#****************************************************************************** # Copyright (C) 2013 Kenneth L. Ho # Redistribution and use in source and binary forms, with or without # modification, are permitted provided that the following conditions are met: # # Redistributions of source code must retain the above copyright notice, this # list of conditions and the following disclaimer. Redistributions in binary # form must reproduce the above copyright notice, this list of conditions and # the following disclaimer in the documentation and/or other materials # provided with the distribution. # # None of the names of the copyright holders may be used to endorse or # promote products derived from this software without specific prior written # permission. # # THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" # AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE # IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE # ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE # LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR # CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF # SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS # INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN # CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) # ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE # POSSIBILITY OF SUCH DAMAGE. #****************************************************************************** import scipy.linalg.interpolative as pymatrixid import numpy as np from scipy.linalg import hilbert, svdvals, norm from scipy.sparse.linalg import aslinearoperator from scipy.linalg.interpolative import interp_decomp import time import itertools from numpy.testing import assert_, assert_allclose from pytest import raises as assert_raises def _debug_print(s): if 0: print(s) class TestInterpolativeDecomposition(object): def test_id(self): for dtype in [np.float64, np.complex128]: self.check_id(dtype) def check_id(self, dtype): # Test ID routines on a Hilbert matrix. # set parameters n = 300 eps = 1e-12 # construct Hilbert matrix A = hilbert(n).astype(dtype) if np.issubdtype(dtype, np.complexfloating): A = A * (1 + 1j) L = aslinearoperator(A) # find rank S = np.linalg.svd(A, compute_uv=False) try: rank = np.nonzero(S < eps)[0][0] except IndexError: rank = n # print input summary _debug_print("Hilbert matrix dimension: %8i" % n) _debug_print("Working precision: %8.2e" % eps) _debug_print("Rank to working precision: %8i" % rank) # set print format fmt = "%8.2e (s) / %5s" # test real ID routines _debug_print("-----------------------------------------") _debug_print("Real ID routines") _debug_print("-----------------------------------------") # fixed precision _debug_print("Calling iddp_id / idzp_id ...",) t0 = time.time() k, idx, proj = pymatrixid.interp_decomp(A, eps, rand=False) t = time.time() - t0 B = pymatrixid.reconstruct_matrix_from_id(A[:, idx[:k]], idx, proj) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) _debug_print("Calling iddp_aid / idzp_aid ...",) t0 = time.time() k, idx, proj = pymatrixid.interp_decomp(A, eps) t = time.time() - t0 B = pymatrixid.reconstruct_matrix_from_id(A[:, idx[:k]], idx, proj) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) _debug_print("Calling iddp_rid / idzp_rid ...",) t0 = time.time() k, idx, proj = pymatrixid.interp_decomp(L, eps) t = time.time() - t0 B = pymatrixid.reconstruct_matrix_from_id(A[:, idx[:k]], idx, proj) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) # fixed rank k = rank _debug_print("Calling iddr_id / idzr_id ...",) t0 = time.time() idx, proj = pymatrixid.interp_decomp(A, k, rand=False) t = time.time() - t0 B = pymatrixid.reconstruct_matrix_from_id(A[:, idx[:k]], idx, proj) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) _debug_print("Calling iddr_aid / idzr_aid ...",) t0 = time.time() idx, proj = pymatrixid.interp_decomp(A, k) t = time.time() - t0 B = pymatrixid.reconstruct_matrix_from_id(A[:, idx[:k]], idx, proj) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) _debug_print("Calling iddr_rid / idzr_rid ...",) t0 = time.time() idx, proj = pymatrixid.interp_decomp(L, k) t = time.time() - t0 B = pymatrixid.reconstruct_matrix_from_id(A[:, idx[:k]], idx, proj) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) # check skeleton and interpolation matrices idx, proj = pymatrixid.interp_decomp(A, k, rand=False) P = pymatrixid.reconstruct_interp_matrix(idx, proj) B = pymatrixid.reconstruct_skel_matrix(A, k, idx) assert_(np.allclose(B, A[:,idx[:k]], eps)) assert_(np.allclose(B.dot(P), A, eps)) # test SVD routines _debug_print("-----------------------------------------") _debug_print("SVD routines") _debug_print("-----------------------------------------") # fixed precision _debug_print("Calling iddp_svd / idzp_svd ...",) t0 = time.time() U, S, V = pymatrixid.svd(A, eps, rand=False) t = time.time() - t0 B = np.dot(U, np.dot(np.diag(S), V.T.conj())) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) _debug_print("Calling iddp_asvd / idzp_asvd...",) t0 = time.time() U, S, V = pymatrixid.svd(A, eps) t = time.time() - t0 B = np.dot(U, np.dot(np.diag(S), V.T.conj())) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) _debug_print("Calling iddp_rsvd / idzp_rsvd...",) t0 = time.time() U, S, V = pymatrixid.svd(L, eps) t = time.time() - t0 B = np.dot(U, np.dot(np.diag(S), V.T.conj())) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) # fixed rank k = rank _debug_print("Calling iddr_svd / idzr_svd ...",) t0 = time.time() U, S, V = pymatrixid.svd(A, k, rand=False) t = time.time() - t0 B = np.dot(U, np.dot(np.diag(S), V.T.conj())) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) _debug_print("Calling iddr_asvd / idzr_asvd ...",) t0 = time.time() U, S, V = pymatrixid.svd(A, k) t = time.time() - t0 B = np.dot(U, np.dot(np.diag(S), V.T.conj())) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) _debug_print("Calling iddr_rsvd / idzr_rsvd ...",) t0 = time.time() U, S, V = pymatrixid.svd(L, k) t = time.time() - t0 B = np.dot(U, np.dot(np.diag(S), V.T.conj())) _debug_print(fmt % (t, np.allclose(A, B, eps))) assert_(np.allclose(A, B, eps)) # ID to SVD idx, proj = pymatrixid.interp_decomp(A, k, rand=False) Up, Sp, Vp = pymatrixid.id_to_svd(A[:, idx[:k]], idx, proj) B = U.dot(np.diag(S).dot(V.T.conj())) assert_(np.allclose(A, B, eps)) # Norm estimates s = svdvals(A) norm_2_est = pymatrixid.estimate_spectral_norm(A) assert_(np.allclose(norm_2_est, s[0], 1e-6)) B = A.copy() B[:,0] *= 1.2 s = svdvals(A - B) norm_2_est = pymatrixid.estimate_spectral_norm_diff(A, B) assert_(np.allclose(norm_2_est, s[0], 1e-6)) # Rank estimates B = np.array([[1, 1, 0], [0, 0, 1], [0, 0, 1]], dtype=dtype) for M in [A, B]: ML = aslinearoperator(M) rank_tol = 1e-9 rank_np = np.linalg.matrix_rank(M, norm(M, 2)*rank_tol) rank_est = pymatrixid.estimate_rank(M, rank_tol) rank_est_2 = pymatrixid.estimate_rank(ML, rank_tol) assert_(rank_est >= rank_np) assert_(rank_est <= rank_np + 10) assert_(rank_est_2 >= rank_np - 4) assert_(rank_est_2 <= rank_np + 4) def test_rand(self): pymatrixid.seed('default') assert_(np.allclose(pymatrixid.rand(2), [0.8932059, 0.64500803], 1e-4)) pymatrixid.seed(1234) x1 = pymatrixid.rand(2) assert_(np.allclose(x1, [0.7513823, 0.06861718], 1e-4)) np.random.seed(1234) pymatrixid.seed() x2 = pymatrixid.rand(2) np.random.seed(1234) pymatrixid.seed(np.random.rand(55)) x3 = pymatrixid.rand(2) assert_allclose(x1, x2) assert_allclose(x1, x3) def test_badcall(self): A = hilbert(5).astype(np.float32) assert_raises(ValueError, pymatrixid.interp_decomp, A, 1e-6, rand=False) def test_rank_too_large(self): # svd(array, k) should not segfault a = np.ones((4, 3)) with assert_raises(ValueError): pymatrixid.svd(a, 4) def test_full_rank(self): eps = 1.0e-12 # fixed precision A = np.random.rand(16, 8) k, idx, proj = pymatrixid.interp_decomp(A, eps) assert_(k == A.shape[1]) P = pymatrixid.reconstruct_interp_matrix(idx, proj) B = pymatrixid.reconstruct_skel_matrix(A, k, idx) assert_allclose(A, B.dot(P)) # fixed rank idx, proj = pymatrixid.interp_decomp(A, k) P = pymatrixid.reconstruct_interp_matrix(idx, proj) B = pymatrixid.reconstruct_skel_matrix(A, k, idx) assert_allclose(A, B.dot(P)) def test_bug_9793(self): dtypes = [np.float_, np.complex_] rands = [True, False] epss = [1, 0.1] for dtype, eps, rand in itertools.product(dtypes, epss, rands): A = np.array([[-1, -1, -1, 0, 0, 0], [0, 0, 0, 1, 1, 1], [1, 0, 0, 1, 0, 0], [0, 1, 0, 0, 1, 0], [0, 0, 1, 0, 0, 1]], dtype=dtype, order="C") B = A.copy() interp_decomp(A.T, eps, rand=rand) assert_(np.array_equal(A, B))