# # Created by: Pearu Peterson, September 2002 # from __future__ import division, print_function, absolute_import import sys import subprocess import time from functools import reduce from numpy.testing import (assert_equal, assert_array_almost_equal, assert_, assert_allclose, assert_almost_equal, assert_array_equal) import pytest from pytest import raises as assert_raises import numpy as np from numpy import (eye, ones, zeros, zeros_like, triu, tril, tril_indices, triu_indices) from numpy.random import rand, seed from scipy.linalg import _flapack as flapack from scipy.linalg import inv, svd, cholesky, solve from scipy.linalg.lapack import _compute_lwork try: from scipy.linalg import _clapack as clapack except ImportError: clapack = None from scipy.linalg.lapack import get_lapack_funcs from scipy.linalg.blas import get_blas_funcs REAL_DTYPES = [np.float32, np.float64] COMPLEX_DTYPES = [np.complex64, np.complex128] DTYPES = REAL_DTYPES + COMPLEX_DTYPES class TestFlapackSimple(object): def test_gebal(self): a = [[1, 2, 3], [4, 5, 6], [7, 8, 9]] a1 = [[1, 0, 0, 3e-4], [4, 0, 0, 2e-3], [7, 1, 0, 0], [0, 1, 0, 0]] for p in 'sdzc': f = getattr(flapack, p+'gebal', None) if f is None: continue ba, lo, hi, pivscale, info = f(a) assert_(not info, repr(info)) assert_array_almost_equal(ba, a) assert_equal((lo, hi), (0, len(a[0])-1)) assert_array_almost_equal(pivscale, np.ones(len(a))) ba, lo, hi, pivscale, info = f(a1, permute=1, scale=1) assert_(not info, repr(info)) # print(a1) # print(ba, lo, hi, pivscale) def test_gehrd(self): a = [[-149, -50, -154], [537, 180, 546], [-27, -9, -25]] for p in 'd': f = getattr(flapack, p+'gehrd', None) if f is None: continue ht, tau, info = f(a) assert_(not info, repr(info)) def test_trsyl(self): a = np.array([[1, 2], [0, 4]]) b = np.array([[5, 6], [0, 8]]) c = np.array([[9, 10], [11, 12]]) trans = 'T' # Test single and double implementations, including most # of the options for dtype in 'fdFD': a1, b1, c1 = a.astype(dtype), b.astype(dtype), c.astype(dtype) trsyl, = get_lapack_funcs(('trsyl',), (a1,)) if dtype.isupper(): # is complex dtype a1[0] += 1j trans = 'C' x, scale, info = trsyl(a1, b1, c1) assert_array_almost_equal(np.dot(a1, x) + np.dot(x, b1), scale * c1) x, scale, info = trsyl(a1, b1, c1, trana=trans, tranb=trans) assert_array_almost_equal( np.dot(a1.conjugate().T, x) + np.dot(x, b1.conjugate().T), scale * c1, decimal=4) x, scale, info = trsyl(a1, b1, c1, isgn=-1) assert_array_almost_equal(np.dot(a1, x) - np.dot(x, b1), scale * c1, decimal=4) def test_lange(self): a = np.array([ [-149, -50, -154], [537, 180, 546], [-27, -9, -25]]) for dtype in 'fdFD': for norm in 'Mm1OoIiFfEe': a1 = a.astype(dtype) if dtype.isupper(): # is complex dtype a1[0, 0] += 1j lange, = get_lapack_funcs(('lange',), (a1,)) value = lange(norm, a1) if norm in 'FfEe': if dtype in 'Ff': decimal = 3 else: decimal = 7 ref = np.sqrt(np.sum(np.square(np.abs(a1)))) assert_almost_equal(value, ref, decimal) else: if norm in 'Mm': ref = np.max(np.abs(a1)) elif norm in '1Oo': ref = np.max(np.sum(np.abs(a1), axis=0)) elif norm in 'Ii': ref = np.max(np.sum(np.abs(a1), axis=1)) assert_equal(value, ref) class TestLapack(object): def test_flapack(self): if hasattr(flapack, 'empty_module'): # flapack module is empty pass def test_clapack(self): if hasattr(clapack, 'empty_module'): # clapack module is empty pass class TestLeastSquaresSolvers(object): def test_gels(self): seed(1234) # Test fat/tall matrix argument handling - gh-issue #8329 for ind, dtype in enumerate(DTYPES): m = 10 n = 20 nrhs = 1 a1 = rand(m, n).astype(dtype) b1 = rand(n).astype(dtype) gls, glslw = get_lapack_funcs(('gels', 'gels_lwork'), dtype=dtype) # Request of sizes lwork = _compute_lwork(glslw, m, n, nrhs) _, _, info = gls(a1, b1, lwork=lwork) assert_(info >= 0) _, _, info = gls(a1, b1, trans='TTCC'[ind], lwork=lwork) assert_(info >= 0) for dtype in REAL_DTYPES: a1 = np.array([[1.0, 2.0], [4.0, 5.0], [7.0, 8.0]], dtype=dtype) b1 = np.array([16.0, 17.0, 20.0], dtype=dtype) gels, gels_lwork, geqrf = get_lapack_funcs( ('gels', 'gels_lwork', 'geqrf'), (a1, b1)) m, n = a1.shape if len(b1.shape) == 2: nrhs = b1.shape[1] else: nrhs = 1 # Request of sizes lwork = _compute_lwork(gels_lwork, m, n, nrhs) lqr, x, info = gels(a1, b1, lwork=lwork) assert_allclose(x[:-1], np.array([-14.333333333333323, 14.999999999999991], dtype=dtype), rtol=25*np.finfo(dtype).eps) lqr_truth, _, _, _ = geqrf(a1) assert_array_equal(lqr, lqr_truth) for dtype in COMPLEX_DTYPES: a1 = np.array([[1.0+4.0j, 2.0], [4.0+0.5j, 5.0-3.0j], [7.0-2.0j, 8.0+0.7j]], dtype=dtype) b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype) gels, gels_lwork, geqrf = get_lapack_funcs( ('gels', 'gels_lwork', 'geqrf'), (a1, b1)) m, n = a1.shape if len(b1.shape) == 2: nrhs = b1.shape[1] else: nrhs = 1 # Request of sizes lwork = _compute_lwork(gels_lwork, m, n, nrhs) lqr, x, info = gels(a1, b1, lwork=lwork) assert_allclose(x[:-1], np.array([1.161753632288328-1.901075709391912j, 1.735882340522193+1.521240901196909j], dtype=dtype), rtol=25*np.finfo(dtype).eps) lqr_truth, _, _, _ = geqrf(a1) assert_array_equal(lqr, lqr_truth) def test_gelsd(self): for dtype in REAL_DTYPES: a1 = np.array([[1.0, 2.0], [4.0, 5.0], [7.0, 8.0]], dtype=dtype) b1 = np.array([16.0, 17.0, 20.0], dtype=dtype) gelsd, gelsd_lwork = get_lapack_funcs(('gelsd', 'gelsd_lwork'), (a1, b1)) m, n = a1.shape if len(b1.shape) == 2: nrhs = b1.shape[1] else: nrhs = 1 # Request of sizes work, iwork, info = gelsd_lwork(m, n, nrhs, -1) lwork = int(np.real(work)) iwork_size = iwork x, s, rank, info = gelsd(a1, b1, lwork, iwork_size, -1, False, False) assert_allclose(x[:-1], np.array([-14.333333333333323, 14.999999999999991], dtype=dtype), rtol=25*np.finfo(dtype).eps) assert_allclose(s, np.array([12.596017180511966, 0.583396253199685], dtype=dtype), rtol=25*np.finfo(dtype).eps) for dtype in COMPLEX_DTYPES: a1 = np.array([[1.0+4.0j, 2.0], [4.0+0.5j, 5.0-3.0j], [7.0-2.0j, 8.0+0.7j]], dtype=dtype) b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype) gelsd, gelsd_lwork = get_lapack_funcs(('gelsd', 'gelsd_lwork'), (a1, b1)) m, n = a1.shape if len(b1.shape) == 2: nrhs = b1.shape[1] else: nrhs = 1 # Request of sizes work, rwork, iwork, info = gelsd_lwork(m, n, nrhs, -1) lwork = int(np.real(work)) rwork_size = int(rwork) iwork_size = iwork x, s, rank, info = gelsd(a1, b1, lwork, rwork_size, iwork_size, -1, False, False) assert_allclose(x[:-1], np.array([1.161753632288328-1.901075709391912j, 1.735882340522193+1.521240901196909j], dtype=dtype), rtol=25*np.finfo(dtype).eps) assert_allclose(s, np.array([13.035514762572043, 4.337666985231382], dtype=dtype), rtol=25*np.finfo(dtype).eps) def test_gelss(self): for dtype in REAL_DTYPES: a1 = np.array([[1.0, 2.0], [4.0, 5.0], [7.0, 8.0]], dtype=dtype) b1 = np.array([16.0, 17.0, 20.0], dtype=dtype) gelss, gelss_lwork = get_lapack_funcs(('gelss', 'gelss_lwork'), (a1, b1)) m, n = a1.shape if len(b1.shape) == 2: nrhs = b1.shape[1] else: nrhs = 1 # Request of sizes work, info = gelss_lwork(m, n, nrhs, -1) lwork = int(np.real(work)) v, x, s, rank, work, info = gelss(a1, b1, -1, lwork, False, False) assert_allclose(x[:-1], np.array([-14.333333333333323, 14.999999999999991], dtype=dtype), rtol=25*np.finfo(dtype).eps) assert_allclose(s, np.array([12.596017180511966, 0.583396253199685], dtype=dtype), rtol=25*np.finfo(dtype).eps) for dtype in COMPLEX_DTYPES: a1 = np.array([[1.0+4.0j, 2.0], [4.0+0.5j, 5.0-3.0j], [7.0-2.0j, 8.0+0.7j]], dtype=dtype) b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype) gelss, gelss_lwork = get_lapack_funcs(('gelss', 'gelss_lwork'), (a1, b1)) m, n = a1.shape if len(b1.shape) == 2: nrhs = b1.shape[1] else: nrhs = 1 # Request of sizes work, info = gelss_lwork(m, n, nrhs, -1) lwork = int(np.real(work)) v, x, s, rank, work, info = gelss(a1, b1, -1, lwork, False, False) assert_allclose(x[:-1], np.array([1.161753632288328-1.901075709391912j, 1.735882340522193+1.521240901196909j], dtype=dtype), rtol=25*np.finfo(dtype).eps) assert_allclose(s, np.array([13.035514762572043, 4.337666985231382], dtype=dtype), rtol=25*np.finfo(dtype).eps) def test_gelsy(self): for dtype in REAL_DTYPES: a1 = np.array([[1.0, 2.0], [4.0, 5.0], [7.0, 8.0]], dtype=dtype) b1 = np.array([16.0, 17.0, 20.0], dtype=dtype) gelsy, gelsy_lwork = get_lapack_funcs(('gelsy', 'gelss_lwork'), (a1, b1)) m, n = a1.shape if len(b1.shape) == 2: nrhs = b1.shape[1] else: nrhs = 1 # Request of sizes work, info = gelsy_lwork(m, n, nrhs, 10*np.finfo(dtype).eps) lwork = int(np.real(work)) jptv = np.zeros((a1.shape[1], 1), dtype=np.int32) v, x, j, rank, info = gelsy(a1, b1, jptv, np.finfo(dtype).eps, lwork, False, False) assert_allclose(x[:-1], np.array([-14.333333333333323, 14.999999999999991], dtype=dtype), rtol=25*np.finfo(dtype).eps) for dtype in COMPLEX_DTYPES: a1 = np.array([[1.0+4.0j, 2.0], [4.0+0.5j, 5.0-3.0j], [7.0-2.0j, 8.0+0.7j]], dtype=dtype) b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype) gelsy, gelsy_lwork = get_lapack_funcs(('gelsy', 'gelss_lwork'), (a1, b1)) m, n = a1.shape if len(b1.shape) == 2: nrhs = b1.shape[1] else: nrhs = 1 # Request of sizes work, info = gelsy_lwork(m, n, nrhs, 10*np.finfo(dtype).eps) lwork = int(np.real(work)) jptv = np.zeros((a1.shape[1], 1), dtype=np.int32) v, x, j, rank, info = gelsy(a1, b1, jptv, np.finfo(dtype).eps, lwork, False, False) assert_allclose(x[:-1], np.array([1.161753632288328-1.901075709391912j, 1.735882340522193+1.521240901196909j], dtype=dtype), rtol=25*np.finfo(dtype).eps) class TestRegression(object): def test_ticket_1645(self): # Check that RQ routines have correct lwork for dtype in DTYPES: a = np.zeros((300, 2), dtype=dtype) gerqf, = get_lapack_funcs(['gerqf'], [a]) assert_raises(Exception, gerqf, a, lwork=2) rq, tau, work, info = gerqf(a) if dtype in REAL_DTYPES: orgrq, = get_lapack_funcs(['orgrq'], [a]) assert_raises(Exception, orgrq, rq[-2:], tau, lwork=1) orgrq(rq[-2:], tau, lwork=2) elif dtype in COMPLEX_DTYPES: ungrq, = get_lapack_funcs(['ungrq'], [a]) assert_raises(Exception, ungrq, rq[-2:], tau, lwork=1) ungrq(rq[-2:], tau, lwork=2) class TestDpotr(object): def test_gh_2691(self): # 'lower' argument of dportf/dpotri for lower in [True, False]: for clean in [True, False]: np.random.seed(42) x = np.random.normal(size=(3, 3)) a = x.dot(x.T) dpotrf, dpotri = get_lapack_funcs(("potrf", "potri"), (a, )) c, info = dpotrf(a, lower, clean=clean) dpt = dpotri(c, lower)[0] if lower: assert_allclose(np.tril(dpt), np.tril(inv(a))) else: assert_allclose(np.triu(dpt), np.triu(inv(a))) class TestDlasd4(object): def test_sing_val_update(self): sigmas = np.array([4., 3., 2., 0]) m_vec = np.array([3.12, 5.7, -4.8, -2.2]) M = np.hstack((np.vstack((np.diag(sigmas[0:-1]), np.zeros((1, len(m_vec) - 1)))), m_vec[:, np.newaxis])) SM = svd(M, full_matrices=False, compute_uv=False, overwrite_a=False, check_finite=False) it_len = len(sigmas) sgm = np.concatenate((sigmas[::-1], (sigmas[0] + it_len*np.sqrt(np.sum(np.power(m_vec, 2))),))) mvc = np.concatenate((m_vec[::-1], (0,))) lasd4 = get_lapack_funcs('lasd4', (sigmas,)) roots = [] for i in range(0, it_len): res = lasd4(i, sgm, mvc) roots.append(res[1]) assert_((res[3] <= 0), "LAPACK root finding dlasd4 failed to find \ the singular value %i" % i) roots = np.array(roots)[::-1] assert_((not np.any(np.isnan(roots)), "There are NaN roots")) assert_allclose(SM, roots, atol=100*np.finfo(np.float64).eps, rtol=100*np.finfo(np.float64).eps) def test_lartg(): for dtype in 'fdFD': lartg = get_lapack_funcs('lartg', dtype=dtype) f = np.array(3, dtype) g = np.array(4, dtype) if np.iscomplexobj(g): g *= 1j cs, sn, r = lartg(f, g) assert_allclose(cs, 3.0/5.0) assert_allclose(r, 5.0) if np.iscomplexobj(g): assert_allclose(sn, -4.0j/5.0) assert_(type(r) == complex) assert_(type(cs) == float) else: assert_allclose(sn, 4.0/5.0) def test_rot(): # srot, drot from blas and crot and zrot from lapack. for dtype in 'fdFD': c = 0.6 s = 0.8 u = np.ones(4, dtype) * 3 v = np.ones(4, dtype) * 4 atol = 10**-(np.finfo(dtype).precision-1) if dtype in 'fd': rot = get_blas_funcs('rot', dtype=dtype) f = 4 else: rot = get_lapack_funcs('rot', dtype=dtype) s *= -1j v *= 1j f = 4j assert_allclose(rot(u, v, c, s), [[5, 5, 5, 5], [0, 0, 0, 0]], atol=atol) assert_allclose(rot(u, v, c, s, n=2), [[5, 5, 3, 3], [0, 0, f, f]], atol=atol) assert_allclose(rot(u, v, c, s, offx=2, offy=2), [[3, 3, 5, 5], [f, f, 0, 0]], atol=atol) assert_allclose(rot(u, v, c, s, incx=2, offy=2, n=2), [[5, 3, 5, 3], [f, f, 0, 0]], atol=atol) assert_allclose(rot(u, v, c, s, offx=2, incy=2, n=2), [[3, 3, 5, 5], [0, f, 0, f]], atol=atol) assert_allclose(rot(u, v, c, s, offx=2, incx=2, offy=2, incy=2, n=1), [[3, 3, 5, 3], [f, f, 0, f]], atol=atol) assert_allclose(rot(u, v, c, s, incx=-2, incy=-2, n=2), [[5, 3, 5, 3], [0, f, 0, f]], atol=atol) a, b = rot(u, v, c, s, overwrite_x=1, overwrite_y=1) assert_(a is u) assert_(b is v) assert_allclose(a, [5, 5, 5, 5], atol=atol) assert_allclose(b, [0, 0, 0, 0], atol=atol) def test_larfg_larf(): np.random.seed(1234) a0 = np.random.random((4, 4)) a0 = a0.T.dot(a0) a0j = np.random.random((4, 4)) + 1j*np.random.random((4, 4)) a0j = a0j.T.conj().dot(a0j) # our test here will be to do one step of reducing a hermetian matrix to # tridiagonal form using householder transforms. for dtype in 'fdFD': larfg, larf = get_lapack_funcs(['larfg', 'larf'], dtype=dtype) if dtype in 'FD': a = a0j.copy() else: a = a0.copy() # generate a householder transform to clear a[2:,0] alpha, x, tau = larfg(a.shape[0]-1, a[1, 0], a[2:, 0]) # create expected output expected = np.zeros_like(a[:, 0]) expected[0] = a[0, 0] expected[1] = alpha # assemble householder vector v = np.zeros_like(a[1:, 0]) v[0] = 1.0 v[1:] = x # apply transform from the left a[1:, :] = larf(v, tau.conjugate(), a[1:, :], np.zeros(a.shape[1])) # apply transform from the right a[:, 1:] = larf(v, tau, a[:, 1:], np.zeros(a.shape[0]), side='R') assert_allclose(a[:, 0], expected, atol=1e-5) assert_allclose(a[0, :], expected, atol=1e-5) @pytest.mark.xslow def test_sgesdd_lwork_bug_workaround(): # Test that SGESDD lwork is sufficiently large for LAPACK. # # This checks that workaround around an apparent LAPACK bug # actually works. cf. gh-5401 # # xslow: requires 1GB+ of memory p = subprocess.Popen([sys.executable, '-c', 'import numpy as np; ' 'from scipy.linalg import svd; ' 'a = np.zeros([9537, 9537], dtype=np.float32); ' 'svd(a)'], stdout=subprocess.PIPE, stderr=subprocess.STDOUT) # Check if it an error occurred within 5 sec; the computation can # take substantially longer, and we will not wait for it to finish for j in range(50): time.sleep(0.1) if p.poll() is not None: returncode = p.returncode break else: # Didn't exit in time -- probably entered computation. The # error is raised before entering computation, so things are # probably OK. returncode = 0 p.terminate() assert_equal(returncode, 0, "Code apparently failed: " + p.stdout.read()) class TestSytrd(object): def test_sytrd(self): for dtype in REAL_DTYPES: # Assert that a 0x0 matrix raises an error A = np.zeros((0, 0), dtype=dtype) sytrd, sytrd_lwork = \ get_lapack_funcs(('sytrd', 'sytrd_lwork'), (A,)) assert_raises(ValueError, sytrd, A) # Tests for n = 1 currently fail with # ``` # ValueError: failed to create intent(cache|hide)|optional array-- # must have defined dimensions but got (0,) # ``` # This is a NumPy issue # . # TODO once the issue has been resolved, test for n=1 # some upper triangular array n = 3 A = np.zeros((n, n), dtype=dtype) A[np.triu_indices_from(A)] = \ np.arange(1, n*(n+1)//2+1, dtype=dtype) # query lwork lwork, info = sytrd_lwork(n) assert_equal(info, 0) # check lower=1 behavior (shouldn't do much since the matrix is # upper triangular) data, d, e, tau, info = sytrd(A, lower=1, lwork=lwork) assert_equal(info, 0) assert_allclose(data, A, atol=5*np.finfo(dtype).eps, rtol=1.0) assert_allclose(d, np.diag(A)) assert_allclose(e, 0.0) assert_allclose(tau, 0.0) # and now for the proper test (lower=0 is the default) data, d, e, tau, info = sytrd(A, lwork=lwork) assert_equal(info, 0) # assert Q^T*A*Q = tridiag(e, d, e) # build tridiagonal matrix T = np.zeros_like(A, dtype=dtype) k = np.arange(A.shape[0]) T[k, k] = d k2 = np.arange(A.shape[0]-1) T[k2+1, k2] = e T[k2, k2+1] = e # build Q Q = np.eye(n, n, dtype=dtype) for i in range(n-1): v = np.zeros(n, dtype=dtype) v[:i] = data[:i, i+1] v[i] = 1.0 H = np.eye(n, n, dtype=dtype) - tau[i] * np.outer(v, v) Q = np.dot(H, Q) # Make matrix fully symmetric i_lower = np.tril_indices(n, -1) A[i_lower] = A.T[i_lower] QTAQ = np.dot(Q.T, np.dot(A, Q)) # disable rtol here since some values in QTAQ and T are very close # to 0. assert_allclose(QTAQ, T, atol=5*np.finfo(dtype).eps, rtol=1.0) class TestHetrd(object): def test_hetrd(self): for real_dtype, complex_dtype in zip(REAL_DTYPES, COMPLEX_DTYPES): # Assert that a 0x0 matrix raises an error A = np.zeros((0, 0), dtype=complex_dtype) hetrd, hetrd_lwork = \ get_lapack_funcs(('hetrd', 'hetrd_lwork'), (A,)) assert_raises(ValueError, hetrd, A) # Tests for n = 1 currently fail with # ``` # ValueError: failed to create intent(cache|hide)|optional array-- # must have defined dimensions but got (0,) # ``` # This is a NumPy issue # . # TODO once the issue has been resolved, test for n=1 # some upper triangular array n = 3 A = np.zeros((n, n), dtype=complex_dtype) A[np.triu_indices_from(A)] = ( np.arange(1, n*(n+1)//2+1, dtype=real_dtype) + 1j * np.arange(1, n*(n+1)//2+1, dtype=real_dtype) ) np.fill_diagonal(A, np.real(np.diag(A))) # query lwork lwork, info = hetrd_lwork(n) assert_equal(info, 0) # check lower=1 behavior (shouldn't do much since the matrix is # upper triangular) data, d, e, tau, info = hetrd(A, lower=1, lwork=lwork) assert_equal(info, 0) assert_allclose(data, A, atol=5*np.finfo(real_dtype).eps, rtol=1.0) assert_allclose(d, np.real(np.diag(A))) assert_allclose(e, 0.0) assert_allclose(tau, 0.0) # and now for the proper test (lower=0 is the default) data, d, e, tau, info = hetrd(A, lwork=lwork) assert_equal(info, 0) # assert Q^T*A*Q = tridiag(e, d, e) # build tridiagonal matrix T = np.zeros_like(A, dtype=real_dtype) k = np.arange(A.shape[0], dtype=int) T[k, k] = d k2 = np.arange(A.shape[0]-1, dtype=int) T[k2+1, k2] = e T[k2, k2+1] = e # build Q Q = np.eye(n, n, dtype=complex_dtype) for i in range(n-1): v = np.zeros(n, dtype=complex_dtype) v[:i] = data[:i, i+1] v[i] = 1.0 H = np.eye(n, n, dtype=complex_dtype) \ - tau[i] * np.outer(v, np.conj(v)) Q = np.dot(H, Q) # Make matrix fully Hermetian i_lower = np.tril_indices(n, -1) A[i_lower] = np.conj(A.T[i_lower]) QHAQ = np.dot(np.conj(Q.T), np.dot(A, Q)) # disable rtol here since some values in QTAQ and T are very close # to 0. assert_allclose( QHAQ, T, atol=10*np.finfo(real_dtype).eps, rtol=1.0 ) def test_gglse(): # Example data taken from NAG manual for ind, dtype in enumerate(DTYPES): # DTYPES = gglse func, func_lwork = get_lapack_funcs(('gglse', 'gglse_lwork'), dtype=dtype) lwork = _compute_lwork(func_lwork, m=6, n=4, p=2) # For gglse if ind < 2: a = np.array([[-0.57, -1.28, -0.39, 0.25], [-1.93, 1.08, -0.31, -2.14], [2.30, 0.24, 0.40, -0.35], [-1.93, 0.64, -0.66, 0.08], [0.15, 0.30, 0.15, -2.13], [-0.02, 1.03, -1.43, 0.50]], dtype=dtype) c = np.array([-1.50, -2.14, 1.23, -0.54, -1.68, 0.82], dtype=dtype) d = np.array([0., 0.], dtype=dtype) # For gglse else: a = np.array([[0.96-0.81j, -0.03+0.96j, -0.91+2.06j, -0.05+0.41j], [-0.98+1.98j, -1.20+0.19j, -0.66+0.42j, -0.81+0.56j], [0.62-0.46j, 1.01+0.02j, 0.63-0.17j, -1.11+0.60j], [0.37+0.38j, 0.19-0.54j, -0.98-0.36j, 0.22-0.20j], [0.83+0.51j, 0.20+0.01j, -0.17-0.46j, 1.47+1.59j], [1.08-0.28j, 0.20-0.12j, -0.07+1.23j, 0.26+0.26j]]) c = np.array([[-2.54+0.09j], [1.65-2.26j], [-2.11-3.96j], [1.82+3.30j], [-6.41+3.77j], [2.07+0.66j]]) d = np.zeros(2, dtype=dtype) b = np.array([[1., 0., -1., 0.], [0., 1., 0., -1.]], dtype=dtype) _, _, _, result, _ = func(a, b, c, d, lwork=lwork) if ind < 2: expected = np.array([0.48904455, 0.99754786, 0.48904455, 0.99754786]) else: expected = np.array([1.08742917-1.96205783j, -0.74093902+3.72973919j, 1.08742917-1.96205759j, -0.74093896+3.72973895j]) assert_array_almost_equal(result, expected, decimal=4) def test_sycon_hecon(): seed(1234) for ind, dtype in enumerate(DTYPES+COMPLEX_DTYPES): # DTYPES + COMPLEX DTYPES = sycon + hecon n = 10 # For sycon if ind < 4: func_lwork = get_lapack_funcs('sytrf_lwork', dtype=dtype) funcon, functrf = get_lapack_funcs(('sycon', 'sytrf'), dtype=dtype) A = (rand(n, n)).astype(dtype) # For hecon else: func_lwork = get_lapack_funcs('hetrf_lwork', dtype=dtype) funcon, functrf = get_lapack_funcs(('hecon', 'hetrf'), dtype=dtype) A = (rand(n, n) + rand(n, n)*1j).astype(dtype) # Since sycon only refers to upper/lower part, conj() is safe here. A = (A + A.conj().T)/2 + 2*np.eye(n, dtype=dtype) anorm = np.linalg.norm(A, 1) lwork = _compute_lwork(func_lwork, n) ldu, ipiv, _ = functrf(A, lwork=lwork, lower=1) rcond, _ = funcon(a=ldu, ipiv=ipiv, anorm=anorm, lower=1) # The error is at most 1-fold assert_(abs(1/rcond - np.linalg.cond(A, p=1))*rcond < 1) def test_sygst(): seed(1234) for ind, dtype in enumerate(REAL_DTYPES): # DTYPES = sygst n = 10 potrf, sygst, syevd, sygvd = get_lapack_funcs(('potrf', 'sygst', 'syevd', 'sygvd'), dtype=dtype) A = rand(n, n).astype(dtype) A = (A + A.T)/2 # B must be positive definite B = rand(n, n).astype(dtype) B = (B + B.T)/2 + 2 * np.eye(n, dtype=dtype) # Perform eig (sygvd) _, eig_gvd, info = sygvd(A, B) assert_(info == 0) # Convert to std problem potrf b, info = potrf(B) assert_(info == 0) a, info = sygst(A, b) assert_(info == 0) eig, _, info = syevd(a) assert_(info == 0) assert_allclose(eig, eig_gvd, rtol=1e-4) def test_hegst(): seed(1234) for ind, dtype in enumerate(COMPLEX_DTYPES): # DTYPES = hegst n = 10 potrf, hegst, heevd, hegvd = get_lapack_funcs(('potrf', 'hegst', 'heevd', 'hegvd'), dtype=dtype) A = rand(n, n).astype(dtype) + 1j * rand(n, n).astype(dtype) A = (A + A.conj().T)/2 # B must be positive definite B = rand(n, n).astype(dtype) + 1j * rand(n, n).astype(dtype) B = (B + B.conj().T)/2 + 2 * np.eye(n, dtype=dtype) # Perform eig (hegvd) _, eig_gvd, info = hegvd(A, B) assert_(info == 0) # Convert to std problem potrf b, info = potrf(B) assert_(info == 0) a, info = hegst(A, b) assert_(info == 0) eig, _, info = heevd(a) assert_(info == 0) assert_allclose(eig, eig_gvd, rtol=1e-4) def test_tzrzf(): """ This test performs an RZ decomposition in which an m x n upper trapezoidal array M (m <= n) is factorized as M = [R 0] * Z where R is upper triangular and Z is unitary. """ seed(1234) m, n = 10, 15 for ind, dtype in enumerate(DTYPES): tzrzf, tzrzf_lw = get_lapack_funcs(('tzrzf', 'tzrzf_lwork'), dtype=dtype) lwork = _compute_lwork(tzrzf_lw, m, n) if ind < 2: A = triu(rand(m, n).astype(dtype)) else: A = triu((rand(m, n) + rand(m, n)*1j).astype(dtype)) # assert wrong shape arg, f2py returns generic error assert_raises(Exception, tzrzf, A.T) rz, tau, info = tzrzf(A, lwork=lwork) # Check success assert_(info == 0) # Get Z manually for comparison R = np.hstack((rz[:, :m], np.zeros((m, n-m), dtype=dtype))) V = np.hstack((np.eye(m, dtype=dtype), rz[:, m:])) Id = np.eye(n, dtype=dtype) ref = [Id-tau[x]*V[[x], :].T.dot(V[[x], :].conj()) for x in range(m)] Z = reduce(np.dot, ref) assert_allclose(R.dot(Z) - A, zeros_like(A, dtype=dtype), atol=10*np.spacing(dtype(1.0).real), rtol=0.) def test_tfsm(): """ Test for solving a linear system with the coefficient matrix is a triangular array stored in Full Packed (RFP) format. """ seed(1234) for ind, dtype in enumerate(DTYPES): n = 20 if ind > 1: A = triu(rand(n, n) + rand(n, n)*1j + eye(n)).astype(dtype) trans = 'C' else: A = triu(rand(n, n) + eye(n)).astype(dtype) trans = 'T' trttf, tfttr, tfsm = get_lapack_funcs(('trttf', 'tfttr', 'tfsm'), dtype=dtype) Afp, _ = trttf(A) B = rand(n, 2).astype(dtype) soln = tfsm(-1, Afp, B) assert_array_almost_equal(soln, solve(-A, B), decimal=4 if ind % 2 == 0 else 6) soln = tfsm(-1, Afp, B, trans=trans) assert_array_almost_equal(soln, solve(-A.conj().T, B), decimal=4 if ind % 2 == 0 else 6) # Make A, unit diagonal A[np.arange(n), np.arange(n)] = dtype(1.) soln = tfsm(-1, Afp, B, trans=trans, diag='U') assert_array_almost_equal(soln, solve(-A.conj().T, B), decimal=4 if ind % 2 == 0 else 6) # Change side B2 = rand(3, n).astype(dtype) soln = tfsm(-1, Afp, B2, trans=trans, diag='U', side='R') assert_array_almost_equal(soln, solve(-A, B2.T).conj().T, decimal=4 if ind % 2 == 0 else 6) def test_ormrz_unmrz(): """ This test performs a matrix multiplication with an arbitrary m x n matric C and a unitary matrix Q without explicitly forming the array. The array data is encoded in the rectangular part of A which is obtained from ?TZRZF. Q size is inferred by m, n, side keywords. """ seed(1234) qm, qn, cn = 10, 15, 15 for ind, dtype in enumerate(DTYPES): tzrzf, tzrzf_lw = get_lapack_funcs(('tzrzf', 'tzrzf_lwork'), dtype=dtype) lwork_rz = _compute_lwork(tzrzf_lw, qm, qn) if ind < 2: A = triu(rand(qm, qn).astype(dtype)) C = rand(cn, cn).astype(dtype) orun_mrz, orun_mrz_lw = get_lapack_funcs(('ormrz', 'ormrz_lwork'), dtype=dtype) else: A = triu((rand(qm, qn) + rand(qm, qn)*1j).astype(dtype)) C = (rand(cn, cn) + rand(cn, cn)*1j).astype(dtype) orun_mrz, orun_mrz_lw = get_lapack_funcs(('unmrz', 'unmrz_lwork'), dtype=dtype) lwork_mrz = _compute_lwork(orun_mrz_lw, cn, cn) rz, tau, info = tzrzf(A, lwork=lwork_rz) # Get Q manually for comparison V = np.hstack((np.eye(qm, dtype=dtype), rz[:, qm:])) Id = np.eye(qn, dtype=dtype) ref = [Id-tau[x]*V[[x], :].T.dot(V[[x], :].conj()) for x in range(qm)] Q = reduce(np.dot, ref) # Now that we have Q, we can test whether lapack results agree with # each case of CQ, CQ^H, QC, and QC^H trans = 'T' if ind < 2 else 'C' tol = 10*np.spacing(dtype(1.0).real) cq, info = orun_mrz(rz, tau, C, lwork=lwork_mrz) assert_(info == 0) assert_allclose(cq - Q.dot(C), zeros_like(C), atol=tol, rtol=0.) cq, info = orun_mrz(rz, tau, C, trans=trans, lwork=lwork_mrz) assert_(info == 0) assert_allclose(cq - Q.conj().T.dot(C), zeros_like(C), atol=tol, rtol=0.) cq, info = orun_mrz(rz, tau, C, side='R', lwork=lwork_mrz) assert_(info == 0) assert_allclose(cq - C.dot(Q), zeros_like(C), atol=tol, rtol=0.) cq, info = orun_mrz(rz, tau, C, side='R', trans=trans, lwork=lwork_mrz) assert_(info == 0) assert_allclose(cq - C.dot(Q.conj().T), zeros_like(C), atol=tol, rtol=0.) def test_tfttr_trttf(): """ Test conversion routines between the Rectengular Full Packed (RFP) format and Standard Triangular Array (TR) """ seed(1234) for ind, dtype in enumerate(DTYPES): n = 20 if ind > 1: A_full = (rand(n, n) + rand(n, n)*1j).astype(dtype) transr = 'C' else: A_full = (rand(n, n)).astype(dtype) transr = 'T' trttf, tfttr = get_lapack_funcs(('trttf', 'tfttr'), dtype=dtype) A_tf_U, info = trttf(A_full) assert_(info == 0) A_tf_L, info = trttf(A_full, uplo='L') assert_(info == 0) A_tf_U_T, info = trttf(A_full, transr=transr, uplo='U') assert_(info == 0) A_tf_L_T, info = trttf(A_full, transr=transr, uplo='L') assert_(info == 0) # Create the RFP array manually (n is even!) A_tf_U_m = zeros((n+1, n//2), dtype=dtype) A_tf_U_m[:-1, :] = triu(A_full)[:, n//2:] A_tf_U_m[n//2+1:, :] += triu(A_full)[:n//2, :n//2].conj().T A_tf_L_m = zeros((n+1, n//2), dtype=dtype) A_tf_L_m[1:, :] = tril(A_full)[:, :n//2] A_tf_L_m[:n//2, :] += tril(A_full)[n//2:, n//2:].conj().T assert_array_almost_equal(A_tf_U, A_tf_U_m.reshape(-1, order='F')) assert_array_almost_equal(A_tf_U_T, A_tf_U_m.conj().T.reshape(-1, order='F')) assert_array_almost_equal(A_tf_L, A_tf_L_m.reshape(-1, order='F')) assert_array_almost_equal(A_tf_L_T, A_tf_L_m.conj().T.reshape(-1, order='F')) # Get the original array from RFP A_tr_U, info = tfttr(n, A_tf_U) assert_(info == 0) A_tr_L, info = tfttr(n, A_tf_L, uplo='L') assert_(info == 0) A_tr_U_T, info = tfttr(n, A_tf_U_T, transr=transr, uplo='U') assert_(info == 0) A_tr_L_T, info = tfttr(n, A_tf_L_T, transr=transr, uplo='L') assert_(info == 0) assert_array_almost_equal(A_tr_U, triu(A_full)) assert_array_almost_equal(A_tr_U_T, triu(A_full)) assert_array_almost_equal(A_tr_L, tril(A_full)) assert_array_almost_equal(A_tr_L_T, tril(A_full)) def test_tpttr_trttp(): """ Test conversion routines between the Rectengular Full Packed (RFP) format and Standard Triangular Array (TR) """ seed(1234) for ind, dtype in enumerate(DTYPES): n = 20 if ind > 1: A_full = (rand(n, n) + rand(n, n)*1j).astype(dtype) else: A_full = (rand(n, n)).astype(dtype) trttp, tpttr = get_lapack_funcs(('trttp', 'tpttr'), dtype=dtype) A_tp_U, info = trttp(A_full) assert_(info == 0) A_tp_L, info = trttp(A_full, uplo='L') assert_(info == 0) # Create the TP array manually inds = tril_indices(n) A_tp_U_m = zeros(n*(n+1)//2, dtype=dtype) A_tp_U_m[:] = (triu(A_full).T)[inds] inds = triu_indices(n) A_tp_L_m = zeros(n*(n+1)//2, dtype=dtype) A_tp_L_m[:] = (tril(A_full).T)[inds] assert_array_almost_equal(A_tp_U, A_tp_U_m) assert_array_almost_equal(A_tp_L, A_tp_L_m) # Get the original array from TP A_tr_U, info = tpttr(n, A_tp_U) assert_(info == 0) A_tr_L, info = tpttr(n, A_tp_L, uplo='L') assert_(info == 0) assert_array_almost_equal(A_tr_U, triu(A_full)) assert_array_almost_equal(A_tr_L, tril(A_full)) def test_pftrf(): """ Test Cholesky factorization of a positive definite Rectengular Full Packed (RFP) format array """ seed(1234) for ind, dtype in enumerate(DTYPES): n = 20 if ind > 1: A = (rand(n, n) + rand(n, n)*1j).astype(dtype) A = A + A.conj().T + n*eye(n) else: A = (rand(n, n)).astype(dtype) A = A + A.T + n*eye(n) pftrf, trttf, tfttr = get_lapack_funcs(('pftrf', 'trttf', 'tfttr'), dtype=dtype) # Get the original array from TP Afp, info = trttf(A) Achol_rfp, info = pftrf(n, Afp) assert_(info == 0) A_chol_r, _ = tfttr(n, Achol_rfp) Achol = cholesky(A) assert_array_almost_equal(A_chol_r, Achol) def test_pftri(): """ Test Cholesky factorization of a positive definite Rectengular Full Packed (RFP) format array to find its inverse """ seed(1234) for ind, dtype in enumerate(DTYPES): n = 20 if ind > 1: A = (rand(n, n) + rand(n, n)*1j).astype(dtype) A = A + A.conj().T + n*eye(n) else: A = (rand(n, n)).astype(dtype) A = A + A.T + n*eye(n) pftri, pftrf, trttf, tfttr = get_lapack_funcs(('pftri', 'pftrf', 'trttf', 'tfttr'), dtype=dtype) # Get the original array from TP Afp, info = trttf(A) A_chol_rfp, info = pftrf(n, Afp) A_inv_rfp, info = pftri(n, A_chol_rfp) assert_(info == 0) A_inv_r, _ = tfttr(n, A_inv_rfp) Ainv = inv(A) assert_array_almost_equal(A_inv_r, triu(Ainv), decimal=4 if ind % 2 == 0 else 6) def test_pftrs(): """ Test Cholesky factorization of a positive definite Rectengular Full Packed (RFP) format array and solve a linear system """ seed(1234) for ind, dtype in enumerate(DTYPES): n = 20 if ind > 1: A = (rand(n, n) + rand(n, n)*1j).astype(dtype) A = A + A.conj().T + n*eye(n) else: A = (rand(n, n)).astype(dtype) A = A + A.T + n*eye(n) B = ones((n, 3), dtype=dtype) Bf1 = ones((n+2, 3), dtype=dtype) Bf2 = ones((n-2, 3), dtype=dtype) pftrs, pftrf, trttf, tfttr = get_lapack_funcs(('pftrs', 'pftrf', 'trttf', 'tfttr'), dtype=dtype) # Get the original array from TP Afp, info = trttf(A) A_chol_rfp, info = pftrf(n, Afp) # larger B arrays shouldn't segfault soln, info = pftrs(n, A_chol_rfp, Bf1) assert_(info == 0) assert_raises(Exception, pftrs, n, A_chol_rfp, Bf2) soln, info = pftrs(n, A_chol_rfp, B) assert_(info == 0) assert_array_almost_equal(solve(A, B), soln, decimal=4 if ind % 2 == 0 else 6) def test_sfrk_hfrk(): """ Test for performing a symmetric rank-k operation for matrix in RFP format. """ seed(1234) for ind, dtype in enumerate(DTYPES): n = 20 if ind > 1: A = (rand(n, n) + rand(n, n)*1j).astype(dtype) A = A + A.conj().T + n*eye(n) else: A = (rand(n, n)).astype(dtype) A = A + A.T + n*eye(n) prefix = 's'if ind < 2 else 'h' trttf, tfttr, shfrk = get_lapack_funcs(('trttf', 'tfttr', '{}frk' ''.format(prefix)), dtype=dtype) Afp, _ = trttf(A) C = np.random.rand(n, 2).astype(dtype) Afp_out = shfrk(n, 2, -1, C, 2, Afp) A_out, _ = tfttr(n, Afp_out) assert_array_almost_equal(A_out, triu(-C.dot(C.conj().T) + 2*A), decimal=4 if ind % 2 == 0 else 6)