
|
B = np.random.random((2, 6)) |
|
C = np.random.random((6, 2)) |
|
D = np.random.random((2, 1)) |
|
assert_almost_equal(multi_dot([A, B, C, D]), A.dot(B).dot(C).dot(D)) |
|
|
|
def test_vector_as_first_argument(self): |
|
|
|
A1d = np.random.random(2) |
|
B = np.random.random((2, 6)) |
|
C = np.random.random((6, 2)) |
|
D = np.random.random((2, 2)) |
|
|
|
|
|
assert_equal(multi_dot([A1d, B, C, D]).shape, (2,)) |
|
|
|
def test_vector_as_last_argument(self): |
|
|
|
A = np.random.random((6, 2)) |
|
B = np.random.random((2, 6)) |
|
C = np.random.random((6, 2)) |
|
D1d = np.random.random(2) |
|
|
|
|
|
assert_equal(multi_dot([A, B, C, D1d]).shape, (6,)) |
|
|
|
def test_vector_as_first_and_last_argument(self): |
|
|
|
A1d = np.random.random(2) |
|
B = np.random.random((2, 6)) |
|
C = np.random.random((6, 2)) |
|
D1d = np.random.random(2) |
|
|
|
|
|
assert_equal(multi_dot([A1d, B, C, D1d]).shape, ()) |
|
|
|
def test_three_arguments_and_out(self): |
|
|
|
|
|
A = np.random.random((6, 2)) |
|
B = np.random.random((2, 6)) |
|
C = np.random.random((6, 2)) |
|
|
|
out = np.zeros((6, 2)) |
|
ret = multi_dot([A, B, C], out=out) |
|
assert out is ret |
|
assert_almost_equal(out, A.dot(B).dot(C)) |
|
assert_almost_equal(out, np.dot(A, np.dot(B, C))) |
|
|
|
def test_two_arguments_and_out(self): |
|
|
|
A = np.random.random((6, 2)) |
|
B = np.random.random((2, 6)) |
|
out = np.zeros((6, 6)) |
|
ret = multi_dot([A, B], out=out) |
|
assert out is ret |
|
assert_almost_equal(out, A.dot(B)) |
|
assert_almost_equal(out, np.dot(A, B)) |
|
|
|
def test_dynamic_programming_optimization_and_out(self): |
|
|
|
|
|
A = np.random.random((6, 2)) |
|
B = np.random.random((2, 6)) |
|
C = np.random.random((6, 2)) |
|
D = np.random.random((2, 1)) |
|
out = np.zeros((6, 1)) |
|
ret = multi_dot([A, B, C, D], out=out) |
|
assert out is ret |
|
assert_almost_equal(out, A.dot(B).dot(C).dot(D)) |
|
|
|
def test_dynamic_programming_logic(self): |
|
|
|
|
|
arrays = [np.random.random((30, 35)), |
|
np.random.random((35, 15)), |
|
np.random.random((15, 5)), |
|
np.random.random((5, 10)), |
|
np.random.random((10, 20)), |
|
np.random.random((20, 25))] |
|
m_expected = np.array([[0., 15750., 7875., 9375., 11875., 15125.], |
|
[0., 0., 2625., 4375., 7125., 10500.], |
|
[0., 0., 0., 750., 2500., 5375.], |
|
[0., 0., 0., 0., 1000., 3500.], |
|
[0., 0., 0., 0., 0., 5000.], |
|
[0., 0., 0., 0., 0., 0.]]) |
|
s_expected = np.array([[0, 1, 1, 3, 3, 3], |
|
[0, 0, 2, 3, 3, 3], |
|
[0, 0, 0, 3, 3, 3], |
|
[0, 0, 0, 0, 4, 5], |
|
[0, 0, 0, 0, 0, 5], |
|
[0, 0, 0, 0, 0, 0]], dtype=int) |
|
s_expected -= 1 |
|
|
|
s, m = _multi_dot_matrix_chain_order(arrays, return_costs=True) |
|
|
|
|
|
assert_almost_equal(np.triu(s[:-1, 1:]), |
|
np.triu(s_expected[:-1, 1:])) |
|
assert_almost_equal(np.triu(m), np.triu(m_expected)) |
|
|
|
def test_too_few_input_arrays(self): |
|
assert_raises(ValueError, multi_dot, []) |
|
assert_raises(ValueError, multi_dot, [np.random.random((3, 3))]) |
|
|
|
|
|
class TestTensorinv: |
|
|
|
@pytest.mark.parametrize("arr, ind", [ |
|
(np.ones((4, 6, 8, 2)), 2), |
|
(np.ones((3, 3, 2)), 1), |
|
]) |
|
def test_non_square_handling(self, arr, ind): |
|
with assert_raises(LinAlgError): |
|
linalg.tensorinv(arr, ind=ind) |
|
|
|
@pytest.mark.parametrize("shape, ind", [ |
|
|
|
((4, 6, 8, 3), 2), |
|
((24, 8, 3), 1), |
|
]) |
|
def test_tensorinv_shape(self, shape, ind): |
|
a = np.eye(24) |
|
a.shape = shape |
|
ainv = linalg.tensorinv(a=a, ind=ind) |
|
expected = a.shape[ind:] + a.shape[:ind] |
|
actual = ainv.shape |
|
assert_equal(actual, expected) |
|
|
|
@pytest.mark.parametrize("ind", [ |
|
0, -2, |
|
]) |
|
def test_tensorinv_ind_limit(self, ind): |
|
a = np.eye(24) |
|
a.shape = (4, 6, 8, 3) |
|
with assert_raises(ValueError): |
|
linalg.tensorinv(a=a, ind=ind) |
|
|
|
def test_tensorinv_result(self): |
|
|
|
a = np.eye(24) |
|
a.shape = (24, 8, 3) |
|
ainv = linalg.tensorinv(a, ind=1) |
|
b = np.ones(24) |
|
assert_allclose(np.tensordot(ainv, b, 1), np.linalg.tensorsolve(a, b)) |
|
|
|
|
|
class TestTensorsolve: |
|
|
|
@pytest.mark.parametrize("a, axes", [ |
|
(np.ones((4, 6, 8, 2)), None), |
|
(np.ones((3, 3, 2)), (0, 2)), |
|
]) |
|
def test_non_square_handling(self, a, axes): |
|
with assert_raises(LinAlgError): |
|
b = np.ones(a.shape[:2]) |
|
linalg.tensorsolve(a, b, axes=axes) |
|
|
|
@pytest.mark.parametrize("shape", |
|
[(2, 3, 6), (3, 4, 4, 3), (0, 3, 3, 0)], |
|
) |
|
def test_tensorsolve_result(self, shape): |
|
a = np.random.randn(*shape) |
|
b = np.ones(a.shape[:2]) |
|
x = np.linalg.tensorsolve(a, b) |
|
assert_allclose(np.tensordot(a, x, axes=len(x.shape)), b) |
|
|
|
|
|
def test_unsupported_commontype(): |
|
|
|
arr = np.array([[1, -2], [2, 5]], dtype='float16') |
|
with assert_raises_regex(TypeError, "unsupported in linalg"): |
|
linalg.cholesky(arr) |
|
|
|
|
|
|
|
|
|
|
|
|
|
@pytest.mark.skip(reason="Bad memory reports lead to OOM in ci testing") |
|
def test_blas64_dot(): |
|
n = 2**32 |
|
a = np.zeros([1, n], dtype=np.float32) |
|
b = np.ones([1, 1], dtype=np.float32) |
|
a[0,-1] = 1 |
|
c = np.dot(b, a) |
|
assert_equal(c[0,-1], 1) |
|
|
|
|
|
@pytest.mark.xfail(not HAS_LAPACK64, |
|
reason="Numpy not compiled with 64-bit BLAS/LAPACK") |
|
def test_blas64_geqrf_lwork_smoketest(): |
|
|
|
dtype = np.float64 |
|
lapack_routine = np.linalg.lapack_lite.dgeqrf |
|
|
|
m = 2**32 + 1 |
|
n = 2**32 + 1 |
|
lda = m |
|
|
|
|
|
|
|
a = np.zeros([1, 1], dtype=dtype) |
|
work = np.zeros([1], dtype=dtype) |
|
tau = np.zeros([1], dtype=dtype) |
|
|
|
|
|
results = lapack_routine(m, n, a, lda, tau, work, -1, 0) |
|
assert_equal(results['info'], 0) |
|
assert_equal(results['m'], m) |
|
assert_equal(results['n'], m) |
|
|
|
|
|
lwork = int(work.item()) |
|
assert_(2**32 < lwork < 2**42) |
|
|
|
|
|
def test_diagonal(): |
|
|
|
|
|
|
|
x = np.arange(60).reshape((3, 4, 5)) |
|
actual = np.linalg.diagonal(x) |
|
expected = np.array( |
|
[ |
|
[0, 6, 12, 18], |
|
[20, 26, 32, 38], |
|
[40, 46, 52, 58], |
|
] |
|
) |
|
assert_equal(actual, expected) |
|
|
|
|
|
def test_trace(): |
|
|
|
|
|
|
|
x = np.arange(60).reshape((3, 4, 5)) |
|
actual = np.linalg.trace(x) |
|
expected = np.array([36, 116, 196]) |
|
|
|
assert_equal(actual, expected) |
|
|
|
|
|
def test_cross(): |
|
x = np.arange(9).reshape((3, 3)) |
|
actual = np.linalg.cross(x, x + 1) |
|
expected = np.array([ |
|
[-1, 2, -1], |
|
[-1, 2, -1], |
|
[-1, 2, -1], |
|
]) |
|
|
|
assert_equal(actual, expected) |
|
|
|
|
|
u = [1, 2, 3] |
|
v = [4, 5, 6] |
|
actual = np.linalg.cross(u, v) |
|
expected = array([-3, 6, -3]) |
|
|
|
assert_equal(actual, expected) |
|
|
|
with assert_raises_regex( |
|
ValueError, |
|
r"input arrays must be \(arrays of\) 3-dimensional vectors" |
|
): |
|
x_2dim = x[:, 1:] |
|
np.linalg.cross(x_2dim, x_2dim) |
|
|
|
|
|
def test_tensordot(): |
|
|
|
x = np.arange(6).reshape((2, 3)) |
|
|
|
assert np.linalg.tensordot(x, x) == 55 |
|
assert np.linalg.tensordot(x, x, axes=[(0, 1), (0, 1)]) == 55 |
|
|
|
|
|
def test_matmul(): |
|
|
|
|
|
x = np.arange(6).reshape((2, 3)) |
|
actual = np.linalg.matmul(x, x.T) |
|
expected = np.array([[5, 14], [14, 50]]) |
|
|
|
assert_equal(actual, expected) |
|
|
|
|
|
def test_matrix_transpose(): |
|
x = np.arange(6).reshape((2, 3)) |
|
actual = np.linalg.matrix_transpose(x) |
|
expected = x.T |
|
|
|
assert_equal(actual, expected) |
|
|
|
with assert_raises_regex( |
|
ValueError, "array must be at least 2-dimensional" |
|
): |
|
np.linalg.matrix_transpose(x[:, 0]) |
|
|
|
|
|
def test_matrix_norm(): |
|
x = np.arange(9).reshape((3, 3)) |
|
actual = np.linalg.matrix_norm(x) |
|
|
|
assert_almost_equal(actual, np.float64(14.2828), double_decimal=3) |
|
|
|
actual = np.linalg.matrix_norm(x, keepdims=True) |
|
|
|
assert_almost_equal(actual, np.array([[14.2828]]), double_decimal=3) |
|
|
|
|
|
def test_vector_norm(): |
|
x = np.arange(9).reshape((3, 3)) |
|
actual = np.linalg.vector_norm(x) |
|
|
|
assert_almost_equal(actual, np.float64(14.2828), double_decimal=3) |
|
|
|
actual = np.linalg.vector_norm(x, axis=0) |
|
|
|
assert_almost_equal( |
|
actual, np.array([6.7082, 8.124, 9.6436]), double_decimal=3 |
|
) |
|
|
|
actual = np.linalg.vector_norm(x, keepdims=True) |
|
expected = np.full((1, 1), 14.2828, dtype='float64') |
|
assert_equal(actual.shape, expected.shape) |
|
assert_almost_equal(actual, expected, double_decimal=3) |
|
|