"""Test functions for the sparse.linalg._onenormest module """ from __future__ import division, print_function, absolute_import import numpy as np from numpy.testing import assert_allclose, assert_equal, assert_ import pytest import scipy.linalg import scipy.sparse.linalg from scipy.sparse.linalg._onenormest import _onenormest_core, _algorithm_2_2 class MatrixProductOperator(scipy.sparse.linalg.LinearOperator): """ This is purely for onenormest testing. """ def __init__(self, A, B): if A.ndim != 2 or B.ndim != 2: raise ValueError('expected ndarrays representing matrices') if A.shape[1] != B.shape[0]: raise ValueError('incompatible shapes') self.A = A self.B = B self.ndim = 2 self.shape = (A.shape[0], B.shape[1]) def _matvec(self, x): return np.dot(self.A, np.dot(self.B, x)) def _rmatvec(self, x): return np.dot(np.dot(x, self.A), self.B) def _matmat(self, X): return np.dot(self.A, np.dot(self.B, X)) @property def T(self): return MatrixProductOperator(self.B.T, self.A.T) class TestOnenormest(object): @pytest.mark.xslow def test_onenormest_table_3_t_2(self): # This will take multiple seconds if your computer is slow like mine. # It is stochastic, so the tolerance could be too strict. np.random.seed(1234) t = 2 n = 100 itmax = 5 nsamples = 5000 observed = [] expected = [] nmult_list = [] nresample_list = [] for i in range(nsamples): A = scipy.linalg.inv(np.random.randn(n, n)) est, v, w, nmults, nresamples = _onenormest_core(A, A.T, t, itmax) observed.append(est) expected.append(scipy.linalg.norm(A, 1)) nmult_list.append(nmults) nresample_list.append(nresamples) observed = np.array(observed, dtype=float) expected = np.array(expected, dtype=float) relative_errors = np.abs(observed - expected) / expected # check the mean underestimation ratio underestimation_ratio = observed / expected assert_(0.99 < np.mean(underestimation_ratio) < 1.0) # check the max and mean required column resamples assert_equal(np.max(nresample_list), 2) assert_(0.05 < np.mean(nresample_list) < 0.2) # check the proportion of norms computed exactly correctly nexact = np.count_nonzero(relative_errors < 1e-14) proportion_exact = nexact / float(nsamples) assert_(0.9 < proportion_exact < 0.95) # check the average number of matrix*vector multiplications assert_(3.5 < np.mean(nmult_list) < 4.5) @pytest.mark.xslow def test_onenormest_table_4_t_7(self): # This will take multiple seconds if your computer is slow like mine. # It is stochastic, so the tolerance could be too strict. np.random.seed(1234) t = 7 n = 100 itmax = 5 nsamples = 5000 observed = [] expected = [] nmult_list = [] nresample_list = [] for i in range(nsamples): A = np.random.randint(-1, 2, size=(n, n)) est, v, w, nmults, nresamples = _onenormest_core(A, A.T, t, itmax) observed.append(est) expected.append(scipy.linalg.norm(A, 1)) nmult_list.append(nmults) nresample_list.append(nresamples) observed = np.array(observed, dtype=float) expected = np.array(expected, dtype=float) relative_errors = np.abs(observed - expected) / expected # check the mean underestimation ratio underestimation_ratio = observed / expected assert_(0.90 < np.mean(underestimation_ratio) < 0.99) # check the required column resamples assert_equal(np.max(nresample_list), 0) # check the proportion of norms computed exactly correctly nexact = np.count_nonzero(relative_errors < 1e-14) proportion_exact = nexact / float(nsamples) assert_(0.15 < proportion_exact < 0.25) # check the average number of matrix*vector multiplications assert_(3.5 < np.mean(nmult_list) < 4.5) def test_onenormest_table_5_t_1(self): # "note that there is no randomness and hence only one estimate for t=1" t = 1 n = 100 itmax = 5 alpha = 1 - 1e-6 A = -scipy.linalg.inv(np.identity(n) + alpha*np.eye(n, k=1)) first_col = np.array([1] + [0]*(n-1)) first_row = np.array([(-alpha)**i for i in range(n)]) B = -scipy.linalg.toeplitz(first_col, first_row) assert_allclose(A, B) est, v, w, nmults, nresamples = _onenormest_core(B, B.T, t, itmax) exact_value = scipy.linalg.norm(B, 1) underest_ratio = est / exact_value assert_allclose(underest_ratio, 0.05, rtol=1e-4) assert_equal(nmults, 11) assert_equal(nresamples, 0) # check the non-underscored version of onenormest est_plain = scipy.sparse.linalg.onenormest(B, t=t, itmax=itmax) assert_allclose(est, est_plain) @pytest.mark.xslow def test_onenormest_table_6_t_1(self): #TODO this test seems to give estimates that match the table, #TODO even though no attempt has been made to deal with #TODO complex numbers in the one-norm estimation. # This will take multiple seconds if your computer is slow like mine. # It is stochastic, so the tolerance could be too strict. np.random.seed(1234) t = 1 n = 100 itmax = 5 nsamples = 5000 observed = [] expected = [] nmult_list = [] nresample_list = [] for i in range(nsamples): A_inv = np.random.rand(n, n) + 1j * np.random.rand(n, n) A = scipy.linalg.inv(A_inv) est, v, w, nmults, nresamples = _onenormest_core(A, A.T, t, itmax) observed.append(est) expected.append(scipy.linalg.norm(A, 1)) nmult_list.append(nmults) nresample_list.append(nresamples) observed = np.array(observed, dtype=float) expected = np.array(expected, dtype=float) relative_errors = np.abs(observed - expected) / expected # check the mean underestimation ratio underestimation_ratio = observed / expected underestimation_ratio_mean = np.mean(underestimation_ratio) assert_(0.90 < underestimation_ratio_mean < 0.99) # check the required column resamples max_nresamples = np.max(nresample_list) assert_equal(max_nresamples, 0) # check the proportion of norms computed exactly correctly nexact = np.count_nonzero(relative_errors < 1e-14) proportion_exact = nexact / float(nsamples) assert_(0.7 < proportion_exact < 0.8) # check the average number of matrix*vector multiplications mean_nmult = np.mean(nmult_list) assert_(4 < mean_nmult < 5) def _help_product_norm_slow(self, A, B): # for profiling C = np.dot(A, B) return scipy.linalg.norm(C, 1) def _help_product_norm_fast(self, A, B): # for profiling t = 2 itmax = 5 D = MatrixProductOperator(A, B) est, v, w, nmults, nresamples = _onenormest_core(D, D.T, t, itmax) return est @pytest.mark.slow def test_onenormest_linear_operator(self): # Define a matrix through its product A B. # Depending on the shapes of A and B, # it could be easy to multiply this product by a small matrix, # but it could be annoying to look at all of # the entries of the product explicitly. np.random.seed(1234) n = 6000 k = 3 A = np.random.randn(n, k) B = np.random.randn(k, n) fast_estimate = self._help_product_norm_fast(A, B) exact_value = self._help_product_norm_slow(A, B) assert_(fast_estimate <= exact_value <= 3*fast_estimate, 'fast: %g\nexact:%g' % (fast_estimate, exact_value)) def test_returns(self): np.random.seed(1234) A = scipy.sparse.rand(50, 50, 0.1) s0 = scipy.linalg.norm(A.todense(), 1) s1, v = scipy.sparse.linalg.onenormest(A, compute_v=True) s2, w = scipy.sparse.linalg.onenormest(A, compute_w=True) s3, v2, w2 = scipy.sparse.linalg.onenormest(A, compute_w=True, compute_v=True) assert_allclose(s1, s0, rtol=1e-9) assert_allclose(np.linalg.norm(A.dot(v), 1), s0*np.linalg.norm(v, 1), rtol=1e-9) assert_allclose(A.dot(v), w, rtol=1e-9) class TestAlgorithm_2_2(object): def test_randn_inv(self): np.random.seed(1234) n = 20 nsamples = 100 for i in range(nsamples): # Choose integer t uniformly between 1 and 3 inclusive. t = np.random.randint(1, 4) # Choose n uniformly between 10 and 40 inclusive. n = np.random.randint(10, 41) # Sample the inverse of a matrix with random normal entries. A = scipy.linalg.inv(np.random.randn(n, n)) # Compute the 1-norm bounds. g, ind = _algorithm_2_2(A, A.T, t)