scipy 1.16.2__cp311-cp311-win_arm64.whl

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Files changed (1530) hide show
  1. scipy/__config__.py +161 -0
  2. scipy/__init__.py +150 -0
  3. scipy/_cyutility.cp311-win_arm64.lib +0 -0
  4. scipy/_cyutility.cp311-win_arm64.pyd +0 -0
  5. scipy/_distributor_init.py +18 -0
  6. scipy/_lib/__init__.py +14 -0
  7. scipy/_lib/_array_api.py +931 -0
  8. scipy/_lib/_array_api_compat_vendor.py +9 -0
  9. scipy/_lib/_array_api_no_0d.py +103 -0
  10. scipy/_lib/_bunch.py +229 -0
  11. scipy/_lib/_ccallback.py +251 -0
  12. scipy/_lib/_ccallback_c.cp311-win_arm64.lib +0 -0
  13. scipy/_lib/_ccallback_c.cp311-win_arm64.pyd +0 -0
  14. scipy/_lib/_disjoint_set.py +254 -0
  15. scipy/_lib/_docscrape.py +761 -0
  16. scipy/_lib/_elementwise_iterative_method.py +346 -0
  17. scipy/_lib/_fpumode.cp311-win_arm64.lib +0 -0
  18. scipy/_lib/_fpumode.cp311-win_arm64.pyd +0 -0
  19. scipy/_lib/_gcutils.py +105 -0
  20. scipy/_lib/_pep440.py +487 -0
  21. scipy/_lib/_sparse.py +41 -0
  22. scipy/_lib/_test_ccallback.cp311-win_arm64.lib +0 -0
  23. scipy/_lib/_test_ccallback.cp311-win_arm64.pyd +0 -0
  24. scipy/_lib/_test_deprecation_call.cp311-win_arm64.lib +0 -0
  25. scipy/_lib/_test_deprecation_call.cp311-win_arm64.pyd +0 -0
  26. scipy/_lib/_test_deprecation_def.cp311-win_arm64.lib +0 -0
  27. scipy/_lib/_test_deprecation_def.cp311-win_arm64.pyd +0 -0
  28. scipy/_lib/_testutils.py +373 -0
  29. scipy/_lib/_threadsafety.py +58 -0
  30. scipy/_lib/_tmpdirs.py +86 -0
  31. scipy/_lib/_uarray/LICENSE +29 -0
  32. scipy/_lib/_uarray/__init__.py +116 -0
  33. scipy/_lib/_uarray/_backend.py +707 -0
  34. scipy/_lib/_uarray/_uarray.cp311-win_arm64.lib +0 -0
  35. scipy/_lib/_uarray/_uarray.cp311-win_arm64.pyd +0 -0
  36. scipy/_lib/_util.py +1283 -0
  37. scipy/_lib/array_api_compat/__init__.py +22 -0
  38. scipy/_lib/array_api_compat/_internal.py +59 -0
  39. scipy/_lib/array_api_compat/common/__init__.py +1 -0
  40. scipy/_lib/array_api_compat/common/_aliases.py +727 -0
  41. scipy/_lib/array_api_compat/common/_fft.py +213 -0
  42. scipy/_lib/array_api_compat/common/_helpers.py +1058 -0
  43. scipy/_lib/array_api_compat/common/_linalg.py +232 -0
  44. scipy/_lib/array_api_compat/common/_typing.py +192 -0
  45. scipy/_lib/array_api_compat/cupy/__init__.py +13 -0
  46. scipy/_lib/array_api_compat/cupy/_aliases.py +156 -0
  47. scipy/_lib/array_api_compat/cupy/_info.py +336 -0
  48. scipy/_lib/array_api_compat/cupy/_typing.py +31 -0
  49. scipy/_lib/array_api_compat/cupy/fft.py +36 -0
  50. scipy/_lib/array_api_compat/cupy/linalg.py +49 -0
  51. scipy/_lib/array_api_compat/dask/__init__.py +0 -0
  52. scipy/_lib/array_api_compat/dask/array/__init__.py +12 -0
  53. scipy/_lib/array_api_compat/dask/array/_aliases.py +376 -0
  54. scipy/_lib/array_api_compat/dask/array/_info.py +416 -0
  55. scipy/_lib/array_api_compat/dask/array/fft.py +21 -0
  56. scipy/_lib/array_api_compat/dask/array/linalg.py +72 -0
  57. scipy/_lib/array_api_compat/numpy/__init__.py +28 -0
  58. scipy/_lib/array_api_compat/numpy/_aliases.py +190 -0
  59. scipy/_lib/array_api_compat/numpy/_info.py +366 -0
  60. scipy/_lib/array_api_compat/numpy/_typing.py +30 -0
  61. scipy/_lib/array_api_compat/numpy/fft.py +35 -0
  62. scipy/_lib/array_api_compat/numpy/linalg.py +143 -0
  63. scipy/_lib/array_api_compat/torch/__init__.py +22 -0
  64. scipy/_lib/array_api_compat/torch/_aliases.py +855 -0
  65. scipy/_lib/array_api_compat/torch/_info.py +369 -0
  66. scipy/_lib/array_api_compat/torch/_typing.py +3 -0
  67. scipy/_lib/array_api_compat/torch/fft.py +85 -0
  68. scipy/_lib/array_api_compat/torch/linalg.py +121 -0
  69. scipy/_lib/array_api_extra/__init__.py +38 -0
  70. scipy/_lib/array_api_extra/_delegation.py +171 -0
  71. scipy/_lib/array_api_extra/_lib/__init__.py +1 -0
  72. scipy/_lib/array_api_extra/_lib/_at.py +463 -0
  73. scipy/_lib/array_api_extra/_lib/_backends.py +46 -0
  74. scipy/_lib/array_api_extra/_lib/_funcs.py +937 -0
  75. scipy/_lib/array_api_extra/_lib/_lazy.py +357 -0
  76. scipy/_lib/array_api_extra/_lib/_testing.py +278 -0
  77. scipy/_lib/array_api_extra/_lib/_utils/__init__.py +1 -0
  78. scipy/_lib/array_api_extra/_lib/_utils/_compat.py +74 -0
  79. scipy/_lib/array_api_extra/_lib/_utils/_compat.pyi +45 -0
  80. scipy/_lib/array_api_extra/_lib/_utils/_helpers.py +559 -0
  81. scipy/_lib/array_api_extra/_lib/_utils/_typing.py +10 -0
  82. scipy/_lib/array_api_extra/_lib/_utils/_typing.pyi +105 -0
  83. scipy/_lib/array_api_extra/testing.py +359 -0
  84. scipy/_lib/cobyqa/__init__.py +20 -0
  85. scipy/_lib/cobyqa/framework.py +1240 -0
  86. scipy/_lib/cobyqa/main.py +1506 -0
  87. scipy/_lib/cobyqa/models.py +1529 -0
  88. scipy/_lib/cobyqa/problem.py +1296 -0
  89. scipy/_lib/cobyqa/settings.py +132 -0
  90. scipy/_lib/cobyqa/subsolvers/__init__.py +14 -0
  91. scipy/_lib/cobyqa/subsolvers/geometry.py +387 -0
  92. scipy/_lib/cobyqa/subsolvers/optim.py +1203 -0
  93. scipy/_lib/cobyqa/utils/__init__.py +18 -0
  94. scipy/_lib/cobyqa/utils/exceptions.py +22 -0
  95. scipy/_lib/cobyqa/utils/math.py +77 -0
  96. scipy/_lib/cobyqa/utils/versions.py +67 -0
  97. scipy/_lib/decorator.py +399 -0
  98. scipy/_lib/deprecation.py +274 -0
  99. scipy/_lib/doccer.py +366 -0
  100. scipy/_lib/messagestream.cp311-win_arm64.lib +0 -0
  101. scipy/_lib/messagestream.cp311-win_arm64.pyd +0 -0
  102. scipy/_lib/pyprima/__init__.py +212 -0
  103. scipy/_lib/pyprima/cobyla/__init__.py +0 -0
  104. scipy/_lib/pyprima/cobyla/cobyla.py +559 -0
  105. scipy/_lib/pyprima/cobyla/cobylb.py +714 -0
  106. scipy/_lib/pyprima/cobyla/geometry.py +226 -0
  107. scipy/_lib/pyprima/cobyla/initialize.py +215 -0
  108. scipy/_lib/pyprima/cobyla/trustregion.py +492 -0
  109. scipy/_lib/pyprima/cobyla/update.py +289 -0
  110. scipy/_lib/pyprima/common/__init__.py +0 -0
  111. scipy/_lib/pyprima/common/_bounds.py +34 -0
  112. scipy/_lib/pyprima/common/_linear_constraints.py +46 -0
  113. scipy/_lib/pyprima/common/_nonlinear_constraints.py +54 -0
  114. scipy/_lib/pyprima/common/_project.py +173 -0
  115. scipy/_lib/pyprima/common/checkbreak.py +93 -0
  116. scipy/_lib/pyprima/common/consts.py +47 -0
  117. scipy/_lib/pyprima/common/evaluate.py +99 -0
  118. scipy/_lib/pyprima/common/history.py +38 -0
  119. scipy/_lib/pyprima/common/infos.py +30 -0
  120. scipy/_lib/pyprima/common/linalg.py +435 -0
  121. scipy/_lib/pyprima/common/message.py +290 -0
  122. scipy/_lib/pyprima/common/powalg.py +131 -0
  123. scipy/_lib/pyprima/common/preproc.py +277 -0
  124. scipy/_lib/pyprima/common/present.py +5 -0
  125. scipy/_lib/pyprima/common/ratio.py +54 -0
  126. scipy/_lib/pyprima/common/redrho.py +47 -0
  127. scipy/_lib/pyprima/common/selectx.py +296 -0
  128. scipy/_lib/tests/__init__.py +0 -0
  129. scipy/_lib/tests/test__gcutils.py +110 -0
  130. scipy/_lib/tests/test__pep440.py +67 -0
  131. scipy/_lib/tests/test__testutils.py +32 -0
  132. scipy/_lib/tests/test__threadsafety.py +51 -0
  133. scipy/_lib/tests/test__util.py +641 -0
  134. scipy/_lib/tests/test_array_api.py +322 -0
  135. scipy/_lib/tests/test_bunch.py +169 -0
  136. scipy/_lib/tests/test_ccallback.py +196 -0
  137. scipy/_lib/tests/test_config.py +45 -0
  138. scipy/_lib/tests/test_deprecation.py +10 -0
  139. scipy/_lib/tests/test_doccer.py +143 -0
  140. scipy/_lib/tests/test_import_cycles.py +18 -0
  141. scipy/_lib/tests/test_public_api.py +482 -0
  142. scipy/_lib/tests/test_scipy_version.py +28 -0
  143. scipy/_lib/tests/test_tmpdirs.py +48 -0
  144. scipy/_lib/tests/test_warnings.py +137 -0
  145. scipy/_lib/uarray.py +31 -0
  146. scipy/cluster/__init__.py +31 -0
  147. scipy/cluster/_hierarchy.cp311-win_arm64.lib +0 -0
  148. scipy/cluster/_hierarchy.cp311-win_arm64.pyd +0 -0
  149. scipy/cluster/_optimal_leaf_ordering.cp311-win_arm64.lib +0 -0
  150. scipy/cluster/_optimal_leaf_ordering.cp311-win_arm64.pyd +0 -0
  151. scipy/cluster/_vq.cp311-win_arm64.lib +0 -0
  152. scipy/cluster/_vq.cp311-win_arm64.pyd +0 -0
  153. scipy/cluster/hierarchy.py +4348 -0
  154. scipy/cluster/tests/__init__.py +0 -0
  155. scipy/cluster/tests/hierarchy_test_data.py +145 -0
  156. scipy/cluster/tests/test_disjoint_set.py +202 -0
  157. scipy/cluster/tests/test_hierarchy.py +1238 -0
  158. scipy/cluster/tests/test_vq.py +434 -0
  159. scipy/cluster/vq.py +832 -0
  160. scipy/conftest.py +683 -0
  161. scipy/constants/__init__.py +358 -0
  162. scipy/constants/_codata.py +2266 -0
  163. scipy/constants/_constants.py +369 -0
  164. scipy/constants/codata.py +21 -0
  165. scipy/constants/constants.py +53 -0
  166. scipy/constants/tests/__init__.py +0 -0
  167. scipy/constants/tests/test_codata.py +78 -0
  168. scipy/constants/tests/test_constants.py +83 -0
  169. scipy/datasets/__init__.py +90 -0
  170. scipy/datasets/_download_all.py +71 -0
  171. scipy/datasets/_fetchers.py +225 -0
  172. scipy/datasets/_registry.py +26 -0
  173. scipy/datasets/_utils.py +81 -0
  174. scipy/datasets/tests/__init__.py +0 -0
  175. scipy/datasets/tests/test_data.py +128 -0
  176. scipy/differentiate/__init__.py +27 -0
  177. scipy/differentiate/_differentiate.py +1129 -0
  178. scipy/differentiate/tests/__init__.py +0 -0
  179. scipy/differentiate/tests/test_differentiate.py +694 -0
  180. scipy/fft/__init__.py +114 -0
  181. scipy/fft/_backend.py +196 -0
  182. scipy/fft/_basic.py +1650 -0
  183. scipy/fft/_basic_backend.py +197 -0
  184. scipy/fft/_debug_backends.py +22 -0
  185. scipy/fft/_fftlog.py +223 -0
  186. scipy/fft/_fftlog_backend.py +200 -0
  187. scipy/fft/_helper.py +348 -0
  188. scipy/fft/_pocketfft/LICENSE.md +25 -0
  189. scipy/fft/_pocketfft/__init__.py +9 -0
  190. scipy/fft/_pocketfft/basic.py +251 -0
  191. scipy/fft/_pocketfft/helper.py +249 -0
  192. scipy/fft/_pocketfft/pypocketfft.cp311-win_arm64.lib +0 -0
  193. scipy/fft/_pocketfft/pypocketfft.cp311-win_arm64.pyd +0 -0
  194. scipy/fft/_pocketfft/realtransforms.py +109 -0
  195. scipy/fft/_pocketfft/tests/__init__.py +0 -0
  196. scipy/fft/_pocketfft/tests/test_basic.py +1011 -0
  197. scipy/fft/_pocketfft/tests/test_real_transforms.py +505 -0
  198. scipy/fft/_realtransforms.py +706 -0
  199. scipy/fft/_realtransforms_backend.py +63 -0
  200. scipy/fft/tests/__init__.py +0 -0
  201. scipy/fft/tests/mock_backend.py +96 -0
  202. scipy/fft/tests/test_backend.py +98 -0
  203. scipy/fft/tests/test_basic.py +504 -0
  204. scipy/fft/tests/test_fftlog.py +215 -0
  205. scipy/fft/tests/test_helper.py +558 -0
  206. scipy/fft/tests/test_multithreading.py +84 -0
  207. scipy/fft/tests/test_real_transforms.py +247 -0
  208. scipy/fftpack/__init__.py +103 -0
  209. scipy/fftpack/_basic.py +428 -0
  210. scipy/fftpack/_helper.py +115 -0
  211. scipy/fftpack/_pseudo_diffs.py +554 -0
  212. scipy/fftpack/_realtransforms.py +598 -0
  213. scipy/fftpack/basic.py +20 -0
  214. scipy/fftpack/convolve.cp311-win_arm64.lib +0 -0
  215. scipy/fftpack/convolve.cp311-win_arm64.pyd +0 -0
  216. scipy/fftpack/helper.py +19 -0
  217. scipy/fftpack/pseudo_diffs.py +22 -0
  218. scipy/fftpack/realtransforms.py +19 -0
  219. scipy/fftpack/tests/__init__.py +0 -0
  220. scipy/fftpack/tests/fftw_double_ref.npz +0 -0
  221. scipy/fftpack/tests/fftw_longdouble_ref.npz +0 -0
  222. scipy/fftpack/tests/fftw_single_ref.npz +0 -0
  223. scipy/fftpack/tests/test.npz +0 -0
  224. scipy/fftpack/tests/test_basic.py +877 -0
  225. scipy/fftpack/tests/test_helper.py +54 -0
  226. scipy/fftpack/tests/test_import.py +33 -0
  227. scipy/fftpack/tests/test_pseudo_diffs.py +388 -0
  228. scipy/fftpack/tests/test_real_transforms.py +836 -0
  229. scipy/integrate/__init__.py +122 -0
  230. scipy/integrate/_bvp.py +1160 -0
  231. scipy/integrate/_cubature.py +729 -0
  232. scipy/integrate/_dop.cp311-win_arm64.lib +0 -0
  233. scipy/integrate/_dop.cp311-win_arm64.pyd +0 -0
  234. scipy/integrate/_ivp/__init__.py +8 -0
  235. scipy/integrate/_ivp/base.py +290 -0
  236. scipy/integrate/_ivp/bdf.py +478 -0
  237. scipy/integrate/_ivp/common.py +451 -0
  238. scipy/integrate/_ivp/dop853_coefficients.py +193 -0
  239. scipy/integrate/_ivp/ivp.py +755 -0
  240. scipy/integrate/_ivp/lsoda.py +224 -0
  241. scipy/integrate/_ivp/radau.py +572 -0
  242. scipy/integrate/_ivp/rk.py +601 -0
  243. scipy/integrate/_ivp/tests/__init__.py +0 -0
  244. scipy/integrate/_ivp/tests/test_ivp.py +1287 -0
  245. scipy/integrate/_ivp/tests/test_rk.py +37 -0
  246. scipy/integrate/_lebedev.py +5450 -0
  247. scipy/integrate/_lsoda.cp311-win_arm64.lib +0 -0
  248. scipy/integrate/_lsoda.cp311-win_arm64.pyd +0 -0
  249. scipy/integrate/_ode.py +1395 -0
  250. scipy/integrate/_odepack.cp311-win_arm64.lib +0 -0
  251. scipy/integrate/_odepack.cp311-win_arm64.pyd +0 -0
  252. scipy/integrate/_odepack_py.py +273 -0
  253. scipy/integrate/_quad_vec.py +674 -0
  254. scipy/integrate/_quadpack.cp311-win_arm64.lib +0 -0
  255. scipy/integrate/_quadpack.cp311-win_arm64.pyd +0 -0
  256. scipy/integrate/_quadpack_py.py +1283 -0
  257. scipy/integrate/_quadrature.py +1336 -0
  258. scipy/integrate/_rules/__init__.py +12 -0
  259. scipy/integrate/_rules/_base.py +518 -0
  260. scipy/integrate/_rules/_gauss_kronrod.py +202 -0
  261. scipy/integrate/_rules/_gauss_legendre.py +62 -0
  262. scipy/integrate/_rules/_genz_malik.py +210 -0
  263. scipy/integrate/_tanhsinh.py +1385 -0
  264. scipy/integrate/_test_multivariate.cp311-win_arm64.lib +0 -0
  265. scipy/integrate/_test_multivariate.cp311-win_arm64.pyd +0 -0
  266. scipy/integrate/_test_odeint_banded.cp311-win_arm64.lib +0 -0
  267. scipy/integrate/_test_odeint_banded.cp311-win_arm64.pyd +0 -0
  268. scipy/integrate/_vode.cp311-win_arm64.lib +0 -0
  269. scipy/integrate/_vode.cp311-win_arm64.pyd +0 -0
  270. scipy/integrate/dop.py +15 -0
  271. scipy/integrate/lsoda.py +15 -0
  272. scipy/integrate/odepack.py +17 -0
  273. scipy/integrate/quadpack.py +23 -0
  274. scipy/integrate/tests/__init__.py +0 -0
  275. scipy/integrate/tests/test__quad_vec.py +211 -0
  276. scipy/integrate/tests/test_banded_ode_solvers.py +305 -0
  277. scipy/integrate/tests/test_bvp.py +714 -0
  278. scipy/integrate/tests/test_cubature.py +1375 -0
  279. scipy/integrate/tests/test_integrate.py +840 -0
  280. scipy/integrate/tests/test_odeint_jac.py +74 -0
  281. scipy/integrate/tests/test_quadpack.py +680 -0
  282. scipy/integrate/tests/test_quadrature.py +730 -0
  283. scipy/integrate/tests/test_tanhsinh.py +1171 -0
  284. scipy/integrate/vode.py +15 -0
  285. scipy/interpolate/__init__.py +228 -0
  286. scipy/interpolate/_bary_rational.py +715 -0
  287. scipy/interpolate/_bsplines.py +2469 -0
  288. scipy/interpolate/_cubic.py +973 -0
  289. scipy/interpolate/_dfitpack.cp311-win_arm64.lib +0 -0
  290. scipy/interpolate/_dfitpack.cp311-win_arm64.pyd +0 -0
  291. scipy/interpolate/_dierckx.cp311-win_arm64.lib +0 -0
  292. scipy/interpolate/_dierckx.cp311-win_arm64.pyd +0 -0
  293. scipy/interpolate/_fitpack.cp311-win_arm64.lib +0 -0
  294. scipy/interpolate/_fitpack.cp311-win_arm64.pyd +0 -0
  295. scipy/interpolate/_fitpack2.py +2397 -0
  296. scipy/interpolate/_fitpack_impl.py +811 -0
  297. scipy/interpolate/_fitpack_py.py +898 -0
  298. scipy/interpolate/_fitpack_repro.py +996 -0
  299. scipy/interpolate/_interpnd.cp311-win_arm64.lib +0 -0
  300. scipy/interpolate/_interpnd.cp311-win_arm64.pyd +0 -0
  301. scipy/interpolate/_interpolate.py +2266 -0
  302. scipy/interpolate/_ndbspline.py +415 -0
  303. scipy/interpolate/_ndgriddata.py +329 -0
  304. scipy/interpolate/_pade.py +67 -0
  305. scipy/interpolate/_polyint.py +1025 -0
  306. scipy/interpolate/_ppoly.cp311-win_arm64.lib +0 -0
  307. scipy/interpolate/_ppoly.cp311-win_arm64.pyd +0 -0
  308. scipy/interpolate/_rbf.py +290 -0
  309. scipy/interpolate/_rbfinterp.py +550 -0
  310. scipy/interpolate/_rbfinterp_pythran.cp311-win_arm64.lib +0 -0
  311. scipy/interpolate/_rbfinterp_pythran.cp311-win_arm64.pyd +0 -0
  312. scipy/interpolate/_rgi.py +764 -0
  313. scipy/interpolate/_rgi_cython.cp311-win_arm64.lib +0 -0
  314. scipy/interpolate/_rgi_cython.cp311-win_arm64.pyd +0 -0
  315. scipy/interpolate/dfitpack.py +24 -0
  316. scipy/interpolate/fitpack.py +31 -0
  317. scipy/interpolate/fitpack2.py +29 -0
  318. scipy/interpolate/interpnd.py +24 -0
  319. scipy/interpolate/interpolate.py +30 -0
  320. scipy/interpolate/ndgriddata.py +23 -0
  321. scipy/interpolate/polyint.py +24 -0
  322. scipy/interpolate/rbf.py +18 -0
  323. scipy/interpolate/tests/__init__.py +0 -0
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  1520. scipy/stats/tests/test_survival.py +466 -0
  1521. scipy/stats/tests/test_tukeylambda_stats.py +85 -0
  1522. scipy/stats/tests/test_variation.py +216 -0
  1523. scipy/version.py +12 -0
  1524. scipy-1.16.2.dist-info/DELVEWHEEL +2 -0
  1525. scipy-1.16.2.dist-info/LICENSE.txt +912 -0
  1526. scipy-1.16.2.dist-info/METADATA +1061 -0
  1527. scipy-1.16.2.dist-info/RECORD +1530 -0
  1528. scipy-1.16.2.dist-info/WHEEL +4 -0
  1529. scipy.libs/msvcp140-5f1c5dd31916990d94181e07bc3afb32.dll +0 -0
  1530. scipy.libs/scipy_openblas-f3ac85b1f412f7e86514c923dc4058d1.dll +0 -0
@@ -0,0 +1,3189 @@
1
+ import itertools
2
+ import platform
3
+ import sys
4
+
5
+ import numpy as np
6
+ from numpy.testing import (assert_equal, assert_almost_equal,
7
+ assert_array_almost_equal, assert_array_equal,
8
+ assert_, assert_allclose)
9
+
10
+ import pytest
11
+ from pytest import raises as assert_raises
12
+
13
+ from scipy.linalg import (eig, eigvals, lu, svd, svdvals, cholesky, qr,
14
+ schur, rsf2csf, lu_solve, lu_factor, solve, diagsvd,
15
+ hessenberg, rq, eig_banded, eigvals_banded, eigh,
16
+ eigvalsh, qr_multiply, qz, orth, ordqz,
17
+ subspace_angles, hadamard, eigvalsh_tridiagonal,
18
+ eigh_tridiagonal, null_space, cdf2rdf, LinAlgError)
19
+
20
+ from scipy.linalg.lapack import (dgbtrf, dgbtrs, zgbtrf, zgbtrs, dsbev,
21
+ dsbevd, dsbevx, zhbevd, zhbevx)
22
+
23
+ from scipy.linalg._misc import norm
24
+ from scipy.linalg._decomp_qz import _select_function
25
+ from scipy.stats import ortho_group
26
+
27
+ from numpy import (array, diag, full, linalg, argsort, zeros, arange,
28
+ float32, complex64, ravel, sqrt, iscomplex, shape, sort,
29
+ sign, asarray, isfinite, ndarray, eye,)
30
+
31
+ from scipy.linalg._testutils import assert_no_overwrite
32
+ from scipy.sparse._sputils import matrix
33
+
34
+ from scipy._lib._testutils import check_free_memory
35
+ from scipy.linalg.blas import HAS_ILP64
36
+ try:
37
+ from scipy.__config__ import CONFIG
38
+ except ImportError:
39
+ CONFIG = None
40
+
41
+ IS_WASM = (sys.platform == "emscripten" or platform.machine() in ["wasm32", "wasm64"])
42
+
43
+
44
+ def _random_hermitian_matrix(n, posdef=False, dtype=float):
45
+ "Generate random sym/hermitian array of the given size n"
46
+ if dtype in COMPLEX_DTYPES:
47
+ A = np.random.rand(n, n) + np.random.rand(n, n)*1.0j
48
+ A = (A + A.conj().T)/2
49
+ else:
50
+ A = np.random.rand(n, n)
51
+ A = (A + A.T)/2
52
+
53
+ if posdef:
54
+ A += sqrt(2*n)*np.eye(n)
55
+
56
+ return A.astype(dtype)
57
+
58
+
59
+ REAL_DTYPES = [np.float32, np.float64]
60
+ COMPLEX_DTYPES = [np.complex64, np.complex128]
61
+ DTYPES = REAL_DTYPES + COMPLEX_DTYPES
62
+
63
+
64
+ # XXX: This function should not be defined here, but somewhere in
65
+ # scipy.linalg namespace
66
+ def symrand(dim_or_eigv, rng):
67
+ """Return a random symmetric (Hermitian) matrix.
68
+
69
+ If 'dim_or_eigv' is an integer N, return a NxN matrix, with eigenvalues
70
+ uniformly distributed on (-1,1).
71
+
72
+ If 'dim_or_eigv' is 1-D real array 'a', return a matrix whose
73
+ eigenvalues are 'a'.
74
+ """
75
+ if isinstance(dim_or_eigv, int):
76
+ dim = dim_or_eigv
77
+ d = rng.random(dim)*2 - 1
78
+ elif (isinstance(dim_or_eigv, ndarray) and
79
+ len(dim_or_eigv.shape) == 1):
80
+ dim = dim_or_eigv.shape[0]
81
+ d = dim_or_eigv
82
+ else:
83
+ raise TypeError("input type not supported.")
84
+
85
+ v = ortho_group.rvs(dim)
86
+ h = v.T.conj() @ diag(d) @ v
87
+ # to avoid roundoff errors, symmetrize the matrix (again)
88
+ h = 0.5*(h.T+h)
89
+ return h
90
+
91
+
92
+ class TestEigVals:
93
+
94
+ def test_simple(self):
95
+ a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
96
+ w = eigvals(a)
97
+ exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2]
98
+ assert_array_almost_equal(w, exact_w)
99
+
100
+ def test_simple_tr(self):
101
+ a = array([[1, 2, 3], [1, 2, 3], [2, 5, 6]], 'd').T
102
+ a = a.copy()
103
+ a = a.T
104
+ w = eigvals(a)
105
+ exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2]
106
+ assert_array_almost_equal(w, exact_w)
107
+
108
+ def test_simple_complex(self):
109
+ a = [[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]]
110
+ w = eigvals(a)
111
+ exact_w = [(9+1j+sqrt(92+6j))/2,
112
+ 0,
113
+ (9+1j-sqrt(92+6j))/2]
114
+ assert_array_almost_equal(w, exact_w)
115
+
116
+ def test_finite(self):
117
+ a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
118
+ w = eigvals(a, check_finite=False)
119
+ exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2]
120
+ assert_array_almost_equal(w, exact_w)
121
+
122
+ @pytest.mark.parametrize('dt', [int, float, float32, complex, complex64])
123
+ def test_empty(self, dt):
124
+ a = np.empty((0, 0), dtype=dt)
125
+ w = eigvals(a)
126
+ assert w.shape == (0,)
127
+ assert w.dtype == eigvals(np.eye(2, dtype=dt)).dtype
128
+
129
+ w = eigvals(a, homogeneous_eigvals=True)
130
+ assert w.shape == (2, 0)
131
+ assert w.dtype == eigvals(np.eye(2, dtype=dt)).dtype
132
+
133
+
134
+ class TestEig:
135
+
136
+ def test_simple(self):
137
+ a = array([[1, 2, 3], [1, 2, 3], [2, 5, 6]])
138
+ w, v = eig(a)
139
+ exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2]
140
+ v0 = array([1, 1, (1+sqrt(93)/3)/2])
141
+ v1 = array([3., 0, -1])
142
+ v2 = array([1, 1, (1-sqrt(93)/3)/2])
143
+ v0 = v0 / norm(v0)
144
+ v1 = v1 / norm(v1)
145
+ v2 = v2 / norm(v2)
146
+ assert_array_almost_equal(w, exact_w)
147
+ assert_array_almost_equal(v0, v[:, 0]*sign(v[0, 0]))
148
+ assert_array_almost_equal(v1, v[:, 1]*sign(v[0, 1]))
149
+ assert_array_almost_equal(v2, v[:, 2]*sign(v[0, 2]))
150
+ for i in range(3):
151
+ assert_array_almost_equal(a @ v[:, i], w[i]*v[:, i])
152
+ w, v = eig(a, left=1, right=0)
153
+ for i in range(3):
154
+ assert_array_almost_equal(a.T @ v[:, i], w[i]*v[:, i])
155
+
156
+ def test_simple_complex_eig(self):
157
+ a = array([[1, 2], [-2, 1]])
158
+ w, vl, vr = eig(a, left=1, right=1)
159
+ assert_array_almost_equal(w, array([1+2j, 1-2j]))
160
+ for i in range(2):
161
+ assert_array_almost_equal(a @ vr[:, i], w[i]*vr[:, i])
162
+ for i in range(2):
163
+ assert_array_almost_equal(a.conj().T @ vl[:, i],
164
+ w[i].conj()*vl[:, i])
165
+
166
+ def test_simple_complex(self):
167
+ a = array([[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]])
168
+ w, vl, vr = eig(a, left=1, right=1)
169
+ for i in range(3):
170
+ assert_array_almost_equal(a @ vr[:, i], w[i]*vr[:, i])
171
+ for i in range(3):
172
+ assert_array_almost_equal(a.conj().T @ vl[:, i],
173
+ w[i].conj()*vl[:, i])
174
+
175
+ def test_gh_3054(self):
176
+ a = [[1]]
177
+ b = [[0]]
178
+ w, vr = eig(a, b, homogeneous_eigvals=True)
179
+ assert_allclose(w[1, 0], 0)
180
+ assert_(w[0, 0] != 0)
181
+ assert_allclose(vr, 1)
182
+
183
+ w, vr = eig(a, b)
184
+ assert_equal(w, np.inf)
185
+ assert_allclose(vr, 1)
186
+
187
+ def _check_gen_eig(self, A, B, atol_homog=1e-13, rtol_homog=1e-13,
188
+ atol=1e-13, rtol=1e-13):
189
+ if B is not None:
190
+ A, B = asarray(A), asarray(B)
191
+ B0 = B
192
+ else:
193
+ A = asarray(A)
194
+ B0 = B
195
+ B = np.eye(*A.shape)
196
+ msg = f"\n{A!r}\n{B!r}"
197
+
198
+ # Eigenvalues in homogeneous coordinates
199
+ w, vr = eig(A, B0, homogeneous_eigvals=True)
200
+ wt = eigvals(A, B0, homogeneous_eigvals=True)
201
+ val1 = A @ vr * w[1, :]
202
+ val2 = B @ vr * w[0, :]
203
+ for i in range(val1.shape[1]):
204
+ assert_allclose(val1[:, i], val2[:, i],
205
+ rtol=rtol_homog, atol=atol_homog, err_msg=msg)
206
+
207
+ if B0 is None:
208
+ assert_allclose(w[1, :], 1)
209
+ assert_allclose(wt[1, :], 1)
210
+
211
+ perm = np.lexsort(w)
212
+ permt = np.lexsort(wt)
213
+ assert_allclose(w[:, perm], wt[:, permt], atol=1e-7, rtol=1e-7,
214
+ err_msg=msg)
215
+
216
+ length = np.empty(len(vr))
217
+
218
+ for i in range(len(vr)):
219
+ length[i] = norm(vr[:, i])
220
+
221
+ assert_allclose(length, np.ones(length.size), err_msg=msg,
222
+ atol=1e-7, rtol=1e-7)
223
+
224
+ # Convert homogeneous coordinates
225
+ beta_nonzero = (w[1, :] != 0)
226
+ wh = w[0, beta_nonzero] / w[1, beta_nonzero]
227
+
228
+ # Eigenvalues in standard coordinates
229
+ w, vr = eig(A, B0)
230
+ wt = eigvals(A, B0)
231
+ val1 = A @ vr
232
+ val2 = B @ vr * w
233
+ res = val1 - val2
234
+ for i in range(res.shape[1]):
235
+ if np.all(isfinite(res[:, i])):
236
+ assert_allclose(res[:, i], 0,
237
+ rtol=rtol, atol=atol, err_msg=msg)
238
+
239
+ # try to consistently order eigenvalues, including complex conjugate pairs
240
+ w_fin = w[isfinite(w)]
241
+ wt_fin = wt[isfinite(wt)]
242
+
243
+ # prune noise in the real parts
244
+ w_fin = -1j * np.real_if_close(1j*w_fin, tol=1e-10)
245
+ wt_fin = -1j * np.real_if_close(1j*wt_fin, tol=1e-10)
246
+
247
+ perm = argsort(abs(w_fin) + w_fin.imag)
248
+ permt = argsort(abs(wt_fin) + wt_fin.imag)
249
+
250
+ assert_allclose(w_fin[perm], wt_fin[permt],
251
+ atol=1e-7, rtol=1e-7, err_msg=msg)
252
+
253
+ length = np.empty(len(vr))
254
+ for i in range(len(vr)):
255
+ length[i] = norm(vr[:, i])
256
+ assert_allclose(length, np.ones(length.size), err_msg=msg)
257
+
258
+ # Compare homogeneous and nonhomogeneous versions
259
+ assert_allclose(sort(wh), sort(w[np.isfinite(w)]))
260
+
261
+ def test_singular(self):
262
+ # Example taken from
263
+ # https://web.archive.org/web/20040903121217/http://www.cs.umu.se/research/nla/singular_pairs/guptri/matlab.html
264
+ A = array([[22, 34, 31, 31, 17],
265
+ [45, 45, 42, 19, 29],
266
+ [39, 47, 49, 26, 34],
267
+ [27, 31, 26, 21, 15],
268
+ [38, 44, 44, 24, 30]])
269
+ B = array([[13, 26, 25, 17, 24],
270
+ [31, 46, 40, 26, 37],
271
+ [26, 40, 19, 25, 25],
272
+ [16, 25, 27, 14, 23],
273
+ [24, 35, 18, 21, 22]])
274
+
275
+ with np.errstate(all='ignore'):
276
+ self._check_gen_eig(A, B, atol_homog=5e-13, atol=5e-13)
277
+
278
+ def test_falker(self):
279
+ # Test matrices giving some Nan generalized eigenvalues.
280
+ M = diag(array([1, 0, 3]))
281
+ K = array(([2, -1, -1], [-1, 2, -1], [-1, -1, 2]))
282
+ D = array(([1, -1, 0], [-1, 1, 0], [0, 0, 0]))
283
+ Z = zeros((3, 3))
284
+ I3 = eye(3)
285
+ A = np.block([[I3, Z], [Z, -K]])
286
+ B = np.block([[Z, I3], [M, D]])
287
+
288
+ with np.errstate(all='ignore'):
289
+ self._check_gen_eig(A, B)
290
+
291
+ def test_bad_geneig(self):
292
+ # Ticket #709 (strange return values from DGGEV)
293
+
294
+ def matrices(omega):
295
+ c1 = -9 + omega**2
296
+ c2 = 2*omega
297
+ A = [[1, 0, 0, 0],
298
+ [0, 1, 0, 0],
299
+ [0, 0, c1, 0],
300
+ [0, 0, 0, c1]]
301
+ B = [[0, 0, 1, 0],
302
+ [0, 0, 0, 1],
303
+ [1, 0, 0, -c2],
304
+ [0, 1, c2, 0]]
305
+ return A, B
306
+
307
+ # With a buggy LAPACK, this can fail for different omega on different
308
+ # machines -- so we need to test several values
309
+ with np.errstate(all='ignore'):
310
+ for k in range(100):
311
+ A, B = matrices(omega=k*5./100)
312
+ self._check_gen_eig(A, B)
313
+
314
+ def test_make_eigvals(self):
315
+ # Step through all paths in _make_eigvals
316
+ # Real eigenvalues
317
+ rng = np.random.RandomState(1234)
318
+ A = symrand(3, rng)
319
+ self._check_gen_eig(A, None)
320
+ B = symrand(3, rng)
321
+ self._check_gen_eig(A, B)
322
+ # Complex eigenvalues
323
+ A = rng.random((3, 3)) + 1j*rng.random((3, 3))
324
+ self._check_gen_eig(A, None)
325
+ B = rng.random((3, 3)) + 1j*rng.random((3, 3))
326
+ self._check_gen_eig(A, B)
327
+
328
+ def test_check_finite(self):
329
+ a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
330
+ w, v = eig(a, check_finite=False)
331
+ exact_w = [(9+sqrt(93))/2, 0, (9-sqrt(93))/2]
332
+ v0 = array([1, 1, (1+sqrt(93)/3)/2])
333
+ v1 = array([3., 0, -1])
334
+ v2 = array([1, 1, (1-sqrt(93)/3)/2])
335
+ v0 = v0 / norm(v0)
336
+ v1 = v1 / norm(v1)
337
+ v2 = v2 / norm(v2)
338
+ assert_array_almost_equal(w, exact_w)
339
+ assert_array_almost_equal(v0, v[:, 0]*sign(v[0, 0]))
340
+ assert_array_almost_equal(v1, v[:, 1]*sign(v[0, 1]))
341
+ assert_array_almost_equal(v2, v[:, 2]*sign(v[0, 2]))
342
+ for i in range(3):
343
+ assert_array_almost_equal(a @ v[:, i], w[i]*v[:, i])
344
+
345
+ def test_not_square_error(self):
346
+ """Check that passing a non-square array raises a ValueError."""
347
+ A = np.arange(6).reshape(3, 2)
348
+ assert_raises(ValueError, eig, A)
349
+
350
+ def test_shape_mismatch(self):
351
+ """Check that passing arrays of with different shapes
352
+ raises a ValueError."""
353
+ A = eye(2)
354
+ B = np.arange(9.0).reshape(3, 3)
355
+ assert_raises(ValueError, eig, A, B)
356
+ assert_raises(ValueError, eig, B, A)
357
+
358
+ def test_gh_11577(self):
359
+ # https://github.com/scipy/scipy/issues/11577
360
+ # `A - lambda B` should have 4 and 8 among the eigenvalues, and this
361
+ # was apparently broken on some platforms
362
+ A = np.array([[12.0, 28.0, 76.0, 220.0],
363
+ [16.0, 32.0, 80.0, 224.0],
364
+ [24.0, 40.0, 88.0, 232.0],
365
+ [40.0, 56.0, 104.0, 248.0]], dtype='float64')
366
+ B = np.array([[2.0, 4.0, 10.0, 28.0],
367
+ [3.0, 5.0, 11.0, 29.0],
368
+ [5.0, 7.0, 13.0, 31.0],
369
+ [9.0, 11.0, 17.0, 35.0]], dtype='float64')
370
+
371
+ D, V = eig(A, B)
372
+
373
+ # The problem is ill-conditioned, and two other eigenvalues
374
+ # depend on ATLAS/OpenBLAS version, compiler version etc
375
+ # see gh-11577 for discussion
376
+ #
377
+ # NB: it is tempting to use `assert_allclose(D[:2], [4, 8])` instead but
378
+ # the ordering of eigenvalues also comes out different on different
379
+ # systems depending on who knows what.
380
+ with np.testing.suppress_warnings() as sup:
381
+ # isclose chokes on inf/nan values
382
+ sup.filter(RuntimeWarning, "invalid value encountered in multiply")
383
+ assert np.isclose(D, 4.0, atol=1e-14).any()
384
+ assert np.isclose(D, 8.0, atol=1e-14).any()
385
+
386
+ @pytest.mark.parametrize('dt', [int, float, np.float32, complex, np.complex64])
387
+ def test_empty(self, dt):
388
+ a = np.empty((0, 0), dtype=dt)
389
+ w, vr = eig(a)
390
+
391
+ w_n, vr_n = eig(np.eye(2, dtype=dt))
392
+
393
+ assert w.shape == (0,)
394
+ assert w.dtype == w_n.dtype #eigvals(np.eye(2, dtype=dt)).dtype
395
+
396
+ assert_allclose(vr, np.empty((0, 0)))
397
+ assert vr.shape == (0, 0)
398
+ assert vr.dtype == vr_n.dtype
399
+
400
+ w, vr = eig(a, homogeneous_eigvals=True)
401
+ assert w.shape == (2, 0)
402
+ assert w.dtype == w_n.dtype
403
+
404
+ assert vr.shape == (0, 0)
405
+ assert vr.dtype == vr_n.dtype
406
+
407
+ @pytest.mark.parametrize("include_B", [False, True])
408
+ @pytest.mark.parametrize("left", [False, True])
409
+ @pytest.mark.parametrize("right", [False, True])
410
+ @pytest.mark.parametrize("homogeneous_eigvals", [False, True])
411
+ @pytest.mark.parametrize("dtype", [np.float32, np.complex128])
412
+ def test_nd_input(self, include_B, left, right, homogeneous_eigvals, dtype):
413
+ batch_shape = (3, 2)
414
+ core_shape = (4, 4)
415
+ rng = np.random.default_rng(3249823598235)
416
+ A = rng.random(batch_shape + core_shape).astype(dtype)
417
+ B = rng.random(batch_shape + core_shape).astype(dtype)
418
+ kwargs = dict(right=right, homogeneous_eigvals=homogeneous_eigvals)
419
+
420
+ if include_B:
421
+ res = eig(A, b=B, left=left, **kwargs)
422
+ else:
423
+ res = eig(A, left=left, **kwargs)
424
+
425
+ for i in range(batch_shape[0]):
426
+ for j in range(batch_shape[1]):
427
+ if include_B:
428
+ ref = eig(A[i, j], b=B[i, j], left=left, **kwargs)
429
+ else:
430
+ ref = eig(A[i, j], left=left, **kwargs)
431
+
432
+ if left or right:
433
+ for k in range(len(ref)):
434
+ assert_allclose(res[k][i, j], ref[k])
435
+ else:
436
+ assert_allclose(res[i, j], ref)
437
+
438
+
439
+ class TestEigBanded:
440
+ def setup_method(self):
441
+ self.create_bandmat()
442
+
443
+ def create_bandmat(self):
444
+ """Create the full matrix `self.fullmat` and
445
+ the corresponding band matrix `self.bandmat`."""
446
+ N = 10
447
+ self.KL = 2 # number of subdiagonals (below the diagonal)
448
+ self.KU = 2 # number of superdiagonals (above the diagonal)
449
+
450
+ # symmetric band matrix
451
+ self.sym_mat = (diag(full(N, 1.0))
452
+ + diag(full(N-1, -1.0), -1) + diag(full(N-1, -1.0), 1)
453
+ + diag(full(N-2, -2.0), -2) + diag(full(N-2, -2.0), 2))
454
+
455
+ # hermitian band matrix
456
+ self.herm_mat = (diag(full(N, -1.0))
457
+ + 1j*diag(full(N-1, 1.0), -1)
458
+ - 1j*diag(full(N-1, 1.0), 1)
459
+ + diag(full(N-2, -2.0), -2)
460
+ + diag(full(N-2, -2.0), 2))
461
+
462
+ # general real band matrix
463
+ self.real_mat = (diag(full(N, 1.0))
464
+ + diag(full(N-1, -1.0), -1) + diag(full(N-1, -3.0), 1)
465
+ + diag(full(N-2, 2.0), -2) + diag(full(N-2, -2.0), 2))
466
+
467
+ # general complex band matrix
468
+ self.comp_mat = (1j*diag(full(N, 1.0))
469
+ + diag(full(N-1, -1.0), -1)
470
+ + 1j*diag(full(N-1, -3.0), 1)
471
+ + diag(full(N-2, 2.0), -2)
472
+ + diag(full(N-2, -2.0), 2))
473
+
474
+ # Eigenvalues and -vectors from linalg.eig
475
+ ew, ev = linalg.eig(self.sym_mat)
476
+ ew = ew.real
477
+ args = argsort(ew)
478
+ self.w_sym_lin = ew[args]
479
+ self.evec_sym_lin = ev[:, args]
480
+
481
+ ew, ev = linalg.eig(self.herm_mat)
482
+ ew = ew.real
483
+ args = argsort(ew)
484
+ self.w_herm_lin = ew[args]
485
+ self.evec_herm_lin = ev[:, args]
486
+
487
+ # Extract upper bands from symmetric and hermitian band matrices
488
+ # (for use in dsbevd, dsbevx, zhbevd, zhbevx
489
+ # and their single precision versions)
490
+ LDAB = self.KU + 1
491
+ self.bandmat_sym = zeros((LDAB, N), dtype=float)
492
+ self.bandmat_herm = zeros((LDAB, N), dtype=complex)
493
+ for i in range(LDAB):
494
+ self.bandmat_sym[LDAB-i-1, i:N] = diag(self.sym_mat, i)
495
+ self.bandmat_herm[LDAB-i-1, i:N] = diag(self.herm_mat, i)
496
+
497
+ # Extract bands from general real and complex band matrix
498
+ # (for use in dgbtrf, dgbtrs and their single precision versions)
499
+ LDAB = 2*self.KL + self.KU + 1
500
+ self.bandmat_real = zeros((LDAB, N), dtype=float)
501
+ self.bandmat_real[2*self.KL, :] = diag(self.real_mat) # diagonal
502
+ for i in range(self.KL):
503
+ # superdiagonals
504
+ self.bandmat_real[2*self.KL-1-i, i+1:N] = diag(self.real_mat, i+1)
505
+ # subdiagonals
506
+ self.bandmat_real[2*self.KL+1+i, 0:N-1-i] = diag(self.real_mat,
507
+ -i-1)
508
+
509
+ self.bandmat_comp = zeros((LDAB, N), dtype=complex)
510
+ self.bandmat_comp[2*self.KL, :] = diag(self.comp_mat) # diagonal
511
+ for i in range(self.KL):
512
+ # superdiagonals
513
+ self.bandmat_comp[2*self.KL-1-i, i+1:N] = diag(self.comp_mat, i+1)
514
+ # subdiagonals
515
+ self.bandmat_comp[2*self.KL+1+i, 0:N-1-i] = diag(self.comp_mat,
516
+ -i-1)
517
+
518
+ # absolute value for linear equation system A*x = b
519
+ self.b = 1.0*arange(N)
520
+ self.bc = self.b * (1 + 1j)
521
+
522
+ #####################################################################
523
+
524
+ def test_dsbev(self):
525
+ """Compare dsbev eigenvalues and eigenvectors with
526
+ the result of linalg.eig."""
527
+ w, evec, info = dsbev(self.bandmat_sym, compute_v=1)
528
+ evec_ = evec[:, argsort(w)]
529
+ assert_array_almost_equal(sort(w), self.w_sym_lin)
530
+ assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin))
531
+
532
+ def test_dsbevd(self):
533
+ """Compare dsbevd eigenvalues and eigenvectors with
534
+ the result of linalg.eig."""
535
+ w, evec, info = dsbevd(self.bandmat_sym, compute_v=1)
536
+ evec_ = evec[:, argsort(w)]
537
+ assert_array_almost_equal(sort(w), self.w_sym_lin)
538
+ assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin))
539
+
540
+ def test_dsbevx(self):
541
+ """Compare dsbevx eigenvalues and eigenvectors
542
+ with the result of linalg.eig."""
543
+ N, N = shape(self.sym_mat)
544
+ # Achtung: Argumente 0.0,0.0,range?
545
+ w, evec, num, ifail, info = dsbevx(self.bandmat_sym, 0.0, 0.0, 1, N,
546
+ compute_v=1, range=2)
547
+ evec_ = evec[:, argsort(w)]
548
+ assert_array_almost_equal(sort(w), self.w_sym_lin)
549
+ assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin))
550
+
551
+ def test_zhbevd(self):
552
+ """Compare zhbevd eigenvalues and eigenvectors
553
+ with the result of linalg.eig."""
554
+ w, evec, info = zhbevd(self.bandmat_herm, compute_v=1)
555
+ evec_ = evec[:, argsort(w)]
556
+ assert_array_almost_equal(sort(w), self.w_herm_lin)
557
+ assert_array_almost_equal(abs(evec_), abs(self.evec_herm_lin))
558
+
559
+ def test_zhbevx(self):
560
+ """Compare zhbevx eigenvalues and eigenvectors
561
+ with the result of linalg.eig."""
562
+ N, N = shape(self.herm_mat)
563
+ # Achtung: Argumente 0.0,0.0,range?
564
+ w, evec, num, ifail, info = zhbevx(self.bandmat_herm, 0.0, 0.0, 1, N,
565
+ compute_v=1, range=2)
566
+ evec_ = evec[:, argsort(w)]
567
+ assert_array_almost_equal(sort(w), self.w_herm_lin)
568
+ assert_array_almost_equal(abs(evec_), abs(self.evec_herm_lin))
569
+
570
+ def test_eigvals_banded(self):
571
+ """Compare eigenvalues of eigvals_banded with those of linalg.eig."""
572
+ w_sym = eigvals_banded(self.bandmat_sym)
573
+ w_sym = w_sym.real
574
+ assert_array_almost_equal(sort(w_sym), self.w_sym_lin)
575
+
576
+ w_herm = eigvals_banded(self.bandmat_herm)
577
+ w_herm = w_herm.real
578
+ assert_array_almost_equal(sort(w_herm), self.w_herm_lin)
579
+
580
+ # extracting eigenvalues with respect to an index range
581
+ ind1 = 2
582
+ ind2 = np.longlong(6)
583
+ w_sym_ind = eigvals_banded(self.bandmat_sym,
584
+ select='i', select_range=(ind1, ind2))
585
+ assert_array_almost_equal(sort(w_sym_ind),
586
+ self.w_sym_lin[ind1:ind2+1])
587
+ w_herm_ind = eigvals_banded(self.bandmat_herm,
588
+ select='i', select_range=(ind1, ind2))
589
+ assert_array_almost_equal(sort(w_herm_ind),
590
+ self.w_herm_lin[ind1:ind2+1])
591
+
592
+ # extracting eigenvalues with respect to a value range
593
+ v_lower = self.w_sym_lin[ind1] - 1.0e-5
594
+ v_upper = self.w_sym_lin[ind2] + 1.0e-5
595
+ w_sym_val = eigvals_banded(self.bandmat_sym,
596
+ select='v', select_range=(v_lower, v_upper))
597
+ assert_array_almost_equal(sort(w_sym_val),
598
+ self.w_sym_lin[ind1:ind2+1])
599
+
600
+ v_lower = self.w_herm_lin[ind1] - 1.0e-5
601
+ v_upper = self.w_herm_lin[ind2] + 1.0e-5
602
+ w_herm_val = eigvals_banded(self.bandmat_herm,
603
+ select='v',
604
+ select_range=(v_lower, v_upper))
605
+ assert_array_almost_equal(sort(w_herm_val),
606
+ self.w_herm_lin[ind1:ind2+1])
607
+
608
+ w_sym = eigvals_banded(self.bandmat_sym, check_finite=False)
609
+ w_sym = w_sym.real
610
+ assert_array_almost_equal(sort(w_sym), self.w_sym_lin)
611
+
612
+ def test_eig_banded(self):
613
+ """Compare eigenvalues and eigenvectors of eig_banded
614
+ with those of linalg.eig. """
615
+ w_sym, evec_sym = eig_banded(self.bandmat_sym)
616
+ evec_sym_ = evec_sym[:, argsort(w_sym.real)]
617
+ assert_array_almost_equal(sort(w_sym), self.w_sym_lin)
618
+ assert_array_almost_equal(abs(evec_sym_), abs(self.evec_sym_lin))
619
+
620
+ w_herm, evec_herm = eig_banded(self.bandmat_herm)
621
+ evec_herm_ = evec_herm[:, argsort(w_herm.real)]
622
+ assert_array_almost_equal(sort(w_herm), self.w_herm_lin)
623
+ assert_array_almost_equal(abs(evec_herm_), abs(self.evec_herm_lin))
624
+
625
+ # extracting eigenvalues with respect to an index range
626
+ ind1 = 2
627
+ ind2 = 6
628
+ w_sym_ind, evec_sym_ind = eig_banded(self.bandmat_sym,
629
+ select='i',
630
+ select_range=(ind1, ind2))
631
+ assert_array_almost_equal(sort(w_sym_ind),
632
+ self.w_sym_lin[ind1:ind2+1])
633
+ assert_array_almost_equal(abs(evec_sym_ind),
634
+ abs(self.evec_sym_lin[:, ind1:ind2+1]))
635
+
636
+ w_herm_ind, evec_herm_ind = eig_banded(self.bandmat_herm,
637
+ select='i',
638
+ select_range=(ind1, ind2))
639
+ assert_array_almost_equal(sort(w_herm_ind),
640
+ self.w_herm_lin[ind1:ind2+1])
641
+ assert_array_almost_equal(abs(evec_herm_ind),
642
+ abs(self.evec_herm_lin[:, ind1:ind2+1]))
643
+
644
+ # extracting eigenvalues with respect to a value range
645
+ v_lower = self.w_sym_lin[ind1] - 1.0e-5
646
+ v_upper = self.w_sym_lin[ind2] + 1.0e-5
647
+ w_sym_val, evec_sym_val = eig_banded(self.bandmat_sym,
648
+ select='v',
649
+ select_range=(v_lower, v_upper))
650
+ assert_array_almost_equal(sort(w_sym_val),
651
+ self.w_sym_lin[ind1:ind2+1])
652
+ assert_array_almost_equal(abs(evec_sym_val),
653
+ abs(self.evec_sym_lin[:, ind1:ind2+1]))
654
+
655
+ v_lower = self.w_herm_lin[ind1] - 1.0e-5
656
+ v_upper = self.w_herm_lin[ind2] + 1.0e-5
657
+ w_herm_val, evec_herm_val = eig_banded(self.bandmat_herm,
658
+ select='v',
659
+ select_range=(v_lower, v_upper))
660
+ assert_array_almost_equal(sort(w_herm_val),
661
+ self.w_herm_lin[ind1:ind2+1])
662
+ assert_array_almost_equal(abs(evec_herm_val),
663
+ abs(self.evec_herm_lin[:, ind1:ind2+1]))
664
+
665
+ w_sym, evec_sym = eig_banded(self.bandmat_sym, check_finite=False)
666
+ evec_sym_ = evec_sym[:, argsort(w_sym.real)]
667
+ assert_array_almost_equal(sort(w_sym), self.w_sym_lin)
668
+ assert_array_almost_equal(abs(evec_sym_), abs(self.evec_sym_lin))
669
+
670
+ def test_dgbtrf(self):
671
+ """Compare dgbtrf LU factorisation with the LU factorisation result
672
+ of linalg.lu."""
673
+ M, N = shape(self.real_mat)
674
+ lu_symm_band, ipiv, info = dgbtrf(self.bandmat_real, self.KL, self.KU)
675
+
676
+ # extract matrix u from lu_symm_band
677
+ u = diag(lu_symm_band[2*self.KL, :])
678
+ for i in range(self.KL + self.KU):
679
+ u += diag(lu_symm_band[2*self.KL-1-i, i+1:N], i+1)
680
+
681
+ p_lin, l_lin, u_lin = lu(self.real_mat, permute_l=0)
682
+ assert_array_almost_equal(u, u_lin)
683
+
684
+ def test_zgbtrf(self):
685
+ """Compare zgbtrf LU factorisation with the LU factorisation result
686
+ of linalg.lu."""
687
+ M, N = shape(self.comp_mat)
688
+ lu_symm_band, ipiv, info = zgbtrf(self.bandmat_comp, self.KL, self.KU)
689
+
690
+ # extract matrix u from lu_symm_band
691
+ u = diag(lu_symm_band[2*self.KL, :])
692
+ for i in range(self.KL + self.KU):
693
+ u += diag(lu_symm_band[2*self.KL-1-i, i+1:N], i+1)
694
+
695
+ p_lin, l_lin, u_lin = lu(self.comp_mat, permute_l=0)
696
+ assert_array_almost_equal(u, u_lin)
697
+
698
+ def test_dgbtrs(self):
699
+ """Compare dgbtrs solutions for linear equation system A*x = b
700
+ with solutions of linalg.solve."""
701
+
702
+ lu_symm_band, ipiv, info = dgbtrf(self.bandmat_real, self.KL, self.KU)
703
+ y, info = dgbtrs(lu_symm_band, self.KL, self.KU, self.b, ipiv)
704
+
705
+ y_lin = linalg.solve(self.real_mat, self.b)
706
+ assert_array_almost_equal(y, y_lin)
707
+
708
+ def test_zgbtrs(self):
709
+ """Compare zgbtrs solutions for linear equation system A*x = b
710
+ with solutions of linalg.solve."""
711
+
712
+ lu_symm_band, ipiv, info = zgbtrf(self.bandmat_comp, self.KL, self.KU)
713
+ y, info = zgbtrs(lu_symm_band, self.KL, self.KU, self.bc, ipiv)
714
+
715
+ y_lin = linalg.solve(self.comp_mat, self.bc)
716
+ assert_array_almost_equal(y, y_lin)
717
+
718
+ @pytest.mark.parametrize('dt', [int, float, np.float32, complex, np.complex64])
719
+ def test_empty(self, dt):
720
+ a_band = np.empty((0, 0), dtype=dt)
721
+ w, v = eig_banded(a_band)
722
+
723
+ w_n, v_n = eig_banded(np.array([[0, 0], [1, 1]], dtype=dt))
724
+
725
+ assert w.shape == (0,)
726
+ assert w.dtype == w_n.dtype
727
+
728
+ assert v.shape == (0, 0)
729
+ assert v.dtype == v_n.dtype
730
+
731
+ w = eig_banded(a_band, eigvals_only=True)
732
+ assert w.shape == (0,)
733
+ assert w.dtype == w_n.dtype
734
+
735
+ class TestEigTridiagonal:
736
+ def setup_method(self):
737
+ self.create_trimat()
738
+
739
+ def create_trimat(self):
740
+ """Create the full matrix `self.fullmat`, `self.d`, and `self.e`."""
741
+ N = 10
742
+
743
+ # symmetric band matrix
744
+ self.d = full(N, 1.0)
745
+ self.e = full(N-1, -1.0)
746
+ self.full_mat = (diag(self.d) + diag(self.e, -1) + diag(self.e, 1))
747
+
748
+ ew, ev = linalg.eig(self.full_mat)
749
+ ew = ew.real
750
+ args = argsort(ew)
751
+ self.w = ew[args]
752
+ self.evec = ev[:, args]
753
+
754
+ def test_degenerate(self):
755
+ """Test error conditions."""
756
+ # Wrong sizes
757
+ assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e[:-1])
758
+ # Must be real
759
+ assert_raises(TypeError, eigvalsh_tridiagonal, self.d, self.e * 1j)
760
+ # Bad driver
761
+ assert_raises(TypeError, eigvalsh_tridiagonal, self.d, self.e,
762
+ lapack_driver=1.)
763
+ assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e,
764
+ lapack_driver='foo')
765
+ # Bad bounds
766
+ assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e,
767
+ select='i', select_range=(0, -1))
768
+
769
+ def test_eigvalsh_tridiagonal(self):
770
+ """Compare eigenvalues of eigvalsh_tridiagonal with those of eig."""
771
+ # can't use ?STERF with subselection
772
+ for driver in ('sterf', 'stev', 'stevd', 'stebz', 'stemr', 'auto'):
773
+ w = eigvalsh_tridiagonal(self.d, self.e, lapack_driver=driver)
774
+ assert_array_almost_equal(sort(w), self.w)
775
+
776
+ for driver in ('sterf', 'stev', 'stevd'):
777
+ assert_raises(ValueError, eigvalsh_tridiagonal, self.d, self.e,
778
+ lapack_driver=driver, select='i',
779
+ select_range=(0, 1))
780
+ for driver in ('stebz', 'stemr', 'auto'):
781
+ # extracting eigenvalues with respect to the full index range
782
+ w_ind = eigvalsh_tridiagonal(
783
+ self.d, self.e, select='i', select_range=(0, len(self.d)-1),
784
+ lapack_driver=driver)
785
+ assert_array_almost_equal(sort(w_ind), self.w)
786
+
787
+ # extracting eigenvalues with respect to an index range
788
+ ind1 = 2
789
+ ind2 = 6
790
+ w_ind = eigvalsh_tridiagonal(
791
+ self.d, self.e, select='i', select_range=(ind1, ind2),
792
+ lapack_driver=driver)
793
+ assert_array_almost_equal(sort(w_ind), self.w[ind1:ind2+1])
794
+
795
+ # extracting eigenvalues with respect to a value range
796
+ v_lower = self.w[ind1] - 1.0e-5
797
+ v_upper = self.w[ind2] + 1.0e-5
798
+ w_val = eigvalsh_tridiagonal(
799
+ self.d, self.e, select='v', select_range=(v_lower, v_upper),
800
+ lapack_driver=driver)
801
+ assert_array_almost_equal(sort(w_val), self.w[ind1:ind2+1])
802
+
803
+ def test_eigh_tridiagonal(self):
804
+ """Compare eigenvalues and eigenvectors of eigh_tridiagonal
805
+ with those of eig. """
806
+ # can't use ?STERF when eigenvectors are requested
807
+ assert_raises(ValueError, eigh_tridiagonal, self.d, self.e,
808
+ lapack_driver='sterf')
809
+ for driver in ('stebz', 'stev', 'stevd', 'stemr', 'auto'):
810
+ w, evec = eigh_tridiagonal(self.d, self.e, lapack_driver=driver)
811
+ evec_ = evec[:, argsort(w)]
812
+ assert_array_almost_equal(sort(w), self.w)
813
+ assert_array_almost_equal(abs(evec_), abs(self.evec))
814
+
815
+ assert_raises(ValueError, eigh_tridiagonal, self.d, self.e,
816
+ lapack_driver='stev', select='i', select_range=(0, 1))
817
+ for driver in ('stebz', 'stemr', 'auto'):
818
+ # extracting eigenvalues with respect to an index range
819
+ ind1 = 0
820
+ ind2 = len(self.d)-1
821
+ w, evec = eigh_tridiagonal(
822
+ self.d, self.e, select='i', select_range=(ind1, ind2),
823
+ lapack_driver=driver)
824
+ assert_array_almost_equal(sort(w), self.w)
825
+ assert_array_almost_equal(abs(evec), abs(self.evec))
826
+ ind1 = 2
827
+ ind2 = 6
828
+ w, evec = eigh_tridiagonal(
829
+ self.d, self.e, select='i', select_range=(ind1, ind2),
830
+ lapack_driver=driver)
831
+ assert_array_almost_equal(sort(w), self.w[ind1:ind2+1])
832
+ assert_array_almost_equal(abs(evec),
833
+ abs(self.evec[:, ind1:ind2+1]))
834
+
835
+ # extracting eigenvalues with respect to a value range
836
+ v_lower = self.w[ind1] - 1.0e-5
837
+ v_upper = self.w[ind2] + 1.0e-5
838
+ w, evec = eigh_tridiagonal(
839
+ self.d, self.e, select='v', select_range=(v_lower, v_upper),
840
+ lapack_driver=driver)
841
+ assert_array_almost_equal(sort(w), self.w[ind1:ind2+1])
842
+ assert_array_almost_equal(abs(evec),
843
+ abs(self.evec[:, ind1:ind2+1]))
844
+
845
+ def test_eigh_tridiagonal_1x1(self):
846
+ """See gh-20075"""
847
+ a = np.array([-2.0])
848
+ b = np.array([])
849
+ x = eigh_tridiagonal(a, b, eigvals_only=True)
850
+ assert x.ndim == 1
851
+ assert_allclose(x, a)
852
+ x, V = eigh_tridiagonal(a, b, select="i", select_range=(0, 0))
853
+ assert x.ndim == 1
854
+ assert V.ndim == 2
855
+ assert_allclose(x, a)
856
+ assert_allclose(V, array([[1.]]))
857
+
858
+ x, V = eigh_tridiagonal(a, b, select="v", select_range=(-2, 0))
859
+ assert x.size == 0
860
+ assert x.shape == (0,)
861
+ assert V.shape == (1, 0)
862
+
863
+
864
+ class TestEigh:
865
+ def setup_class(self):
866
+ np.random.seed(1234)
867
+
868
+ def test_wrong_inputs(self):
869
+ # Nonsquare a
870
+ assert_raises(ValueError, eigh, np.ones([1, 2]))
871
+ # Nonsquare b
872
+ assert_raises(ValueError, eigh, np.ones([2, 2]), np.ones([2, 1]))
873
+ # Incompatible a, b sizes
874
+ assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([2, 2]))
875
+ # Wrong type parameter for generalized problem
876
+ assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
877
+ type=4)
878
+ # Both value and index subsets requested
879
+ assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
880
+ subset_by_value=[1, 2], subset_by_index=[2, 4])
881
+ # Invalid upper index spec
882
+ assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
883
+ subset_by_index=[0, 4])
884
+ # Invalid lower index
885
+ assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
886
+ subset_by_index=[-2, 2])
887
+ # Invalid index spec #2
888
+ assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
889
+ subset_by_index=[2, 0])
890
+ # Invalid value spec
891
+ assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
892
+ subset_by_value=[2, 0])
893
+ # Invalid driver name
894
+ assert_raises(ValueError, eigh, np.ones([2, 2]), driver='wrong')
895
+ # Generalized driver selection without b
896
+ assert_raises(ValueError, eigh, np.ones([3, 3]), None, driver='gvx')
897
+ # Standard driver with b
898
+ assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
899
+ driver='evr')
900
+ # Subset request from invalid driver
901
+ assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
902
+ driver='gvd', subset_by_index=[1, 2])
903
+ assert_raises(ValueError, eigh, np.ones([3, 3]), np.ones([3, 3]),
904
+ driver='gvd', subset_by_index=[1, 2])
905
+
906
+ def test_nonpositive_b(self):
907
+ assert_raises(LinAlgError, eigh, np.ones([3, 3]), np.ones([3, 3]))
908
+
909
+ # index based subsets are done in the legacy test_eigh()
910
+ def test_value_subsets(self):
911
+ for ind, dt in enumerate(DTYPES):
912
+
913
+ a = _random_hermitian_matrix(20, dtype=dt)
914
+ w, v = eigh(a, subset_by_value=[-2, 2])
915
+ assert_equal(v.shape[1], len(w))
916
+ assert all((w > -2) & (w < 2))
917
+
918
+ b = _random_hermitian_matrix(20, posdef=True, dtype=dt)
919
+ w, v = eigh(a, b, subset_by_value=[-2, 2])
920
+ assert_equal(v.shape[1], len(w))
921
+ assert all((w > -2) & (w < 2))
922
+
923
+ def test_eigh_integer(self):
924
+ a = array([[1, 2], [2, 7]])
925
+ b = array([[3, 1], [1, 5]])
926
+ w, z = eigh(a)
927
+ w, z = eigh(a, b)
928
+
929
+ def test_eigh_of_sparse(self):
930
+ # This tests the rejection of inputs that eigh cannot currently handle.
931
+ import scipy.sparse
932
+ a = scipy.sparse.identity(2).tocsc()
933
+ b = np.atleast_2d(a)
934
+ assert_raises(ValueError, eigh, a)
935
+ assert_raises(ValueError, eigh, b)
936
+
937
+ @pytest.mark.parametrize('dtype_', DTYPES)
938
+ @pytest.mark.parametrize('driver', ("ev", "evd", "evr", "evx"))
939
+ def test_various_drivers_standard(self, driver, dtype_):
940
+ a = _random_hermitian_matrix(n=20, dtype=dtype_)
941
+ w, v = eigh(a, driver=driver)
942
+ assert_allclose(a @ v - (v * w), 0.,
943
+ atol=1000*np.finfo(dtype_).eps,
944
+ rtol=0.)
945
+
946
+ @pytest.mark.parametrize('driver', ("ev", "evd", "evr", "evx"))
947
+ def test_1x1_lwork(self, driver):
948
+ w, v = eigh([[1]], driver=driver)
949
+ assert_allclose(w, array([1.]), atol=1e-15)
950
+ assert_allclose(v, array([[1.]]), atol=1e-15)
951
+
952
+ # complex case now
953
+ w, v = eigh([[1j]], driver=driver)
954
+ assert_allclose(w, array([0]), atol=1e-15)
955
+ assert_allclose(v, array([[1.]]), atol=1e-15)
956
+
957
+ @pytest.mark.parametrize('type', (1, 2, 3))
958
+ @pytest.mark.parametrize('driver', ("gv", "gvd", "gvx"))
959
+ def test_various_drivers_generalized(self, driver, type):
960
+ atol = np.spacing(5000.)
961
+ a = _random_hermitian_matrix(20)
962
+ b = _random_hermitian_matrix(20, posdef=True)
963
+ w, v = eigh(a=a, b=b, driver=driver, type=type)
964
+ if type == 1:
965
+ assert_allclose(a @ v - w*(b @ v), 0., atol=atol, rtol=0.)
966
+ elif type == 2:
967
+ assert_allclose(a @ b @ v - v * w, 0., atol=atol, rtol=0.)
968
+ else:
969
+ assert_allclose(b @ a @ v - v * w, 0., atol=atol, rtol=0.)
970
+
971
+ def test_eigvalsh_new_args(self):
972
+ a = _random_hermitian_matrix(5)
973
+ w = eigvalsh(a, subset_by_index=[1, 2])
974
+ assert_equal(len(w), 2)
975
+
976
+ w2 = eigvalsh(a, subset_by_index=[1, 2])
977
+ assert_equal(len(w2), 2)
978
+ assert_allclose(w, w2)
979
+
980
+ b = np.diag([1, 1.2, 1.3, 1.5, 2])
981
+ w3 = eigvalsh(b, subset_by_value=[1, 1.4])
982
+ assert_equal(len(w3), 2)
983
+ assert_allclose(w3, np.array([1.2, 1.3]))
984
+
985
+ @pytest.mark.parametrize('dt', [int, float, np.float32, complex, np.complex64])
986
+ def test_empty(self, dt):
987
+ a = np.empty((0, 0), dtype=dt)
988
+ w, v = eigh(a)
989
+
990
+ w_n, v_n = eigh(np.eye(2, dtype=dt))
991
+
992
+ assert w.shape == (0,)
993
+ assert w.dtype == w_n.dtype
994
+
995
+ assert v.shape == (0, 0)
996
+ assert v.dtype == v_n.dtype
997
+
998
+ w = eigh(a, eigvals_only=True)
999
+ assert_allclose(w, np.empty((0,)))
1000
+
1001
+ assert w.shape == (0,)
1002
+ assert w.dtype == w_n.dtype
1003
+
1004
+ class TestSVD_GESDD:
1005
+ lapack_driver = 'gesdd'
1006
+
1007
+ def test_degenerate(self):
1008
+ assert_raises(TypeError, svd, [[1.]], lapack_driver=1.)
1009
+ assert_raises(ValueError, svd, [[1.]], lapack_driver='foo')
1010
+
1011
+ def test_simple(self):
1012
+ a = [[1, 2, 3], [1, 20, 3], [2, 5, 6]]
1013
+ for full_matrices in (True, False):
1014
+ u, s, vh = svd(a, full_matrices=full_matrices,
1015
+ lapack_driver=self.lapack_driver)
1016
+ assert_array_almost_equal(u.T @ u, eye(3))
1017
+ assert_array_almost_equal(vh.T @ vh, eye(3))
1018
+ sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char)
1019
+ for i in range(len(s)):
1020
+ sigma[i, i] = s[i]
1021
+ assert_array_almost_equal(u @ sigma @ vh, a)
1022
+
1023
+ def test_simple_singular(self):
1024
+ a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
1025
+ for full_matrices in (True, False):
1026
+ u, s, vh = svd(a, full_matrices=full_matrices,
1027
+ lapack_driver=self.lapack_driver)
1028
+ assert_array_almost_equal(u.T @ u, eye(3))
1029
+ assert_array_almost_equal(vh.T @ vh, eye(3))
1030
+ sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char)
1031
+ for i in range(len(s)):
1032
+ sigma[i, i] = s[i]
1033
+ assert_array_almost_equal(u @ sigma @ vh, a)
1034
+
1035
+ def test_simple_underdet(self):
1036
+ a = [[1, 2, 3], [4, 5, 6]]
1037
+ for full_matrices in (True, False):
1038
+ u, s, vh = svd(a, full_matrices=full_matrices,
1039
+ lapack_driver=self.lapack_driver)
1040
+ assert_array_almost_equal(u.T @ u, eye(u.shape[0]))
1041
+ sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char)
1042
+ for i in range(len(s)):
1043
+ sigma[i, i] = s[i]
1044
+ assert_array_almost_equal(u @ sigma @ vh, a)
1045
+
1046
+ def test_simple_overdet(self):
1047
+ a = [[1, 2], [4, 5], [3, 4]]
1048
+ for full_matrices in (True, False):
1049
+ u, s, vh = svd(a, full_matrices=full_matrices,
1050
+ lapack_driver=self.lapack_driver)
1051
+ assert_array_almost_equal(u.T @ u, eye(u.shape[1]))
1052
+ assert_array_almost_equal(vh.T @ vh, eye(2))
1053
+ sigma = zeros((u.shape[1], vh.shape[0]), s.dtype.char)
1054
+ for i in range(len(s)):
1055
+ sigma[i, i] = s[i]
1056
+ assert_array_almost_equal(u @ sigma @ vh, a)
1057
+
1058
+ def test_random(self):
1059
+ rng = np.random.RandomState(1234)
1060
+ n = 20
1061
+ m = 15
1062
+ for i in range(3):
1063
+ for a in [rng.random([n, m]), rng.random([m, n])]:
1064
+ for full_matrices in (True, False):
1065
+ u, s, vh = svd(a, full_matrices=full_matrices,
1066
+ lapack_driver=self.lapack_driver)
1067
+ assert_array_almost_equal(u.T @ u, eye(u.shape[1]))
1068
+ assert_array_almost_equal(vh @ vh.T, eye(vh.shape[0]))
1069
+ sigma = zeros((u.shape[1], vh.shape[0]), s.dtype.char)
1070
+ for i in range(len(s)):
1071
+ sigma[i, i] = s[i]
1072
+ assert_array_almost_equal(u @ sigma @ vh, a)
1073
+
1074
+ def test_simple_complex(self):
1075
+ a = [[1, 2, 3], [1, 2j, 3], [2, 5, 6]]
1076
+ for full_matrices in (True, False):
1077
+ u, s, vh = svd(a, full_matrices=full_matrices,
1078
+ lapack_driver=self.lapack_driver)
1079
+ assert_array_almost_equal(u.conj().T @ u, eye(u.shape[1]))
1080
+ assert_array_almost_equal(vh.conj().T @ vh, eye(vh.shape[0]))
1081
+ sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char)
1082
+ for i in range(len(s)):
1083
+ sigma[i, i] = s[i]
1084
+ assert_array_almost_equal(u @ sigma @ vh, a)
1085
+
1086
+ def test_random_complex(self):
1087
+ rng = np.random.RandomState(1234)
1088
+ n = 20
1089
+ m = 15
1090
+ for i in range(3):
1091
+ for full_matrices in (True, False):
1092
+ for a in [rng.random([n, m]), rng.random([m, n])]:
1093
+ a = a + 1j*rng.random(list(a.shape))
1094
+ u, s, vh = svd(a, full_matrices=full_matrices,
1095
+ lapack_driver=self.lapack_driver)
1096
+ assert_array_almost_equal(u.conj().T @ u,
1097
+ eye(u.shape[1]))
1098
+ # This fails when [m,n]
1099
+ # assert_array_almost_equal(vh.conj().T @ vh,
1100
+ # eye(len(vh),dtype=vh.dtype.char))
1101
+ sigma = zeros((u.shape[1], vh.shape[0]), s.dtype.char)
1102
+ for i in range(len(s)):
1103
+ sigma[i, i] = s[i]
1104
+ assert_array_almost_equal(u @ sigma @ vh, a)
1105
+
1106
+ def test_crash_1580(self):
1107
+ rng = np.random.RandomState(1234)
1108
+ sizes = [(13, 23), (30, 50), (60, 100)]
1109
+ for sz in sizes:
1110
+ for dt in [np.float32, np.float64, np.complex64, np.complex128]:
1111
+ a = rng.rand(*sz).astype(dt)
1112
+ # should not crash
1113
+ svd(a, lapack_driver=self.lapack_driver)
1114
+
1115
+ def test_check_finite(self):
1116
+ a = [[1, 2, 3], [1, 20, 3], [2, 5, 6]]
1117
+ u, s, vh = svd(a, check_finite=False, lapack_driver=self.lapack_driver)
1118
+ assert_array_almost_equal(u.T @ u, eye(3))
1119
+ assert_array_almost_equal(vh.T @ vh, eye(3))
1120
+ sigma = zeros((u.shape[0], vh.shape[0]), s.dtype.char)
1121
+ for i in range(len(s)):
1122
+ sigma[i, i] = s[i]
1123
+ assert_array_almost_equal(u @ sigma @ vh, a)
1124
+
1125
+ def test_gh_5039(self):
1126
+ # This is a smoke test for https://github.com/scipy/scipy/issues/5039
1127
+ #
1128
+ # The following is reported to raise "ValueError: On entry to DGESDD
1129
+ # parameter number 12 had an illegal value".
1130
+ # `interp1d([1,2,3,4], [1,2,3,4], kind='cubic')`
1131
+ # This is reported to only show up on LAPACK 3.0.3.
1132
+ #
1133
+ # The matrix below is taken from the call to
1134
+ # `B = _fitpack._bsplmat(order, xk)` in interpolate._find_smoothest
1135
+ b = np.array(
1136
+ [[0.16666667, 0.66666667, 0.16666667, 0., 0., 0.],
1137
+ [0., 0.16666667, 0.66666667, 0.16666667, 0., 0.],
1138
+ [0., 0., 0.16666667, 0.66666667, 0.16666667, 0.],
1139
+ [0., 0., 0., 0.16666667, 0.66666667, 0.16666667]])
1140
+ svd(b, lapack_driver=self.lapack_driver)
1141
+
1142
+ @pytest.mark.skipif(not HAS_ILP64, reason="64-bit LAPACK required")
1143
+ @pytest.mark.slow
1144
+ def test_large_matrix(self):
1145
+ check_free_memory(free_mb=17000)
1146
+ A = np.zeros([1, 2**31], dtype=np.float32)
1147
+ A[0, -1] = 1
1148
+ u, s, vh = svd(A, full_matrices=False)
1149
+ assert_allclose(s[0], 1.0)
1150
+ assert_allclose(u[0, 0] * vh[0, -1], 1.0)
1151
+
1152
+ @pytest.mark.parametrize("m", [0, 1, 2])
1153
+ @pytest.mark.parametrize("n", [0, 1, 2])
1154
+ @pytest.mark.parametrize('dtype', DTYPES)
1155
+ def test_shape_dtype(self, m, n, dtype):
1156
+ a = np.zeros((m, n), dtype=dtype)
1157
+ k = min(m, n)
1158
+ dchar = a.dtype.char
1159
+ real_dchar = dchar.lower() if dchar in 'FD' else dchar
1160
+
1161
+ u, s, v = svd(a)
1162
+ assert_equal(u.shape, (m, m))
1163
+ assert_equal(u.dtype, dtype)
1164
+ assert_equal(s.shape, (k,))
1165
+ assert_equal(s.dtype, np.dtype(real_dchar))
1166
+ assert_equal(v.shape, (n, n))
1167
+ assert_equal(v.dtype, dtype)
1168
+
1169
+ u, s, v = svd(a, full_matrices=False)
1170
+ assert_equal(u.shape, (m, k))
1171
+ assert_equal(u.dtype, dtype)
1172
+ assert_equal(s.shape, (k,))
1173
+ assert_equal(s.dtype, np.dtype(real_dchar))
1174
+ assert_equal(v.shape, (k, n))
1175
+ assert_equal(v.dtype, dtype)
1176
+
1177
+ s = svd(a, compute_uv=False)
1178
+ assert_equal(s.shape, (k,))
1179
+ assert_equal(s.dtype, np.dtype(real_dchar))
1180
+
1181
+ @pytest.mark.parametrize('dt', [int, float, np.float32, complex, np.complex64])
1182
+ @pytest.mark.parametrize(("m", "n"), [(0, 0), (0, 2), (2, 0)])
1183
+ def test_empty(self, dt, m, n):
1184
+ a0 = np.eye(3, dtype=dt)
1185
+ u0, s0, v0 = svd(a0)
1186
+
1187
+ a = np.empty((m, n), dtype=dt)
1188
+ u, s, v = svd(a)
1189
+ assert_allclose(u, np.identity(m))
1190
+ assert_allclose(s, np.empty((0,)))
1191
+ assert_allclose(v, np.identity(n))
1192
+
1193
+ assert u.dtype == u0.dtype
1194
+ assert v.dtype == v0.dtype
1195
+ assert s.dtype == s0.dtype
1196
+
1197
+ u, s, v = svd(a, full_matrices=False)
1198
+ assert_allclose(u, np.empty((m, 0)))
1199
+ assert_allclose(s, np.empty((0,)))
1200
+ assert_allclose(v, np.empty((0, n)))
1201
+
1202
+ assert u.dtype == u0.dtype
1203
+ assert v.dtype == v0.dtype
1204
+ assert s.dtype == s0.dtype
1205
+
1206
+ s = svd(a, compute_uv=False)
1207
+ assert_allclose(s, np.empty((0,)))
1208
+
1209
+ assert s.dtype == s0.dtype
1210
+
1211
+ class TestSVD_GESVD(TestSVD_GESDD):
1212
+ lapack_driver = 'gesvd'
1213
+
1214
+
1215
+ # Allocating an array of such a size leads to _ArrayMemoryError(s)
1216
+ # since the maximum memory that can be in 32-bit (WASM) is 4GB
1217
+ @pytest.mark.skipif(IS_WASM, reason="out of memory in WASM")
1218
+ @pytest.mark.fail_slow(10)
1219
+ def test_svd_gesdd_nofegfault():
1220
+ # svd(a) with {U,VT}.size > INT_MAX does not segfault
1221
+ # cf https://github.com/scipy/scipy/issues/14001
1222
+ df=np.ones((4799, 53130), dtype=np.float64)
1223
+ with assert_raises(ValueError):
1224
+ svd(df)
1225
+
1226
+
1227
+ def test_gesdd_nan_error_message():
1228
+ A = np.eye(2)
1229
+ A[0, 0] = np.nan
1230
+ with pytest.raises(ValueError, match="NaN"):
1231
+ svd(A, check_finite=False)
1232
+
1233
+
1234
+ class TestSVDVals:
1235
+
1236
+ @pytest.mark.parametrize('dt', [int, float, np.float32, complex, np.complex64])
1237
+ def test_empty(self, dt):
1238
+ for a in [[]], np.empty((2, 0)), np.ones((0, 3)):
1239
+ a = np.array(a, dtype=dt)
1240
+ s = svdvals(a)
1241
+ assert_equal(s, np.empty(0))
1242
+
1243
+ s0 = svdvals(np.eye(2, dtype=dt))
1244
+ assert s.dtype == s0.dtype
1245
+
1246
+ def test_simple(self):
1247
+ a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
1248
+ s = svdvals(a)
1249
+ assert_(len(s) == 3)
1250
+ assert_(s[0] >= s[1] >= s[2])
1251
+
1252
+ def test_simple_underdet(self):
1253
+ a = [[1, 2, 3], [4, 5, 6]]
1254
+ s = svdvals(a)
1255
+ assert_(len(s) == 2)
1256
+ assert_(s[0] >= s[1])
1257
+
1258
+ def test_simple_overdet(self):
1259
+ a = [[1, 2], [4, 5], [3, 4]]
1260
+ s = svdvals(a)
1261
+ assert_(len(s) == 2)
1262
+ assert_(s[0] >= s[1])
1263
+
1264
+ def test_simple_complex(self):
1265
+ a = [[1, 2, 3], [1, 20, 3j], [2, 5, 6]]
1266
+ s = svdvals(a)
1267
+ assert_(len(s) == 3)
1268
+ assert_(s[0] >= s[1] >= s[2])
1269
+
1270
+ def test_simple_underdet_complex(self):
1271
+ a = [[1, 2, 3], [4, 5j, 6]]
1272
+ s = svdvals(a)
1273
+ assert_(len(s) == 2)
1274
+ assert_(s[0] >= s[1])
1275
+
1276
+ def test_simple_overdet_complex(self):
1277
+ a = [[1, 2], [4, 5], [3j, 4]]
1278
+ s = svdvals(a)
1279
+ assert_(len(s) == 2)
1280
+ assert_(s[0] >= s[1])
1281
+
1282
+ def test_check_finite(self):
1283
+ a = [[1, 2, 3], [1, 2, 3], [2, 5, 6]]
1284
+ s = svdvals(a, check_finite=False)
1285
+ assert_(len(s) == 3)
1286
+ assert_(s[0] >= s[1] >= s[2])
1287
+
1288
+ @pytest.mark.slow
1289
+ def test_crash_2609(self):
1290
+ np.random.seed(1234)
1291
+ a = np.random.rand(1500, 2800)
1292
+ # Shouldn't crash:
1293
+ svdvals(a)
1294
+
1295
+
1296
+ class TestDiagSVD:
1297
+
1298
+ def test_simple(self):
1299
+ assert_array_almost_equal(diagsvd([1, 0, 0], 3, 3),
1300
+ [[1, 0, 0], [0, 0, 0], [0, 0, 0]])
1301
+
1302
+
1303
+ class TestQR:
1304
+ def test_simple(self):
1305
+ a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
1306
+ q, r = qr(a)
1307
+ assert_array_almost_equal(q.T @ q, eye(3))
1308
+ assert_array_almost_equal(q @ r, a)
1309
+
1310
+ def test_simple_left(self):
1311
+ a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
1312
+ q, r = qr(a)
1313
+ c = [1, 2, 3]
1314
+ qc, r2 = qr_multiply(a, c, "left")
1315
+ assert_array_almost_equal(q @ c, qc)
1316
+ assert_array_almost_equal(r, r2)
1317
+ qc, r2 = qr_multiply(a, eye(3), "left")
1318
+ assert_array_almost_equal(q, qc)
1319
+
1320
+ def test_simple_right(self):
1321
+ a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
1322
+ q, r = qr(a)
1323
+ c = [1, 2, 3]
1324
+ qc, r2 = qr_multiply(a, c)
1325
+ assert_array_almost_equal(c @ q, qc)
1326
+ assert_array_almost_equal(r, r2)
1327
+ qc, r = qr_multiply(a, eye(3))
1328
+ assert_array_almost_equal(q, qc)
1329
+
1330
+ def test_simple_pivoting(self):
1331
+ a = np.asarray([[8, 2, 3], [2, 9, 3], [5, 3, 6]])
1332
+ q, r, p = qr(a, pivoting=True)
1333
+ d = abs(diag(r))
1334
+ assert_(np.all(d[1:] <= d[:-1]))
1335
+ assert_array_almost_equal(q.T @ q, eye(3))
1336
+ assert_array_almost_equal(q @ r, a[:, p])
1337
+ q2, r2 = qr(a[:, p])
1338
+ assert_array_almost_equal(q, q2)
1339
+ assert_array_almost_equal(r, r2)
1340
+
1341
+ def test_simple_left_pivoting(self):
1342
+ a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
1343
+ q, r, jpvt = qr(a, pivoting=True)
1344
+ c = [1, 2, 3]
1345
+ qc, r, jpvt = qr_multiply(a, c, "left", True)
1346
+ assert_array_almost_equal(q @ c, qc)
1347
+
1348
+ def test_simple_right_pivoting(self):
1349
+ a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
1350
+ q, r, jpvt = qr(a, pivoting=True)
1351
+ c = [1, 2, 3]
1352
+ qc, r, jpvt = qr_multiply(a, c, pivoting=True)
1353
+ assert_array_almost_equal(c @ q, qc)
1354
+
1355
+ def test_simple_trap(self):
1356
+ a = [[8, 2, 3], [2, 9, 3]]
1357
+ q, r = qr(a)
1358
+ assert_array_almost_equal(q.T @ q, eye(2))
1359
+ assert_array_almost_equal(q @ r, a)
1360
+
1361
+ def test_simple_trap_pivoting(self):
1362
+ a = np.asarray([[8, 2, 3], [2, 9, 3]])
1363
+ q, r, p = qr(a, pivoting=True)
1364
+ d = abs(diag(r))
1365
+ assert_(np.all(d[1:] <= d[:-1]))
1366
+ assert_array_almost_equal(q.T @ q, eye(2))
1367
+ assert_array_almost_equal(q @ r, a[:, p])
1368
+ q2, r2 = qr(a[:, p])
1369
+ assert_array_almost_equal(q, q2)
1370
+ assert_array_almost_equal(r, r2)
1371
+
1372
+ def test_simple_tall(self):
1373
+ # full version
1374
+ a = [[8, 2], [2, 9], [5, 3]]
1375
+ q, r = qr(a)
1376
+ assert_array_almost_equal(q.T @ q, eye(3))
1377
+ assert_array_almost_equal(q @ r, a)
1378
+
1379
+ def test_simple_tall_pivoting(self):
1380
+ # full version pivoting
1381
+ a = np.asarray([[8, 2], [2, 9], [5, 3]])
1382
+ q, r, p = qr(a, pivoting=True)
1383
+ d = abs(diag(r))
1384
+ assert_(np.all(d[1:] <= d[:-1]))
1385
+ assert_array_almost_equal(q.T @ q, eye(3))
1386
+ assert_array_almost_equal(q @ r, a[:, p])
1387
+ q2, r2 = qr(a[:, p])
1388
+ assert_array_almost_equal(q, q2)
1389
+ assert_array_almost_equal(r, r2)
1390
+
1391
+ def test_simple_tall_e(self):
1392
+ # economy version
1393
+ a = [[8, 2], [2, 9], [5, 3]]
1394
+ q, r = qr(a, mode='economic')
1395
+ assert_array_almost_equal(q.T @ q, eye(2))
1396
+ assert_array_almost_equal(q @ r, a)
1397
+ assert_equal(q.shape, (3, 2))
1398
+ assert_equal(r.shape, (2, 2))
1399
+
1400
+ def test_simple_tall_e_pivoting(self):
1401
+ # economy version pivoting
1402
+ a = np.asarray([[8, 2], [2, 9], [5, 3]])
1403
+ q, r, p = qr(a, pivoting=True, mode='economic')
1404
+ d = abs(diag(r))
1405
+ assert_(np.all(d[1:] <= d[:-1]))
1406
+ assert_array_almost_equal(q.T @ q, eye(2))
1407
+ assert_array_almost_equal(q @ r, a[:, p])
1408
+ q2, r2 = qr(a[:, p], mode='economic')
1409
+ assert_array_almost_equal(q, q2)
1410
+ assert_array_almost_equal(r, r2)
1411
+
1412
+ def test_simple_tall_left(self):
1413
+ a = [[8, 2], [2, 9], [5, 3]]
1414
+ q, r = qr(a, mode="economic")
1415
+ c = [1, 2]
1416
+ qc, r2 = qr_multiply(a, c, "left")
1417
+ assert_array_almost_equal(q @ c, qc)
1418
+ assert_array_almost_equal(r, r2)
1419
+ c = array([1, 2, 0])
1420
+ qc, r2 = qr_multiply(a, c, "left", overwrite_c=True)
1421
+ assert_array_almost_equal(q @ c[:2], qc)
1422
+ qc, r = qr_multiply(a, eye(2), "left")
1423
+ assert_array_almost_equal(qc, q)
1424
+
1425
+ def test_simple_tall_left_pivoting(self):
1426
+ a = [[8, 2], [2, 9], [5, 3]]
1427
+ q, r, jpvt = qr(a, mode="economic", pivoting=True)
1428
+ c = [1, 2]
1429
+ qc, r, kpvt = qr_multiply(a, c, "left", True)
1430
+ assert_array_equal(jpvt, kpvt)
1431
+ assert_array_almost_equal(q @ c, qc)
1432
+ qc, r, jpvt = qr_multiply(a, eye(2), "left", True)
1433
+ assert_array_almost_equal(qc, q)
1434
+
1435
+ def test_simple_tall_right(self):
1436
+ a = [[8, 2], [2, 9], [5, 3]]
1437
+ q, r = qr(a, mode="economic")
1438
+ c = [1, 2, 3]
1439
+ cq, r2 = qr_multiply(a, c)
1440
+ assert_array_almost_equal(c @ q, cq)
1441
+ assert_array_almost_equal(r, r2)
1442
+ cq, r = qr_multiply(a, eye(3))
1443
+ assert_array_almost_equal(cq, q)
1444
+
1445
+ def test_simple_tall_right_pivoting(self):
1446
+ a = [[8, 2], [2, 9], [5, 3]]
1447
+ q, r, jpvt = qr(a, pivoting=True, mode="economic")
1448
+ c = [1, 2, 3]
1449
+ cq, r, jpvt = qr_multiply(a, c, pivoting=True)
1450
+ assert_array_almost_equal(c @ q, cq)
1451
+ cq, r, jpvt = qr_multiply(a, eye(3), pivoting=True)
1452
+ assert_array_almost_equal(cq, q)
1453
+
1454
+ def test_simple_fat(self):
1455
+ # full version
1456
+ a = [[8, 2, 5], [2, 9, 3]]
1457
+ q, r = qr(a)
1458
+ assert_array_almost_equal(q.T @ q, eye(2))
1459
+ assert_array_almost_equal(q @ r, a)
1460
+ assert_equal(q.shape, (2, 2))
1461
+ assert_equal(r.shape, (2, 3))
1462
+
1463
+ def test_simple_fat_pivoting(self):
1464
+ # full version pivoting
1465
+ a = np.asarray([[8, 2, 5], [2, 9, 3]])
1466
+ q, r, p = qr(a, pivoting=True)
1467
+ d = abs(diag(r))
1468
+ assert_(np.all(d[1:] <= d[:-1]))
1469
+ assert_array_almost_equal(q.T @ q, eye(2))
1470
+ assert_array_almost_equal(q @ r, a[:, p])
1471
+ assert_equal(q.shape, (2, 2))
1472
+ assert_equal(r.shape, (2, 3))
1473
+ q2, r2 = qr(a[:, p])
1474
+ assert_array_almost_equal(q, q2)
1475
+ assert_array_almost_equal(r, r2)
1476
+
1477
+ def test_simple_fat_e(self):
1478
+ # economy version
1479
+ a = [[8, 2, 3], [2, 9, 5]]
1480
+ q, r = qr(a, mode='economic')
1481
+ assert_array_almost_equal(q.T @ q, eye(2))
1482
+ assert_array_almost_equal(q @ r, a)
1483
+ assert_equal(q.shape, (2, 2))
1484
+ assert_equal(r.shape, (2, 3))
1485
+
1486
+ def test_simple_fat_e_pivoting(self):
1487
+ # economy version pivoting
1488
+ a = np.asarray([[8, 2, 3], [2, 9, 5]])
1489
+ q, r, p = qr(a, pivoting=True, mode='economic')
1490
+ d = abs(diag(r))
1491
+ assert_(np.all(d[1:] <= d[:-1]))
1492
+ assert_array_almost_equal(q.T @ q, eye(2))
1493
+ assert_array_almost_equal(q @ r, a[:, p])
1494
+ assert_equal(q.shape, (2, 2))
1495
+ assert_equal(r.shape, (2, 3))
1496
+ q2, r2 = qr(a[:, p], mode='economic')
1497
+ assert_array_almost_equal(q, q2)
1498
+ assert_array_almost_equal(r, r2)
1499
+
1500
+ def test_simple_fat_left(self):
1501
+ a = [[8, 2, 3], [2, 9, 5]]
1502
+ q, r = qr(a, mode="economic")
1503
+ c = [1, 2]
1504
+ qc, r2 = qr_multiply(a, c, "left")
1505
+ assert_array_almost_equal(q @ c, qc)
1506
+ assert_array_almost_equal(r, r2)
1507
+ qc, r = qr_multiply(a, eye(2), "left")
1508
+ assert_array_almost_equal(qc, q)
1509
+
1510
+ def test_simple_fat_left_pivoting(self):
1511
+ a = [[8, 2, 3], [2, 9, 5]]
1512
+ q, r, jpvt = qr(a, mode="economic", pivoting=True)
1513
+ c = [1, 2]
1514
+ qc, r, jpvt = qr_multiply(a, c, "left", True)
1515
+ assert_array_almost_equal(q @ c, qc)
1516
+ qc, r, jpvt = qr_multiply(a, eye(2), "left", True)
1517
+ assert_array_almost_equal(qc, q)
1518
+
1519
+ def test_simple_fat_right(self):
1520
+ a = [[8, 2, 3], [2, 9, 5]]
1521
+ q, r = qr(a, mode="economic")
1522
+ c = [1, 2]
1523
+ cq, r2 = qr_multiply(a, c)
1524
+ assert_array_almost_equal(c @ q, cq)
1525
+ assert_array_almost_equal(r, r2)
1526
+ cq, r = qr_multiply(a, eye(2))
1527
+ assert_array_almost_equal(cq, q)
1528
+
1529
+ def test_simple_fat_right_pivoting(self):
1530
+ a = [[8, 2, 3], [2, 9, 5]]
1531
+ q, r, jpvt = qr(a, pivoting=True, mode="economic")
1532
+ c = [1, 2]
1533
+ cq, r, jpvt = qr_multiply(a, c, pivoting=True)
1534
+ assert_array_almost_equal(c @ q, cq)
1535
+ cq, r, jpvt = qr_multiply(a, eye(2), pivoting=True)
1536
+ assert_array_almost_equal(cq, q)
1537
+
1538
+ def test_simple_complex(self):
1539
+ a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
1540
+ q, r = qr(a)
1541
+ assert_array_almost_equal(q.conj().T @ q, eye(3))
1542
+ assert_array_almost_equal(q @ r, a)
1543
+
1544
+ def test_simple_complex_left(self):
1545
+ a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
1546
+ q, r = qr(a)
1547
+ c = [1, 2, 3+4j]
1548
+ qc, r = qr_multiply(a, c, "left")
1549
+ assert_array_almost_equal(q @ c, qc)
1550
+ qc, r = qr_multiply(a, eye(3), "left")
1551
+ assert_array_almost_equal(q, qc)
1552
+
1553
+ def test_simple_complex_right(self):
1554
+ a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
1555
+ q, r = qr(a)
1556
+ c = [1, 2, 3+4j]
1557
+ qc, r = qr_multiply(a, c)
1558
+ assert_array_almost_equal(c @ q, qc)
1559
+ qc, r = qr_multiply(a, eye(3))
1560
+ assert_array_almost_equal(q, qc)
1561
+
1562
+ def test_simple_tall_complex_left(self):
1563
+ a = [[8, 2+3j], [2, 9], [5+7j, 3]]
1564
+ q, r = qr(a, mode="economic")
1565
+ c = [1, 2+2j]
1566
+ qc, r2 = qr_multiply(a, c, "left")
1567
+ assert_array_almost_equal(q @ c, qc)
1568
+ assert_array_almost_equal(r, r2)
1569
+ c = array([1, 2, 0])
1570
+ qc, r2 = qr_multiply(a, c, "left", overwrite_c=True)
1571
+ assert_array_almost_equal(q @ c[:2], qc)
1572
+ qc, r = qr_multiply(a, eye(2), "left")
1573
+ assert_array_almost_equal(qc, q)
1574
+
1575
+ def test_simple_complex_left_conjugate(self):
1576
+ a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
1577
+ q, r = qr(a)
1578
+ c = [1, 2, 3+4j]
1579
+ qc, r = qr_multiply(a, c, "left", conjugate=True)
1580
+ assert_array_almost_equal(q.conj() @ c, qc)
1581
+
1582
+ def test_simple_complex_tall_left_conjugate(self):
1583
+ a = [[3, 3+4j], [5, 2+2j], [3, 2]]
1584
+ q, r = qr(a, mode='economic')
1585
+ c = [1, 3+4j]
1586
+ qc, r = qr_multiply(a, c, "left", conjugate=True)
1587
+ assert_array_almost_equal(q.conj() @ c, qc)
1588
+
1589
+ def test_simple_complex_right_conjugate(self):
1590
+ a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
1591
+ q, r = qr(a)
1592
+ c = np.array([1, 2, 3+4j])
1593
+ qc, r = qr_multiply(a, c, conjugate=True)
1594
+ assert_array_almost_equal(c @ q.conj(), qc)
1595
+
1596
+ def test_simple_complex_pivoting(self):
1597
+ a = array([[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]])
1598
+ q, r, p = qr(a, pivoting=True)
1599
+ d = abs(diag(r))
1600
+ assert_(np.all(d[1:] <= d[:-1]))
1601
+ assert_array_almost_equal(q.conj().T @ q, eye(3))
1602
+ assert_array_almost_equal(q @ r, a[:, p])
1603
+ q2, r2 = qr(a[:, p])
1604
+ assert_array_almost_equal(q, q2)
1605
+ assert_array_almost_equal(r, r2)
1606
+
1607
+ def test_simple_complex_left_pivoting(self):
1608
+ a = array([[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]])
1609
+ q, r, jpvt = qr(a, pivoting=True)
1610
+ c = [1, 2, 3+4j]
1611
+ qc, r, jpvt = qr_multiply(a, c, "left", True)
1612
+ assert_array_almost_equal(q @ c, qc)
1613
+
1614
+ def test_simple_complex_right_pivoting(self):
1615
+ a = array([[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]])
1616
+ q, r, jpvt = qr(a, pivoting=True)
1617
+ c = [1, 2, 3+4j]
1618
+ qc, r, jpvt = qr_multiply(a, c, pivoting=True)
1619
+ assert_array_almost_equal(c @ q, qc)
1620
+
1621
+ def test_random(self):
1622
+ rng = np.random.RandomState(1234)
1623
+ n = 20
1624
+ for k in range(2):
1625
+ a = rng.random([n, n])
1626
+ q, r = qr(a)
1627
+ assert_array_almost_equal(q.T @ q, eye(n))
1628
+ assert_array_almost_equal(q @ r, a)
1629
+
1630
+ def test_random_left(self):
1631
+ rng = np.random.RandomState(1234)
1632
+ n = 20
1633
+ for k in range(2):
1634
+ a = rng.random([n, n])
1635
+ q, r = qr(a)
1636
+ c = rng.random([n])
1637
+ qc, r = qr_multiply(a, c, "left")
1638
+ assert_array_almost_equal(q @ c, qc)
1639
+ qc, r = qr_multiply(a, eye(n), "left")
1640
+ assert_array_almost_equal(q, qc)
1641
+
1642
+ def test_random_right(self):
1643
+ rng = np.random.RandomState(1234)
1644
+ n = 20
1645
+ for k in range(2):
1646
+ a = rng.random([n, n])
1647
+ q, r = qr(a)
1648
+ c = rng.random([n])
1649
+ cq, r = qr_multiply(a, c)
1650
+ assert_array_almost_equal(c @ q, cq)
1651
+ cq, r = qr_multiply(a, eye(n))
1652
+ assert_array_almost_equal(q, cq)
1653
+
1654
+ def test_random_pivoting(self):
1655
+ rng = np.random.RandomState(1234)
1656
+ n = 20
1657
+ for k in range(2):
1658
+ a = rng.random([n, n])
1659
+ q, r, p = qr(a, pivoting=True)
1660
+ d = abs(diag(r))
1661
+ assert_(np.all(d[1:] <= d[:-1]))
1662
+ assert_array_almost_equal(q.T @ q, eye(n))
1663
+ assert_array_almost_equal(q @ r, a[:, p])
1664
+ q2, r2 = qr(a[:, p])
1665
+ assert_array_almost_equal(q, q2)
1666
+ assert_array_almost_equal(r, r2)
1667
+
1668
+ def test_random_tall(self):
1669
+ rng = np.random.RandomState(1234)
1670
+ # full version
1671
+ m = 200
1672
+ n = 100
1673
+ for k in range(2):
1674
+ a = rng.random([m, n])
1675
+ q, r = qr(a)
1676
+ assert_array_almost_equal(q.T @ q, eye(m))
1677
+ assert_array_almost_equal(q @ r, a)
1678
+
1679
+ def test_random_tall_left(self):
1680
+ rng = np.random.RandomState(1234)
1681
+ # full version
1682
+ m = 200
1683
+ n = 100
1684
+ for k in range(2):
1685
+ a = rng.random([m, n])
1686
+ q, r = qr(a, mode="economic")
1687
+ c = rng.random([n])
1688
+ qc, r = qr_multiply(a, c, "left")
1689
+ assert_array_almost_equal(q @ c, qc)
1690
+ qc, r = qr_multiply(a, eye(n), "left")
1691
+ assert_array_almost_equal(qc, q)
1692
+
1693
+ def test_random_tall_right(self):
1694
+ rng = np.random.RandomState(1234)
1695
+ # full version
1696
+ m = 200
1697
+ n = 100
1698
+ for k in range(2):
1699
+ a = rng.random([m, n])
1700
+ q, r = qr(a, mode="economic")
1701
+ c = rng.random([m])
1702
+ cq, r = qr_multiply(a, c)
1703
+ assert_array_almost_equal(c @ q, cq)
1704
+ cq, r = qr_multiply(a, eye(m))
1705
+ assert_array_almost_equal(cq, q)
1706
+
1707
+ def test_random_tall_pivoting(self):
1708
+ rng = np.random.RandomState(1234)
1709
+ # full version pivoting
1710
+ m = 200
1711
+ n = 100
1712
+ for k in range(2):
1713
+ a = rng.random([m, n])
1714
+ q, r, p = qr(a, pivoting=True)
1715
+ d = abs(diag(r))
1716
+ assert_(np.all(d[1:] <= d[:-1]))
1717
+ assert_array_almost_equal(q.T @ q, eye(m))
1718
+ assert_array_almost_equal(q @ r, a[:, p])
1719
+ q2, r2 = qr(a[:, p])
1720
+ assert_array_almost_equal(q, q2)
1721
+ assert_array_almost_equal(r, r2)
1722
+
1723
+ def test_random_tall_e(self):
1724
+ rng = np.random.RandomState(1234)
1725
+ # economy version
1726
+ m = 200
1727
+ n = 100
1728
+ for k in range(2):
1729
+ a = rng.random([m, n])
1730
+ q, r = qr(a, mode='economic')
1731
+ assert_array_almost_equal(q.T @ q, eye(n))
1732
+ assert_array_almost_equal(q @ r, a)
1733
+ assert_equal(q.shape, (m, n))
1734
+ assert_equal(r.shape, (n, n))
1735
+
1736
+ def test_random_tall_e_pivoting(self):
1737
+ rng = np.random.RandomState(1234)
1738
+ # economy version pivoting
1739
+ m = 200
1740
+ n = 100
1741
+ for k in range(2):
1742
+ a = rng.random([m, n])
1743
+ q, r, p = qr(a, pivoting=True, mode='economic')
1744
+ d = abs(diag(r))
1745
+ assert_(np.all(d[1:] <= d[:-1]))
1746
+ assert_array_almost_equal(q.T @ q, eye(n))
1747
+ assert_array_almost_equal(q @ r, a[:, p])
1748
+ assert_equal(q.shape, (m, n))
1749
+ assert_equal(r.shape, (n, n))
1750
+ q2, r2 = qr(a[:, p], mode='economic')
1751
+ assert_array_almost_equal(q, q2)
1752
+ assert_array_almost_equal(r, r2)
1753
+
1754
+ def test_random_trap(self):
1755
+ rng = np.random.RandomState(1234)
1756
+ m = 100
1757
+ n = 200
1758
+ for k in range(2):
1759
+ a = rng.random([m, n])
1760
+ q, r = qr(a)
1761
+ assert_array_almost_equal(q.T @ q, eye(m))
1762
+ assert_array_almost_equal(q @ r, a)
1763
+
1764
+ def test_random_trap_pivoting(self):
1765
+ rng = np.random.RandomState(1234)
1766
+ m = 100
1767
+ n = 200
1768
+ for k in range(2):
1769
+ a = rng.random([m, n])
1770
+ q, r, p = qr(a, pivoting=True)
1771
+ d = abs(diag(r))
1772
+ assert_(np.all(d[1:] <= d[:-1]))
1773
+ assert_array_almost_equal(q.T @ q, eye(m))
1774
+ assert_array_almost_equal(q @ r, a[:, p])
1775
+ q2, r2 = qr(a[:, p])
1776
+ assert_array_almost_equal(q, q2)
1777
+ assert_array_almost_equal(r, r2)
1778
+
1779
+ def test_random_complex(self):
1780
+ rng = np.random.RandomState(1234)
1781
+ n = 20
1782
+ for k in range(2):
1783
+ a = rng.random([n, n]) + 1j*rng.random([n, n])
1784
+ q, r = qr(a)
1785
+ assert_array_almost_equal(q.conj().T @ q, eye(n))
1786
+ assert_array_almost_equal(q @ r, a)
1787
+
1788
+ def test_random_complex_left(self):
1789
+ rng = np.random.RandomState(1234)
1790
+ n = 20
1791
+ for k in range(2):
1792
+ a = rng.random([n, n]) + 1j*rng.random([n, n])
1793
+ q, r = qr(a)
1794
+ c = rng.random([n]) + 1j*rng.random([n])
1795
+ qc, r = qr_multiply(a, c, "left")
1796
+ assert_array_almost_equal(q @ c, qc)
1797
+ qc, r = qr_multiply(a, eye(n), "left")
1798
+ assert_array_almost_equal(q, qc)
1799
+
1800
+ def test_random_complex_right(self):
1801
+ rng = np.random.RandomState(1234)
1802
+ n = 20
1803
+ for k in range(2):
1804
+ a = rng.random([n, n]) + 1j*rng.random([n, n])
1805
+ q, r = qr(a)
1806
+ c = rng.random([n]) + 1j*rng.random([n])
1807
+ cq, r = qr_multiply(a, c)
1808
+ assert_array_almost_equal(c @ q, cq)
1809
+ cq, r = qr_multiply(a, eye(n))
1810
+ assert_array_almost_equal(q, cq)
1811
+
1812
+ def test_random_complex_pivoting(self):
1813
+ rng = np.random.RandomState(1234)
1814
+ n = 20
1815
+ for k in range(2):
1816
+ a = rng.random([n, n]) + 1j*rng.random([n, n])
1817
+ q, r, p = qr(a, pivoting=True)
1818
+ d = abs(diag(r))
1819
+ assert_(np.all(d[1:] <= d[:-1]))
1820
+ assert_array_almost_equal(q.conj().T @ q, eye(n))
1821
+ assert_array_almost_equal(q @ r, a[:, p])
1822
+ q2, r2 = qr(a[:, p])
1823
+ assert_array_almost_equal(q, q2)
1824
+ assert_array_almost_equal(r, r2)
1825
+
1826
+ def test_check_finite(self):
1827
+ a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
1828
+ q, r = qr(a, check_finite=False)
1829
+ assert_array_almost_equal(q.T @ q, eye(3))
1830
+ assert_array_almost_equal(q @ r, a)
1831
+
1832
+ def test_lwork(self):
1833
+ a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
1834
+ # Get comparison values
1835
+ q, r = qr(a, lwork=None)
1836
+
1837
+ # Test against minimum valid lwork
1838
+ q2, r2 = qr(a, lwork=3)
1839
+ assert_array_almost_equal(q2, q)
1840
+ assert_array_almost_equal(r2, r)
1841
+
1842
+ # Test against larger lwork
1843
+ q3, r3 = qr(a, lwork=10)
1844
+ assert_array_almost_equal(q3, q)
1845
+ assert_array_almost_equal(r3, r)
1846
+
1847
+ # Test against explicit lwork=-1
1848
+ q4, r4 = qr(a, lwork=-1)
1849
+ assert_array_almost_equal(q4, q)
1850
+ assert_array_almost_equal(r4, r)
1851
+
1852
+ # Test against invalid lwork
1853
+ assert_raises(Exception, qr, (a,), {'lwork': 0})
1854
+ assert_raises(Exception, qr, (a,), {'lwork': 2})
1855
+
1856
+ @pytest.mark.parametrize("m", [0, 1, 2])
1857
+ @pytest.mark.parametrize("n", [0, 1, 2])
1858
+ @pytest.mark.parametrize("pivoting", [False, True])
1859
+ @pytest.mark.parametrize('dtype', DTYPES)
1860
+ def test_shape_dtype(self, m, n, pivoting, dtype):
1861
+ k = min(m, n)
1862
+
1863
+ a = np.zeros((m, n), dtype=dtype)
1864
+ q, r, *other = qr(a, pivoting=pivoting)
1865
+ assert_equal(q.shape, (m, m))
1866
+ assert_equal(q.dtype, dtype)
1867
+ assert_equal(r.shape, (m, n))
1868
+ assert_equal(r.dtype, dtype)
1869
+ assert len(other) == (1 if pivoting else 0)
1870
+ if pivoting:
1871
+ p, = other
1872
+ assert_equal(p.shape, (n,))
1873
+ assert_equal(p.dtype, np.int32)
1874
+
1875
+ r, *other = qr(a, mode='r', pivoting=pivoting)
1876
+ assert_equal(r.shape, (m, n))
1877
+ assert_equal(r.dtype, dtype)
1878
+ assert len(other) == (1 if pivoting else 0)
1879
+ if pivoting:
1880
+ p, = other
1881
+ assert_equal(p.shape, (n,))
1882
+ assert_equal(p.dtype, np.int32)
1883
+
1884
+ q, r, *other = qr(a, mode='economic', pivoting=pivoting)
1885
+ assert_equal(q.shape, (m, k))
1886
+ assert_equal(q.dtype, dtype)
1887
+ assert_equal(r.shape, (k, n))
1888
+ assert_equal(r.dtype, dtype)
1889
+ assert len(other) == (1 if pivoting else 0)
1890
+ if pivoting:
1891
+ p, = other
1892
+ assert_equal(p.shape, (n,))
1893
+ assert_equal(p.dtype, np.int32)
1894
+
1895
+ (raw, tau), r, *other = qr(a, mode='raw', pivoting=pivoting)
1896
+ assert_equal(raw.shape, (m, n))
1897
+ assert_equal(raw.dtype, dtype)
1898
+ assert_equal(tau.shape, (k,))
1899
+ assert_equal(tau.dtype, dtype)
1900
+ assert_equal(r.shape, (k, n))
1901
+ assert_equal(r.dtype, dtype)
1902
+ assert len(other) == (1 if pivoting else 0)
1903
+ if pivoting:
1904
+ p, = other
1905
+ assert_equal(p.shape, (n,))
1906
+ assert_equal(p.dtype, np.int32)
1907
+
1908
+ @pytest.mark.parametrize(("m", "n"), [(0, 0), (0, 2), (2, 0)])
1909
+ def test_empty(self, m, n):
1910
+ k = min(m, n)
1911
+
1912
+ a = np.empty((m, n))
1913
+ q, r = qr(a)
1914
+ assert_allclose(q, np.identity(m))
1915
+ assert_allclose(r, np.empty((m, n)))
1916
+
1917
+ q, r, p = qr(a, pivoting=True)
1918
+ assert_allclose(q, np.identity(m))
1919
+ assert_allclose(r, np.empty((m, n)))
1920
+ assert_allclose(p, np.arange(n))
1921
+
1922
+ r, = qr(a, mode='r')
1923
+ assert_allclose(r, np.empty((m, n)))
1924
+
1925
+ q, r = qr(a, mode='economic')
1926
+ assert_allclose(q, np.empty((m, k)))
1927
+ assert_allclose(r, np.empty((k, n)))
1928
+
1929
+ (raw, tau), r = qr(a, mode='raw')
1930
+ assert_allclose(raw, np.empty((m, n)))
1931
+ assert_allclose(tau, np.empty((k,)))
1932
+ assert_allclose(r, np.empty((k, n)))
1933
+
1934
+ def test_multiply_empty(self):
1935
+ a = np.empty((0, 0))
1936
+ c = np.empty((0, 0))
1937
+ cq, r = qr_multiply(a, c)
1938
+ assert_allclose(cq, np.empty((0, 0)))
1939
+
1940
+ a = np.empty((0, 2))
1941
+ c = np.empty((2, 0))
1942
+ cq, r = qr_multiply(a, c)
1943
+ assert_allclose(cq, np.empty((2, 0)))
1944
+
1945
+ a = np.empty((2, 0))
1946
+ c = np.empty((0, 2))
1947
+ cq, r = qr_multiply(a, c)
1948
+ assert_allclose(cq, np.empty((0, 2)))
1949
+
1950
+
1951
+ class TestRQ:
1952
+ def test_simple(self):
1953
+ a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
1954
+ r, q = rq(a)
1955
+ assert_array_almost_equal(q @ q.T, eye(3))
1956
+ assert_array_almost_equal(r @ q, a)
1957
+
1958
+ def test_r(self):
1959
+ a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
1960
+ r, q = rq(a)
1961
+ r2 = rq(a, mode='r')
1962
+ assert_array_almost_equal(r, r2)
1963
+
1964
+ def test_random(self):
1965
+ rng = np.random.RandomState(1234)
1966
+ n = 20
1967
+ for k in range(2):
1968
+ a = rng.random([n, n])
1969
+ r, q = rq(a)
1970
+ assert_array_almost_equal(q @ q.T, eye(n))
1971
+ assert_array_almost_equal(r @ q, a)
1972
+
1973
+ def test_simple_trap(self):
1974
+ a = [[8, 2, 3], [2, 9, 3]]
1975
+ r, q = rq(a)
1976
+ assert_array_almost_equal(q.T @ q, eye(3))
1977
+ assert_array_almost_equal(r @ q, a)
1978
+
1979
+ def test_simple_tall(self):
1980
+ a = [[8, 2], [2, 9], [5, 3]]
1981
+ r, q = rq(a)
1982
+ assert_array_almost_equal(q.T @ q, eye(2))
1983
+ assert_array_almost_equal(r @ q, a)
1984
+
1985
+ def test_simple_fat(self):
1986
+ a = [[8, 2, 5], [2, 9, 3]]
1987
+ r, q = rq(a)
1988
+ assert_array_almost_equal(q @ q.T, eye(3))
1989
+ assert_array_almost_equal(r @ q, a)
1990
+
1991
+ def test_simple_complex(self):
1992
+ a = [[3, 3+4j, 5], [5, 2, 2+7j], [3, 2, 7]]
1993
+ r, q = rq(a)
1994
+ assert_array_almost_equal(q @ q.conj().T, eye(3))
1995
+ assert_array_almost_equal(r @ q, a)
1996
+
1997
+ def test_random_tall(self):
1998
+ rng = np.random.RandomState(1234)
1999
+ m = 200
2000
+ n = 100
2001
+ for k in range(2):
2002
+ a = rng.random([m, n])
2003
+ r, q = rq(a)
2004
+ assert_array_almost_equal(q @ q.T, eye(n))
2005
+ assert_array_almost_equal(r @ q, a)
2006
+
2007
+ def test_random_trap(self):
2008
+ rng = np.random.RandomState(1234)
2009
+ m = 100
2010
+ n = 200
2011
+ for k in range(2):
2012
+ a = rng.random([m, n])
2013
+ r, q = rq(a)
2014
+ assert_array_almost_equal(q @ q.T, eye(n))
2015
+ assert_array_almost_equal(r @ q, a)
2016
+
2017
+ def test_random_trap_economic(self):
2018
+ rng = np.random.RandomState(1234)
2019
+ m = 100
2020
+ n = 200
2021
+ for k in range(2):
2022
+ a = rng.random([m, n])
2023
+ r, q = rq(a, mode='economic')
2024
+ assert_array_almost_equal(q @ q.T, eye(m))
2025
+ assert_array_almost_equal(r @ q, a)
2026
+ assert_equal(q.shape, (m, n))
2027
+ assert_equal(r.shape, (m, m))
2028
+
2029
+ def test_random_complex(self):
2030
+ rng = np.random.RandomState(1234)
2031
+ n = 20
2032
+ for k in range(2):
2033
+ a = rng.random([n, n]) + 1j*rng.random([n, n])
2034
+ r, q = rq(a)
2035
+ assert_array_almost_equal(q @ q.conj().T, eye(n))
2036
+ assert_array_almost_equal(r @ q, a)
2037
+
2038
+ def test_random_complex_economic(self):
2039
+ rng = np.random.RandomState(1234)
2040
+ m = 100
2041
+ n = 200
2042
+ for k in range(2):
2043
+ a = rng.random([m, n]) + 1j*rng.random([m, n])
2044
+ r, q = rq(a, mode='economic')
2045
+ assert_array_almost_equal(q @ q.conj().T, eye(m))
2046
+ assert_array_almost_equal(r @ q, a)
2047
+ assert_equal(q.shape, (m, n))
2048
+ assert_equal(r.shape, (m, m))
2049
+
2050
+ def test_check_finite(self):
2051
+ a = [[8, 2, 3], [2, 9, 3], [5, 3, 6]]
2052
+ r, q = rq(a, check_finite=False)
2053
+ assert_array_almost_equal(q @ q.T, eye(3))
2054
+ assert_array_almost_equal(r @ q, a)
2055
+
2056
+ @pytest.mark.parametrize("m", [0, 1, 2])
2057
+ @pytest.mark.parametrize("n", [0, 1, 2])
2058
+ @pytest.mark.parametrize('dtype', DTYPES)
2059
+ def test_shape_dtype(self, m, n, dtype):
2060
+ k = min(m, n)
2061
+
2062
+ a = np.zeros((m, n), dtype=dtype)
2063
+ r, q = rq(a)
2064
+ assert_equal(q.shape, (n, n))
2065
+ assert_equal(r.shape, (m, n))
2066
+ assert_equal(r.dtype, dtype)
2067
+ assert_equal(q.dtype, dtype)
2068
+
2069
+ r = rq(a, mode='r')
2070
+ assert_equal(r.shape, (m, n))
2071
+ assert_equal(r.dtype, dtype)
2072
+
2073
+ r, q = rq(a, mode='economic')
2074
+ assert_equal(r.shape, (m, k))
2075
+ assert_equal(r.dtype, dtype)
2076
+ assert_equal(q.shape, (k, n))
2077
+ assert_equal(q.dtype, dtype)
2078
+
2079
+ @pytest.mark.parametrize(("m", "n"), [(0, 0), (0, 2), (2, 0)])
2080
+ def test_empty(self, m, n):
2081
+ k = min(m, n)
2082
+
2083
+ a = np.empty((m, n))
2084
+ r, q = rq(a)
2085
+ assert_allclose(r, np.empty((m, n)))
2086
+ assert_allclose(q, np.identity(n))
2087
+
2088
+ r = rq(a, mode='r')
2089
+ assert_allclose(r, np.empty((m, n)))
2090
+
2091
+ r, q = rq(a, mode='economic')
2092
+ assert_allclose(r, np.empty((m, k)))
2093
+ assert_allclose(q, np.empty((k, n)))
2094
+
2095
+
2096
+ class TestSchur:
2097
+
2098
+ def check_schur(self, a, t, u, rtol, atol):
2099
+ # Check that the Schur decomposition is correct.
2100
+ assert_allclose(u @ t @ u.conj().T, a, rtol=rtol, atol=atol,
2101
+ err_msg="Schur decomposition does not match 'a'")
2102
+ # The expected value of u @ u.H - I is all zeros, so test
2103
+ # with absolute tolerance only.
2104
+ assert_allclose(u @ u.conj().T - np.eye(len(u)), 0, rtol=0, atol=atol,
2105
+ err_msg="u is not unitary")
2106
+
2107
+ def test_simple(self):
2108
+ a = [[8, 12, 3], [2, 9, 3], [10, 3, 6]]
2109
+ t, z = schur(a)
2110
+ self.check_schur(a, t, z, rtol=1e-14, atol=5e-15)
2111
+ tc, zc = schur(a, 'complex')
2112
+ assert_(np.any(ravel(iscomplex(zc))) and np.any(ravel(iscomplex(tc))))
2113
+ self.check_schur(a, tc, zc, rtol=1e-14, atol=5e-15)
2114
+ tc2, zc2 = rsf2csf(tc, zc)
2115
+ self.check_schur(a, tc2, zc2, rtol=1e-14, atol=5e-15)
2116
+
2117
+ @pytest.mark.parametrize(
2118
+ 'sort, expected_diag',
2119
+ [('lhp', [-np.sqrt(2), -0.5, np.sqrt(2), 0.5]),
2120
+ ('rhp', [np.sqrt(2), 0.5, -np.sqrt(2), -0.5]),
2121
+ ('iuc', [-0.5, 0.5, np.sqrt(2), -np.sqrt(2)]),
2122
+ ('ouc', [np.sqrt(2), -np.sqrt(2), -0.5, 0.5]),
2123
+ (lambda x: x >= 0.0, [np.sqrt(2), 0.5, -np.sqrt(2), -0.5])]
2124
+ )
2125
+ def test_sort(self, sort, expected_diag):
2126
+ # The exact eigenvalues of this matrix are
2127
+ # -sqrt(2), sqrt(2), -1/2, 1/2.
2128
+ a = [[4., 3., 1., -1.],
2129
+ [-4.5, -3.5, -1., 1.],
2130
+ [9., 6., -4., 4.5],
2131
+ [6., 4., -3., 3.5]]
2132
+ t, u, sdim = schur(a, sort=sort)
2133
+ self.check_schur(a, t, u, rtol=1e-14, atol=5e-15)
2134
+ assert_allclose(np.diag(t), expected_diag, rtol=1e-12)
2135
+ assert_equal(2, sdim)
2136
+
2137
+ def test_sort_errors(self):
2138
+ a = [[4., 3., 1., -1.],
2139
+ [-4.5, -3.5, -1., 1.],
2140
+ [9., 6., -4., 4.5],
2141
+ [6., 4., -3., 3.5]]
2142
+ assert_raises(ValueError, schur, a, sort='unsupported')
2143
+ assert_raises(ValueError, schur, a, sort=1)
2144
+
2145
+ def test_check_finite(self):
2146
+ a = [[8, 12, 3], [2, 9, 3], [10, 3, 6]]
2147
+ t, z = schur(a, check_finite=False)
2148
+ assert_array_almost_equal(z @ t @ z.conj().T, a)
2149
+
2150
+ @pytest.mark.parametrize('dt', [int, float, np.float32, complex, np.complex64])
2151
+ def test_empty(self, dt):
2152
+ a = np.empty((0, 0), dtype=dt)
2153
+ t, z = schur(a)
2154
+ t0, z0 = schur(np.eye(2, dtype=dt))
2155
+ assert_allclose(t, np.empty((0, 0)))
2156
+ assert_allclose(z, np.empty((0, 0)))
2157
+ assert t.dtype == t0.dtype
2158
+ assert z.dtype == z0.dtype
2159
+
2160
+ t, z, sdim = schur(a, sort='lhp')
2161
+ assert_allclose(t, np.empty((0, 0)))
2162
+ assert_allclose(z, np.empty((0, 0)))
2163
+ assert_equal(sdim, 0)
2164
+ assert t.dtype == t0.dtype
2165
+ assert z.dtype == z0.dtype
2166
+
2167
+ @pytest.mark.parametrize('sort', ['iuc', 'ouc'])
2168
+ @pytest.mark.parametrize('output', ['real', 'complex'])
2169
+ @pytest.mark.parametrize('dtype', [np.float32, np.float64,
2170
+ np.complex64, np.complex128])
2171
+ def test_gh_13137_sort_str(self, sort, output, dtype):
2172
+ # gh-13137 reported that sort values 'iuc' and 'ouc' were not
2173
+ # correct because the callables assumed that the eigenvalues would
2174
+ # always be expressed as a single complex number.
2175
+ # In fact, when `output='real'` and the dtype is real, the
2176
+ # eigenvalues are passed as separate real and imaginary components
2177
+ # (yet no error is raised if the callable accepts only one argument).
2178
+ #
2179
+ # This tests these sort values by counting the number of eigenvalues
2180
+ # `schur` reports as being inside/outside the unit circle.
2181
+
2182
+ # Real matrix with eigenvalues 0.1 +- 2j
2183
+ A = np.asarray([[0.1, -2], [2, 0.1]])
2184
+
2185
+ # Previously, this would fail for `output='real'` with real dtypes
2186
+ sdim = schur(A.astype(dtype), sort=sort, output=output)[-1]
2187
+ assert sdim == 0 if sort == 'iuc' else sdim == 2
2188
+
2189
+ @pytest.mark.parametrize('output', ['real', 'complex'])
2190
+ @pytest.mark.parametrize('dtype', [np.float32, np.float64,
2191
+ np.complex64, np.complex128])
2192
+ def test_gh_13137_sort_custom(self, output, dtype):
2193
+ # This simply tests our understanding of how eigenvalues are
2194
+ # passed to a sort callable. If `output='real'` and the dtype is real,
2195
+ # real and imaginary parts are passed as separate real arguments;
2196
+ # otherwise, they are passed a single complex argument.
2197
+ # Also, if `output='real'` and the dtype is real, when either
2198
+ # eigenvalue in a complex conjugate pair satisfies the sort condition,
2199
+ # `sdim` is incremented by TWO.
2200
+
2201
+ # Real matrix with eigenvalues 0.1 +- 2j
2202
+ A = np.asarray([[0.1, -2], [2, 0.1]])
2203
+
2204
+ all_real = output=='real' and dtype in {np.float32, np.float64}
2205
+
2206
+ def sort(x, y=None):
2207
+ if all_real:
2208
+ assert not np.iscomplexobj(x)
2209
+ assert y is not None and np.isreal(y)
2210
+ z = x + y*1j
2211
+ else:
2212
+ assert np.iscomplexobj(x)
2213
+ assert y is None
2214
+ z = x
2215
+ return z.imag > 1e-15
2216
+
2217
+ # Only one complex eigenvalue satisfies the condition, but when
2218
+ # `all_real` applies, both eigenvalues in the complex conjugate pair
2219
+ # are counted.
2220
+ sdim = schur(A.astype(dtype), sort=sort, output=output)[-1]
2221
+ assert sdim == 2 if all_real else sdim == 1
2222
+
2223
+
2224
+ class TestHessenberg:
2225
+
2226
+ def test_simple(self):
2227
+ a = [[-149, -50, -154],
2228
+ [537, 180, 546],
2229
+ [-27, -9, -25]]
2230
+ h1 = [[-149.0000, 42.2037, -156.3165],
2231
+ [-537.6783, 152.5511, -554.9272],
2232
+ [0, 0.0728, 2.4489]]
2233
+ h, q = hessenberg(a, calc_q=1)
2234
+ assert_array_almost_equal(q.T @ a @ q, h)
2235
+ assert_array_almost_equal(h, h1, decimal=4)
2236
+
2237
+ def test_simple_complex(self):
2238
+ a = [[-149, -50, -154],
2239
+ [537, 180j, 546],
2240
+ [-27j, -9, -25]]
2241
+ h, q = hessenberg(a, calc_q=1)
2242
+ assert_array_almost_equal(q.conj().T @ a @ q, h)
2243
+
2244
+ def test_simple2(self):
2245
+ a = [[1, 2, 3, 4, 5, 6, 7],
2246
+ [0, 2, 3, 4, 6, 7, 2],
2247
+ [0, 2, 2, 3, 0, 3, 2],
2248
+ [0, 0, 2, 8, 0, 0, 2],
2249
+ [0, 3, 1, 2, 0, 1, 2],
2250
+ [0, 1, 2, 3, 0, 1, 0],
2251
+ [0, 0, 0, 0, 0, 1, 2]]
2252
+ h, q = hessenberg(a, calc_q=1)
2253
+ assert_array_almost_equal(q.T @ a @ q, h)
2254
+
2255
+ def test_simple3(self):
2256
+ a = np.eye(3)
2257
+ a[-1, 0] = 2
2258
+ h, q = hessenberg(a, calc_q=1)
2259
+ assert_array_almost_equal(q.T @ a @ q, h)
2260
+
2261
+ def test_random(self):
2262
+ rng = np.random.RandomState(1234)
2263
+ n = 20
2264
+ for k in range(2):
2265
+ a = rng.random([n, n])
2266
+ h, q = hessenberg(a, calc_q=1)
2267
+ assert_array_almost_equal(q.T @ a @ q, h)
2268
+
2269
+ def test_random_complex(self):
2270
+ rng = np.random.RandomState(1234)
2271
+ n = 20
2272
+ for k in range(2):
2273
+ a = rng.random([n, n]) + 1j*rng.random([n, n])
2274
+ h, q = hessenberg(a, calc_q=1)
2275
+ assert_array_almost_equal(q.conj().T @ a @ q, h)
2276
+
2277
+ def test_check_finite(self):
2278
+ a = [[-149, -50, -154],
2279
+ [537, 180, 546],
2280
+ [-27, -9, -25]]
2281
+ h1 = [[-149.0000, 42.2037, -156.3165],
2282
+ [-537.6783, 152.5511, -554.9272],
2283
+ [0, 0.0728, 2.4489]]
2284
+ h, q = hessenberg(a, calc_q=1, check_finite=False)
2285
+ assert_array_almost_equal(q.T @ a @ q, h)
2286
+ assert_array_almost_equal(h, h1, decimal=4)
2287
+
2288
+ def test_2x2(self):
2289
+ a = [[2, 1], [7, 12]]
2290
+
2291
+ h, q = hessenberg(a, calc_q=1)
2292
+ assert_array_almost_equal(q, np.eye(2))
2293
+ assert_array_almost_equal(h, a)
2294
+
2295
+ b = [[2-7j, 1+2j], [7+3j, 12-2j]]
2296
+ h2, q2 = hessenberg(b, calc_q=1)
2297
+ assert_array_almost_equal(q2, np.eye(2))
2298
+ assert_array_almost_equal(h2, b)
2299
+
2300
+ @pytest.mark.parametrize('dt', [int, float, float32, complex, complex64])
2301
+ def test_empty(self, dt):
2302
+ a = np.empty((0, 0), dtype=dt)
2303
+ h = hessenberg(a)
2304
+ assert h.shape == (0, 0)
2305
+ assert h.dtype == hessenberg(np.eye(3, dtype=dt)).dtype
2306
+
2307
+ h, q = hessenberg(a, calc_q=True)
2308
+ h3, q3 = hessenberg(a, calc_q=True)
2309
+ assert h.shape == (0, 0)
2310
+ assert h.dtype == h3.dtype
2311
+
2312
+ assert q.shape == (0, 0)
2313
+ assert q.dtype == q3.dtype
2314
+
2315
+
2316
+ blas_provider = blas_version = None
2317
+ if CONFIG is not None:
2318
+ blas_provider = CONFIG['Build Dependencies']['blas']['name']
2319
+ blas_version = CONFIG['Build Dependencies']['blas']['version']
2320
+
2321
+
2322
+ class TestQZ:
2323
+ def test_qz_single(self):
2324
+ rng = np.random.RandomState(12345)
2325
+ n = 5
2326
+ A = rng.random([n, n]).astype(float32)
2327
+ B = rng.random([n, n]).astype(float32)
2328
+ AA, BB, Q, Z = qz(A, B)
2329
+ assert_array_almost_equal(Q @ AA @ Z.T, A, decimal=5)
2330
+ assert_array_almost_equal(Q @ BB @ Z.T, B, decimal=5)
2331
+ assert_array_almost_equal(Q @ Q.T, eye(n), decimal=5)
2332
+ assert_array_almost_equal(Z @ Z.T, eye(n), decimal=5)
2333
+ assert_(np.all(diag(BB) >= 0))
2334
+
2335
+ def test_qz_double(self):
2336
+ rng = np.random.RandomState(12345)
2337
+ n = 5
2338
+ A = rng.random([n, n])
2339
+ B = rng.random([n, n])
2340
+ AA, BB, Q, Z = qz(A, B)
2341
+ assert_array_almost_equal(Q @ AA @ Z.T, A)
2342
+ assert_array_almost_equal(Q @ BB @ Z.T, B)
2343
+ assert_array_almost_equal(Q @ Q.T, eye(n))
2344
+ assert_array_almost_equal(Z @ Z.T, eye(n))
2345
+ assert_(np.all(diag(BB) >= 0))
2346
+
2347
+ def test_qz_complex(self):
2348
+ rng = np.random.RandomState(12345)
2349
+ n = 5
2350
+ A = rng.random([n, n]) + 1j*rng.random([n, n])
2351
+ B = rng.random([n, n]) + 1j*rng.random([n, n])
2352
+ AA, BB, Q, Z = qz(A, B)
2353
+ assert_array_almost_equal(Q @ AA @ Z.conj().T, A)
2354
+ assert_array_almost_equal(Q @ BB @ Z.conj().T, B)
2355
+ assert_array_almost_equal(Q @ Q.conj().T, eye(n))
2356
+ assert_array_almost_equal(Z @ Z.conj().T, eye(n))
2357
+ assert_(np.all(diag(BB) >= 0))
2358
+ assert_(np.all(diag(BB).imag == 0))
2359
+
2360
+ def test_qz_complex64(self):
2361
+ rng = np.random.RandomState(12345)
2362
+ n = 5
2363
+ A = (rng.random([n, n]) + 1j*rng.random([n, n])).astype(complex64)
2364
+ B = (rng.random([n, n]) + 1j*rng.random([n, n])).astype(complex64)
2365
+ AA, BB, Q, Z = qz(A, B)
2366
+ assert_array_almost_equal(Q @ AA @ Z.conj().T, A, decimal=5)
2367
+ assert_array_almost_equal(Q @ BB @ Z.conj().T, B, decimal=5)
2368
+ assert_array_almost_equal(Q @ Q.conj().T, eye(n), decimal=5)
2369
+ assert_array_almost_equal(Z @ Z.conj().T, eye(n), decimal=5)
2370
+ assert_(np.all(diag(BB) >= 0))
2371
+ assert_(np.all(diag(BB).imag == 0))
2372
+
2373
+ def test_qz_double_complex(self):
2374
+ rng = np.random.RandomState(12345)
2375
+ n = 5
2376
+ A = rng.random([n, n])
2377
+ B = rng.random([n, n])
2378
+ AA, BB, Q, Z = qz(A, B, output='complex')
2379
+ aa = Q @ AA @ Z.conj().T
2380
+ assert_array_almost_equal(aa.real, A)
2381
+ assert_array_almost_equal(aa.imag, 0)
2382
+ bb = Q @ BB @ Z.conj().T
2383
+ assert_array_almost_equal(bb.real, B)
2384
+ assert_array_almost_equal(bb.imag, 0)
2385
+ assert_array_almost_equal(Q @ Q.conj().T, eye(n))
2386
+ assert_array_almost_equal(Z @ Z.conj().T, eye(n))
2387
+ assert_(np.all(diag(BB) >= 0))
2388
+
2389
+ def test_qz_double_sort(self):
2390
+ # from https://www.nag.com/lapack-ex/node119.html
2391
+ # NOTE: These matrices may be ill-conditioned and lead to a
2392
+ # seg fault on certain python versions when compiled with
2393
+ # sse2 or sse3 older ATLAS/LAPACK binaries for windows
2394
+ # A = np.array([[3.9, 12.5, -34.5, -0.5],
2395
+ # [ 4.3, 21.5, -47.5, 7.5],
2396
+ # [ 4.3, 21.5, -43.5, 3.5],
2397
+ # [ 4.4, 26.0, -46.0, 6.0 ]])
2398
+
2399
+ # B = np.array([[ 1.0, 2.0, -3.0, 1.0],
2400
+ # [1.0, 3.0, -5.0, 4.0],
2401
+ # [1.0, 3.0, -4.0, 3.0],
2402
+ # [1.0, 3.0, -4.0, 4.0]])
2403
+ A = np.array([[3.9, 12.5, -34.5, 2.5],
2404
+ [4.3, 21.5, -47.5, 7.5],
2405
+ [4.3, 1.5, -43.5, 3.5],
2406
+ [4.4, 6.0, -46.0, 6.0]])
2407
+
2408
+ B = np.array([[1.0, 1.0, -3.0, 1.0],
2409
+ [1.0, 3.0, -5.0, 4.4],
2410
+ [1.0, 2.0, -4.0, 1.0],
2411
+ [1.2, 3.0, -4.0, 4.0]])
2412
+
2413
+ assert_raises(ValueError, qz, A, B, sort=lambda ar, ai, beta: ai == 0)
2414
+ if False:
2415
+ AA, BB, Q, Z, sdim = qz(A, B, sort=lambda ar, ai, beta: ai == 0)
2416
+ # assert_(sdim == 2)
2417
+ assert_(sdim == 4)
2418
+ assert_array_almost_equal(Q @ AA @ Z.T, A)
2419
+ assert_array_almost_equal(Q @ BB @ Z.T, B)
2420
+
2421
+ # test absolute values bc the sign is ambiguous and
2422
+ # might be platform dependent
2423
+ assert_array_almost_equal(np.abs(AA), np.abs(np.array(
2424
+ [[35.7864, -80.9061, -12.0629, -9.498],
2425
+ [0., 2.7638, -2.3505, 7.3256],
2426
+ [0., 0., 0.6258, -0.0398],
2427
+ [0., 0., 0., -12.8217]])), 4)
2428
+ assert_array_almost_equal(np.abs(BB), np.abs(np.array(
2429
+ [[4.5324, -8.7878, 3.2357, -3.5526],
2430
+ [0., 1.4314, -2.1894, 0.9709],
2431
+ [0., 0., 1.3126, -0.3468],
2432
+ [0., 0., 0., 0.559]])), 4)
2433
+ assert_array_almost_equal(np.abs(Q), np.abs(np.array(
2434
+ [[-0.4193, -0.605, -0.1894, -0.6498],
2435
+ [-0.5495, 0.6987, 0.2654, -0.3734],
2436
+ [-0.4973, -0.3682, 0.6194, 0.4832],
2437
+ [-0.5243, 0.1008, -0.7142, 0.4526]])), 4)
2438
+ assert_array_almost_equal(np.abs(Z), np.abs(np.array(
2439
+ [[-0.9471, -0.2971, -0.1217, 0.0055],
2440
+ [-0.0367, 0.1209, 0.0358, 0.9913],
2441
+ [0.3171, -0.9041, -0.2547, 0.1312],
2442
+ [0.0346, 0.2824, -0.9587, 0.0014]])), 4)
2443
+
2444
+ # test absolute values bc the sign is ambiguous and might be platform
2445
+ # dependent
2446
+ # assert_array_almost_equal(abs(AA), abs(np.array([
2447
+ # [3.8009, -69.4505, 50.3135, -43.2884],
2448
+ # [0.0000, 9.2033, -0.2001, 5.9881],
2449
+ # [0.0000, 0.0000, 1.4279, 4.4453],
2450
+ # [0.0000, 0.0000, 0.9019, -1.1962]])), 4)
2451
+ # assert_array_almost_equal(abs(BB), abs(np.array([
2452
+ # [1.9005, -10.2285, 0.8658, -5.2134],
2453
+ # [0.0000, 2.3008, 0.7915, 0.4262],
2454
+ # [0.0000, 0.0000, 0.8101, 0.0000],
2455
+ # [0.0000, 0.0000, 0.0000, -0.2823]])), 4)
2456
+ # assert_array_almost_equal(abs(Q), abs(np.array([
2457
+ # [0.4642, 0.7886, 0.2915, -0.2786],
2458
+ # [0.5002, -0.5986, 0.5638, -0.2713],
2459
+ # [0.5002, 0.0154, -0.0107, 0.8657],
2460
+ # [0.5331, -0.1395, -0.7727, -0.3151]])), 4)
2461
+ # assert_array_almost_equal(dot(Q,Q.T), eye(4))
2462
+ # assert_array_almost_equal(abs(Z), abs(np.array([
2463
+ # [0.9961, -0.0014, 0.0887, -0.0026],
2464
+ # [0.0057, -0.0404, -0.0938, -0.9948],
2465
+ # [0.0626, 0.7194, -0.6908, 0.0363],
2466
+ # [0.0626, -0.6934, -0.7114, 0.0956]])), 4)
2467
+ # assert_array_almost_equal(dot(Z,Z.T), eye(4))
2468
+
2469
+ # def test_qz_complex_sort(self):
2470
+ # cA = np.array([
2471
+ # [-21.10+22.50*1j, 53.50+-50.50*1j, -34.50+127.50*1j, 7.50+ 0.50*1j],
2472
+ # [-0.46+ -7.78*1j, -3.50+-37.50*1j, -15.50+ 58.50*1j,-10.50+ -1.50*1j],
2473
+ # [ 4.30+ -5.50*1j, 39.70+-17.10*1j, -68.50+ 12.50*1j, -7.50+ -3.50*1j],
2474
+ # [ 5.50+ 4.40*1j, 14.40+ 43.30*1j, -32.50+-46.00*1j,-19.00+-32.50*1j]])
2475
+
2476
+ # cB = np.array([
2477
+ # [1.00+ -5.00*1j, 1.60+ 1.20*1j,-3.00+ 0.00*1j, 0.00+ -1.00*1j],
2478
+ # [0.80+ -0.60*1j, 3.00+ -5.00*1j,-4.00+ 3.00*1j,-2.40+ -3.20*1j],
2479
+ # [1.00+ 0.00*1j, 2.40+ 1.80*1j,-4.00+ -5.00*1j, 0.00+ -3.00*1j],
2480
+ # [0.00+ 1.00*1j,-1.80+ 2.40*1j, 0.00+ -4.00*1j, 4.00+ -5.00*1j]])
2481
+
2482
+ # AAS,BBS,QS,ZS,sdim = qz(cA,cB,sort='lhp')
2483
+
2484
+ # eigenvalues = diag(AAS)/diag(BBS)
2485
+ # assert_(np.all(np.real(eigenvalues[:sdim] < 0)))
2486
+ # assert_(np.all(np.real(eigenvalues[sdim:] > 0)))
2487
+
2488
+ def test_check_finite(self):
2489
+ rng = np.random.RandomState(12345)
2490
+ n = 5
2491
+ A = rng.random([n, n])
2492
+ B = rng.random([n, n])
2493
+ AA, BB, Q, Z = qz(A, B, check_finite=False)
2494
+ assert_array_almost_equal(Q @ AA @ Z.T, A)
2495
+ assert_array_almost_equal(Q @ BB @ Z.T, B)
2496
+ assert_array_almost_equal(Q @ Q.T, eye(n))
2497
+ assert_array_almost_equal(Z @ Z.T, eye(n))
2498
+ assert_(np.all(diag(BB) >= 0))
2499
+
2500
+
2501
+ class TestOrdQZ:
2502
+ @classmethod
2503
+ def setup_class(cls):
2504
+ # https://www.nag.com/lapack-ex/node119.html
2505
+ A1 = np.array([[-21.10 - 22.50j, 53.5 - 50.5j, -34.5 + 127.5j,
2506
+ 7.5 + 0.5j],
2507
+ [-0.46 - 7.78j, -3.5 - 37.5j, -15.5 + 58.5j,
2508
+ -10.5 - 1.5j],
2509
+ [4.30 - 5.50j, 39.7 - 17.1j, -68.5 + 12.5j,
2510
+ -7.5 - 3.5j],
2511
+ [5.50 + 4.40j, 14.4 + 43.3j, -32.5 - 46.0j,
2512
+ -19.0 - 32.5j]])
2513
+
2514
+ B1 = np.array([[1.0 - 5.0j, 1.6 + 1.2j, -3 + 0j, 0.0 - 1.0j],
2515
+ [0.8 - 0.6j, .0 - 5.0j, -4 + 3j, -2.4 - 3.2j],
2516
+ [1.0 + 0.0j, 2.4 + 1.8j, -4 - 5j, 0.0 - 3.0j],
2517
+ [0.0 + 1.0j, -1.8 + 2.4j, 0 - 4j, 4.0 - 5.0j]])
2518
+
2519
+ # https://www.nag.com/numeric/fl/nagdoc_fl23/xhtml/F08/f08yuf.xml
2520
+ A2 = np.array([[3.9, 12.5, -34.5, -0.5],
2521
+ [4.3, 21.5, -47.5, 7.5],
2522
+ [4.3, 21.5, -43.5, 3.5],
2523
+ [4.4, 26.0, -46.0, 6.0]])
2524
+
2525
+ B2 = np.array([[1, 2, -3, 1],
2526
+ [1, 3, -5, 4],
2527
+ [1, 3, -4, 3],
2528
+ [1, 3, -4, 4]])
2529
+
2530
+ # example with the eigenvalues
2531
+ # -0.33891648, 1.61217396+0.74013521j, 1.61217396-0.74013521j,
2532
+ # 0.61244091
2533
+ # thus featuring:
2534
+ # * one complex conjugate eigenvalue pair,
2535
+ # * one eigenvalue in the lhp
2536
+ # * 2 eigenvalues in the unit circle
2537
+ # * 2 non-real eigenvalues
2538
+ A3 = np.array([[5., 1., 3., 3.],
2539
+ [4., 4., 2., 7.],
2540
+ [7., 4., 1., 3.],
2541
+ [0., 4., 8., 7.]])
2542
+ B3 = np.array([[8., 10., 6., 10.],
2543
+ [7., 7., 2., 9.],
2544
+ [9., 1., 6., 6.],
2545
+ [5., 1., 4., 7.]])
2546
+
2547
+ # example with infinite eigenvalues
2548
+ A4 = np.eye(2)
2549
+ B4 = np.diag([0, 1])
2550
+
2551
+ # example with (alpha, beta) = (0, 0)
2552
+ A5 = np.diag([1, 0])
2553
+
2554
+ cls.A = [A1, A2, A3, A4, A5]
2555
+ cls.B = [B1, B2, B3, B4, A5]
2556
+
2557
+ def qz_decomp(self, sort):
2558
+ with np.errstate(all='raise'):
2559
+ ret = [ordqz(Ai, Bi, sort=sort) for Ai, Bi in zip(self.A, self.B)]
2560
+ return tuple(ret)
2561
+
2562
+ def check(self, A, B, sort, AA, BB, alpha, beta, Q, Z):
2563
+ Id = np.eye(*A.shape)
2564
+ # make sure Q and Z are orthogonal
2565
+ assert_array_almost_equal(Q @ Q.T.conj(), Id)
2566
+ assert_array_almost_equal(Z @ Z.T.conj(), Id)
2567
+ # check factorization
2568
+ assert_array_almost_equal(Q @ AA, A @ Z)
2569
+ assert_array_almost_equal(Q @ BB, B @ Z)
2570
+ # check shape of AA and BB
2571
+ assert_array_equal(np.tril(AA, -2), np.zeros(AA.shape))
2572
+ assert_array_equal(np.tril(BB, -1), np.zeros(BB.shape))
2573
+ # check eigenvalues
2574
+ for i in range(A.shape[0]):
2575
+ # does the current diagonal element belong to a 2-by-2 block
2576
+ # that was already checked?
2577
+ if i > 0 and A[i, i - 1] != 0:
2578
+ continue
2579
+ # take care of 2-by-2 blocks
2580
+ if i < AA.shape[0] - 1 and AA[i + 1, i] != 0:
2581
+ evals, _ = eig(AA[i:i + 2, i:i + 2], BB[i:i + 2, i:i + 2])
2582
+ # make sure the pair of complex conjugate eigenvalues
2583
+ # is ordered consistently (positive imaginary part first)
2584
+ if evals[0].imag < 0:
2585
+ evals = evals[[1, 0]]
2586
+ tmp = alpha[i:i + 2]/beta[i:i + 2]
2587
+ if tmp[0].imag < 0:
2588
+ tmp = tmp[[1, 0]]
2589
+ assert_array_almost_equal(evals, tmp)
2590
+ else:
2591
+ if alpha[i] == 0 and beta[i] == 0:
2592
+ assert_equal(AA[i, i], 0)
2593
+ assert_equal(BB[i, i], 0)
2594
+ elif beta[i] == 0:
2595
+ assert_equal(BB[i, i], 0)
2596
+ else:
2597
+ assert_almost_equal(AA[i, i]/BB[i, i], alpha[i]/beta[i])
2598
+ sortfun = _select_function(sort)
2599
+ lastsort = True
2600
+ for i in range(A.shape[0]):
2601
+ cursort = sortfun(np.array([alpha[i]]), np.array([beta[i]]))
2602
+ # once the sorting criterion was not matched all subsequent
2603
+ # eigenvalues also shouldn't match
2604
+ if not lastsort:
2605
+ assert not cursort
2606
+ lastsort = cursort
2607
+
2608
+ def check_all(self, sort):
2609
+ ret = self.qz_decomp(sort)
2610
+
2611
+ for reti, Ai, Bi in zip(ret, self.A, self.B):
2612
+ self.check(Ai, Bi, sort, *reti)
2613
+
2614
+ def test_lhp(self):
2615
+ self.check_all('lhp')
2616
+
2617
+ def test_rhp(self):
2618
+ self.check_all('rhp')
2619
+
2620
+ def test_iuc(self):
2621
+ self.check_all('iuc')
2622
+
2623
+ def test_ouc(self):
2624
+ self.check_all('ouc')
2625
+
2626
+ def test_ref(self):
2627
+ # real eigenvalues first (top-left corner)
2628
+ def sort(x, y):
2629
+ out = np.empty_like(x, dtype=bool)
2630
+ nonzero = (y != 0)
2631
+ out[~nonzero] = False
2632
+ out[nonzero] = (x[nonzero]/y[nonzero]).imag == 0
2633
+ return out
2634
+
2635
+ self.check_all(sort)
2636
+
2637
+ def test_cef(self):
2638
+ # complex eigenvalues first (top-left corner)
2639
+ def sort(x, y):
2640
+ out = np.empty_like(x, dtype=bool)
2641
+ nonzero = (y != 0)
2642
+ out[~nonzero] = False
2643
+ out[nonzero] = (x[nonzero]/y[nonzero]).imag != 0
2644
+ return out
2645
+
2646
+ self.check_all(sort)
2647
+
2648
+ def test_diff_input_types(self):
2649
+ ret = ordqz(self.A[1], self.B[2], sort='lhp')
2650
+ self.check(self.A[1], self.B[2], 'lhp', *ret)
2651
+
2652
+ ret = ordqz(self.B[2], self.A[1], sort='lhp')
2653
+ self.check(self.B[2], self.A[1], 'lhp', *ret)
2654
+
2655
+ def test_sort_explicit(self):
2656
+ # Test order of the eigenvalues in the 2 x 2 case where we can
2657
+ # explicitly compute the solution
2658
+ A1 = np.eye(2)
2659
+ B1 = np.diag([-2, 0.5])
2660
+ expected1 = [('lhp', [-0.5, 2]),
2661
+ ('rhp', [2, -0.5]),
2662
+ ('iuc', [-0.5, 2]),
2663
+ ('ouc', [2, -0.5])]
2664
+ A2 = np.eye(2)
2665
+ B2 = np.diag([-2 + 1j, 0.5 + 0.5j])
2666
+ expected2 = [('lhp', [1/(-2 + 1j), 1/(0.5 + 0.5j)]),
2667
+ ('rhp', [1/(0.5 + 0.5j), 1/(-2 + 1j)]),
2668
+ ('iuc', [1/(-2 + 1j), 1/(0.5 + 0.5j)]),
2669
+ ('ouc', [1/(0.5 + 0.5j), 1/(-2 + 1j)])]
2670
+ # 'lhp' is ambiguous so don't test it
2671
+ A3 = np.eye(2)
2672
+ B3 = np.diag([2, 0])
2673
+ expected3 = [('rhp', [0.5, np.inf]),
2674
+ ('iuc', [0.5, np.inf]),
2675
+ ('ouc', [np.inf, 0.5])]
2676
+ # 'rhp' is ambiguous so don't test it
2677
+ A4 = np.eye(2)
2678
+ B4 = np.diag([-2, 0])
2679
+ expected4 = [('lhp', [-0.5, np.inf]),
2680
+ ('iuc', [-0.5, np.inf]),
2681
+ ('ouc', [np.inf, -0.5])]
2682
+ A5 = np.diag([0, 1])
2683
+ B5 = np.diag([0, 0.5])
2684
+ # 'lhp' and 'iuc' are ambiguous so don't test them
2685
+ expected5 = [('rhp', [2, np.nan]),
2686
+ ('ouc', [2, np.nan])]
2687
+
2688
+ A = [A1, A2, A3, A4, A5]
2689
+ B = [B1, B2, B3, B4, B5]
2690
+ expected = [expected1, expected2, expected3, expected4, expected5]
2691
+ for Ai, Bi, expectedi in zip(A, B, expected):
2692
+ for sortstr, expected_eigvals in expectedi:
2693
+ _, _, alpha, beta, _, _ = ordqz(Ai, Bi, sort=sortstr)
2694
+ azero = (alpha == 0)
2695
+ bzero = (beta == 0)
2696
+ x = np.empty_like(alpha)
2697
+ x[azero & bzero] = np.nan
2698
+ x[~azero & bzero] = np.inf
2699
+ x[~bzero] = alpha[~bzero]/beta[~bzero]
2700
+ assert_allclose(expected_eigvals, x)
2701
+
2702
+
2703
+ class TestOrdQZWorkspaceSize:
2704
+ @pytest.mark.fail_slow(5)
2705
+ def test_decompose(self):
2706
+ rng = np.random.RandomState(12345)
2707
+ N = 202
2708
+ # raises error if lwork parameter to dtrsen is too small
2709
+ for ddtype in [np.float32, np.float64]:
2710
+ A = rng.random((N, N)).astype(ddtype)
2711
+ B = rng.random((N, N)).astype(ddtype)
2712
+ # sort = lambda ar, ai, b: ar**2 + ai**2 < b**2
2713
+ _ = ordqz(A, B, sort=lambda alpha, beta: alpha < beta,
2714
+ output='real')
2715
+
2716
+ for ddtype in [np.complex128, np.complex64]:
2717
+ A = rng.random((N, N)).astype(ddtype)
2718
+ B = rng.random((N, N)).astype(ddtype)
2719
+ _ = ordqz(A, B, sort=lambda alpha, beta: alpha < beta,
2720
+ output='complex')
2721
+
2722
+ @pytest.mark.slow
2723
+ def test_decompose_ouc(self):
2724
+ rng = np.random.RandomState(12345)
2725
+ N = 202
2726
+ # segfaults if lwork parameter to dtrsen is too small
2727
+ for ddtype in [np.float32, np.float64, np.complex128, np.complex64]:
2728
+ A = rng.random((N, N)).astype(ddtype)
2729
+ B = rng.random((N, N)).astype(ddtype)
2730
+ S, T, alpha, beta, U, V = ordqz(A, B, sort='ouc')
2731
+
2732
+
2733
+ class TestDatacopied:
2734
+
2735
+ def test_datacopied(self):
2736
+ from scipy.linalg._decomp import _datacopied
2737
+
2738
+ M = matrix([[0, 1], [2, 3]])
2739
+ A = asarray(M)
2740
+ L = M.tolist()
2741
+ M2 = M.copy()
2742
+
2743
+ class Fake1:
2744
+ def __array__(self, dtype=None, copy=None):
2745
+ return A
2746
+
2747
+ class Fake2:
2748
+ __array_interface__ = A.__array_interface__
2749
+
2750
+ F1 = Fake1()
2751
+ F2 = Fake2()
2752
+
2753
+ for item, status in [(M, False), (A, False), (L, True),
2754
+ (M2, False), (F1, False), (F2, False)]:
2755
+ arr = asarray(item)
2756
+ assert_equal(_datacopied(arr, item), status,
2757
+ err_msg=repr(item))
2758
+
2759
+
2760
+ def test_aligned_mem_float():
2761
+ """Check linalg works with non-aligned memory (float32)"""
2762
+ # Allocate 402 bytes of memory (allocated on boundary)
2763
+ a = arange(402, dtype=np.uint8)
2764
+
2765
+ # Create an array with boundary offset 4
2766
+ z = np.frombuffer(a.data, offset=2, count=100, dtype=float32)
2767
+ z.shape = 10, 10
2768
+
2769
+ eig(z, overwrite_a=True)
2770
+ eig(z.T, overwrite_a=True)
2771
+
2772
+
2773
+ @pytest.mark.skipif(platform.machine() == 'ppc64le',
2774
+ reason="crashes on ppc64le")
2775
+ def test_aligned_mem():
2776
+ """Check linalg works with non-aligned memory (float64)"""
2777
+ # Allocate 804 bytes of memory (allocated on boundary)
2778
+ a = arange(804, dtype=np.uint8)
2779
+
2780
+ # Create an array with boundary offset 4
2781
+ z = np.frombuffer(a.data, offset=4, count=100, dtype=float)
2782
+ z.shape = 10, 10
2783
+
2784
+ eig(z, overwrite_a=True)
2785
+ eig(z.T, overwrite_a=True)
2786
+
2787
+
2788
+ def test_aligned_mem_complex():
2789
+ """Check that complex objects don't need to be completely aligned"""
2790
+ # Allocate 1608 bytes of memory (allocated on boundary)
2791
+ a = zeros(1608, dtype=np.uint8)
2792
+
2793
+ # Create an array with boundary offset 8
2794
+ z = np.frombuffer(a.data, offset=8, count=100, dtype=complex)
2795
+ z.shape = 10, 10
2796
+
2797
+ eig(z, overwrite_a=True)
2798
+ # This does not need special handling
2799
+ eig(z.T, overwrite_a=True)
2800
+
2801
+
2802
+ def check_lapack_misaligned(func, args, kwargs):
2803
+ args = list(args)
2804
+ for i in range(len(args)):
2805
+ a = args[:]
2806
+ if isinstance(a[i], np.ndarray):
2807
+ # Try misaligning a[i]
2808
+ aa = np.zeros(a[i].size*a[i].dtype.itemsize+8, dtype=np.uint8)
2809
+ aa = np.frombuffer(aa.data, offset=4, count=a[i].size,
2810
+ dtype=a[i].dtype)
2811
+ aa.shape = a[i].shape
2812
+ aa[...] = a[i]
2813
+ a[i] = aa
2814
+ func(*a, **kwargs)
2815
+ if len(a[i].shape) > 1:
2816
+ a[i] = a[i].T
2817
+ func(*a, **kwargs)
2818
+
2819
+
2820
+ @pytest.mark.xfail(run=False,
2821
+ reason="Ticket #1152, triggers a segfault in rare cases.")
2822
+ def test_lapack_misaligned():
2823
+ M = np.eye(10, dtype=float)
2824
+ R = np.arange(100)
2825
+ R.shape = 10, 10
2826
+ S = np.arange(20000, dtype=np.uint8)
2827
+ S = np.frombuffer(S.data, offset=4, count=100, dtype=float)
2828
+ S.shape = 10, 10
2829
+ b = np.ones(10)
2830
+ LU, piv = lu_factor(S)
2831
+ for (func, args, kwargs) in [
2832
+ (eig, (S,), dict(overwrite_a=True)), # crash
2833
+ (eigvals, (S,), dict(overwrite_a=True)), # no crash
2834
+ (lu, (S,), dict(overwrite_a=True)), # no crash
2835
+ (lu_factor, (S,), dict(overwrite_a=True)), # no crash
2836
+ (lu_solve, ((LU, piv), b), dict(overwrite_b=True)),
2837
+ (solve, (S, b), dict(overwrite_a=True, overwrite_b=True)),
2838
+ (svd, (M,), dict(overwrite_a=True)), # no crash
2839
+ (svd, (R,), dict(overwrite_a=True)), # no crash
2840
+ (svd, (S,), dict(overwrite_a=True)), # crash
2841
+ (svdvals, (S,), dict()), # no crash
2842
+ (svdvals, (S,), dict(overwrite_a=True)), # crash
2843
+ (cholesky, (M,), dict(overwrite_a=True)), # no crash
2844
+ (qr, (S,), dict(overwrite_a=True)), # crash
2845
+ (rq, (S,), dict(overwrite_a=True)), # crash
2846
+ (hessenberg, (S,), dict(overwrite_a=True)), # crash
2847
+ (schur, (S,), dict(overwrite_a=True)), # crash
2848
+ ]:
2849
+ check_lapack_misaligned(func, args, kwargs)
2850
+ # not properly tested
2851
+ # cholesky, rsf2csf, lu_solve, solve, eig_banded, eigvals_banded, eigh, diagsvd
2852
+
2853
+
2854
+ class TestOverwrite:
2855
+ def test_eig(self):
2856
+ assert_no_overwrite(eig, [(3, 3)])
2857
+ assert_no_overwrite(eig, [(3, 3), (3, 3)])
2858
+
2859
+ def test_eigh(self):
2860
+ assert_no_overwrite(eigh, [(3, 3)])
2861
+ assert_no_overwrite(eigh, [(3, 3), (3, 3)])
2862
+
2863
+ def test_eig_banded(self):
2864
+ assert_no_overwrite(eig_banded, [(3, 2)])
2865
+
2866
+ def test_eigvals(self):
2867
+ assert_no_overwrite(eigvals, [(3, 3)])
2868
+
2869
+ def test_eigvalsh(self):
2870
+ assert_no_overwrite(eigvalsh, [(3, 3)])
2871
+
2872
+ def test_eigvals_banded(self):
2873
+ assert_no_overwrite(eigvals_banded, [(3, 2)])
2874
+
2875
+ def test_hessenberg(self):
2876
+ assert_no_overwrite(hessenberg, [(3, 3)])
2877
+
2878
+ def test_lu_factor(self):
2879
+ assert_no_overwrite(lu_factor, [(3, 3)])
2880
+
2881
+ def test_lu_solve(self):
2882
+ x = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 8]])
2883
+ xlu = lu_factor(x)
2884
+ assert_no_overwrite(lambda b: lu_solve(xlu, b), [(3,)])
2885
+
2886
+ def test_lu(self):
2887
+ assert_no_overwrite(lu, [(3, 3)])
2888
+
2889
+ def test_qr(self):
2890
+ assert_no_overwrite(qr, [(3, 3)])
2891
+
2892
+ def test_rq(self):
2893
+ assert_no_overwrite(rq, [(3, 3)])
2894
+
2895
+ def test_schur(self):
2896
+ assert_no_overwrite(schur, [(3, 3)])
2897
+
2898
+ def test_schur_complex(self):
2899
+ assert_no_overwrite(lambda a: schur(a, 'complex'), [(3, 3)],
2900
+ dtypes=[np.float32, np.float64])
2901
+
2902
+ def test_svd(self):
2903
+ assert_no_overwrite(svd, [(3, 3)])
2904
+ assert_no_overwrite(lambda a: svd(a, lapack_driver='gesvd'), [(3, 3)])
2905
+
2906
+ def test_svdvals(self):
2907
+ assert_no_overwrite(svdvals, [(3, 3)])
2908
+
2909
+
2910
+ def _check_orth(n, dtype, skip_big=False):
2911
+ X = np.ones((n, 2), dtype=float).astype(dtype)
2912
+
2913
+ eps = np.finfo(dtype).eps
2914
+ tol = 1000 * eps
2915
+
2916
+ Y = orth(X)
2917
+ assert_equal(Y.shape, (n, 1))
2918
+ assert_allclose(Y, Y.mean(), atol=tol)
2919
+
2920
+ Y = orth(X.T)
2921
+ assert_equal(Y.shape, (2, 1))
2922
+ assert_allclose(Y, Y.mean(), atol=tol)
2923
+
2924
+ if n > 5 and not skip_big:
2925
+ rng = np.random.RandomState(1)
2926
+ X = rng.rand(n, 5) @ rng.rand(5, n)
2927
+ X = X + 1e-4 * rng.rand(n, 1) @ rng.rand(1, n)
2928
+ X = X.astype(dtype)
2929
+
2930
+ Y = orth(X, rcond=1e-3)
2931
+ assert_equal(Y.shape, (n, 5))
2932
+
2933
+ Y = orth(X, rcond=1e-6)
2934
+ assert_equal(Y.shape, (n, 5 + 1))
2935
+
2936
+
2937
+ @pytest.mark.slow
2938
+ @pytest.mark.skipif(np.dtype(np.intp).itemsize < 8,
2939
+ reason="test only on 64-bit, else too slow")
2940
+ def test_orth_memory_efficiency():
2941
+ # Pick n so that 16*n bytes is reasonable but 8*n*n bytes is unreasonable.
2942
+ # Keep in mind that @pytest.mark.slow tests are likely to be running
2943
+ # under configurations that support 4Gb+ memory for tests related to
2944
+ # 32 bit overflow.
2945
+ n = 10*1000*1000
2946
+ try:
2947
+ _check_orth(n, np.float64, skip_big=True)
2948
+ except MemoryError as e:
2949
+ raise AssertionError(
2950
+ 'memory error perhaps caused by orth regression'
2951
+ ) from e
2952
+
2953
+
2954
+ def test_orth():
2955
+ dtypes = [np.float32, np.float64, np.complex64, np.complex128]
2956
+ sizes = [1, 2, 3, 10, 100]
2957
+ for dt, n in itertools.product(dtypes, sizes):
2958
+ _check_orth(n, dt)
2959
+
2960
+ @pytest.mark.parametrize('dt', [int, float, np.float32, complex, np.complex64])
2961
+ def test_orth_empty(dt):
2962
+ a = np.empty((0, 0), dtype=dt)
2963
+ a0 = np.eye(2, dtype=dt)
2964
+
2965
+ oa = orth(a)
2966
+ assert oa.dtype == orth(a0).dtype
2967
+ assert oa.shape == (0, 0)
2968
+
2969
+
2970
+ class TestNullSpace:
2971
+ def test_null_space(self):
2972
+ rng = np.random.RandomState(1)
2973
+
2974
+ dtypes = [np.float32, np.float64, np.complex64, np.complex128]
2975
+ sizes = [1, 2, 3, 10, 100]
2976
+
2977
+ for dt, n in itertools.product(dtypes, sizes):
2978
+ X = np.ones((2, n), dtype=dt)
2979
+
2980
+ eps = np.finfo(dt).eps
2981
+ tol = 1000 * eps
2982
+
2983
+ Y = null_space(X)
2984
+ assert_equal(Y.shape, (n, n-1))
2985
+ assert_allclose(X @ Y, 0, atol=tol)
2986
+
2987
+ Y = null_space(X.T)
2988
+ assert_equal(Y.shape, (2, 1))
2989
+ assert_allclose(X.T @ Y, 0, atol=tol)
2990
+
2991
+ X = rng.randn(1 + n//2, n)
2992
+ Y = null_space(X)
2993
+ assert_equal(Y.shape, (n, n - 1 - n//2))
2994
+ assert_allclose(X @ Y, 0, atol=tol)
2995
+
2996
+ if n > 5:
2997
+ rng = np.random.RandomState(1)
2998
+ X = rng.rand(n, 5) @ rng.rand(5, n)
2999
+ X = X + 1e-4 * rng.rand(n, 1) @ rng.rand(1, n)
3000
+ X = X.astype(dt)
3001
+
3002
+ Y = null_space(X, rcond=1e-3)
3003
+ assert_equal(Y.shape, (n, n - 5))
3004
+
3005
+ Y = null_space(X, rcond=1e-6)
3006
+ assert_equal(Y.shape, (n, n - 6))
3007
+
3008
+ @pytest.mark.parametrize('dt', [int, float, np.float32, complex, np.complex64])
3009
+ def test_null_space_empty(self, dt):
3010
+ a = np.empty((0, 0), dtype=dt)
3011
+ a0 = np.eye(2, dtype=dt)
3012
+ nsa = null_space(a)
3013
+
3014
+ assert nsa.shape == (0, 0)
3015
+ assert nsa.dtype == null_space(a0).dtype
3016
+
3017
+ @pytest.mark.parametrize("overwrite_a", [True, False])
3018
+ @pytest.mark.parametrize("check_finite", [True, False])
3019
+ @pytest.mark.parametrize("lapack_driver", ["gesdd", "gesvd"])
3020
+ def test_null_space_options(self, overwrite_a, check_finite, lapack_driver):
3021
+ rng = np.random.default_rng(42887289350573064398746)
3022
+ n = 10
3023
+ X = rng.standard_normal((1 + n//2, n))
3024
+ Y = null_space(X.copy(), overwrite_a=overwrite_a, check_finite=check_finite,
3025
+ lapack_driver=lapack_driver)
3026
+ assert_allclose(X @ Y, 0, atol=np.finfo(X.dtype).eps*100)
3027
+
3028
+
3029
+ def test_subspace_angles():
3030
+ H = hadamard(8, float)
3031
+ A = H[:, :3]
3032
+ B = H[:, 3:]
3033
+ assert_allclose(subspace_angles(A, B), [np.pi / 2.] * 3, atol=1e-14)
3034
+ assert_allclose(subspace_angles(B, A), [np.pi / 2.] * 3, atol=1e-14)
3035
+ for x in (A, B):
3036
+ assert_allclose(subspace_angles(x, x), np.zeros(x.shape[1]),
3037
+ atol=1e-14)
3038
+ # From MATLAB function "subspace", which effectively only returns the
3039
+ # last value that we calculate
3040
+ x = np.array(
3041
+ [[0.537667139546100, 0.318765239858981, 3.578396939725760, 0.725404224946106], # noqa: E501
3042
+ [1.833885014595086, -1.307688296305273, 2.769437029884877, -0.063054873189656], # noqa: E501
3043
+ [-2.258846861003648, -0.433592022305684, -1.349886940156521, 0.714742903826096], # noqa: E501
3044
+ [0.862173320368121, 0.342624466538650, 3.034923466331855, -0.204966058299775]]) # noqa: E501
3045
+ expected = 1.481454682101605
3046
+ assert_allclose(subspace_angles(x[:, :2], x[:, 2:])[0], expected,
3047
+ rtol=1e-12)
3048
+ assert_allclose(subspace_angles(x[:, 2:], x[:, :2])[0], expected,
3049
+ rtol=1e-12)
3050
+ expected = 0.746361174247302
3051
+ assert_allclose(subspace_angles(x[:, :2], x[:, [2]]), expected, rtol=1e-12)
3052
+ assert_allclose(subspace_angles(x[:, [2]], x[:, :2]), expected, rtol=1e-12)
3053
+ expected = 0.487163718534313
3054
+ assert_allclose(subspace_angles(x[:, :3], x[:, [3]]), expected, rtol=1e-12)
3055
+ assert_allclose(subspace_angles(x[:, [3]], x[:, :3]), expected, rtol=1e-12)
3056
+ expected = 0.328950515907756
3057
+ assert_allclose(subspace_angles(x[:, :2], x[:, 1:]), [expected, 0],
3058
+ atol=1e-12)
3059
+ # Degenerate conditions
3060
+ assert_raises(ValueError, subspace_angles, x[0], x)
3061
+ assert_raises(ValueError, subspace_angles, x, x[0])
3062
+ assert_raises(ValueError, subspace_angles, x[:-1], x)
3063
+
3064
+ # Test branch if mask.any is True:
3065
+ A = np.array([[1, 0, 0],
3066
+ [0, 1, 0],
3067
+ [0, 0, 1],
3068
+ [0, 0, 0],
3069
+ [0, 0, 0]])
3070
+ B = np.array([[1, 0, 0],
3071
+ [0, 1, 0],
3072
+ [0, 0, 0],
3073
+ [0, 0, 0],
3074
+ [0, 0, 1]])
3075
+ expected = np.array([np.pi/2, 0, 0])
3076
+ assert_allclose(subspace_angles(A, B), expected, rtol=1e-12)
3077
+
3078
+ # Complex
3079
+ # second column in "b" does not affect result, just there so that
3080
+ # b can have more cols than a, and vice-versa (both conditional code paths)
3081
+ a = [[1 + 1j], [0]]
3082
+ b = [[1 - 1j, 0], [0, 1]]
3083
+ assert_allclose(subspace_angles(a, b), 0., atol=1e-14)
3084
+ assert_allclose(subspace_angles(b, a), 0., atol=1e-14)
3085
+
3086
+ # Empty
3087
+ a = np.empty((0, 0))
3088
+ b = np.empty((0, 0))
3089
+ assert_allclose(subspace_angles(a, b), np.empty((0,)))
3090
+ a = np.empty((2, 0))
3091
+ b = np.empty((2, 0))
3092
+ assert_allclose(subspace_angles(a, b), np.empty((0,)))
3093
+ a = np.empty((0, 2))
3094
+ b = np.empty((0, 3))
3095
+ assert_allclose(subspace_angles(a, b), np.empty((0,)))
3096
+
3097
+
3098
+ class TestCDF2RDF:
3099
+
3100
+ def matmul(self, a, b):
3101
+ return np.einsum('...ij,...jk->...ik', a, b)
3102
+
3103
+ def assert_eig_valid(self, w, v, x):
3104
+ assert_array_almost_equal(
3105
+ self.matmul(v, w),
3106
+ self.matmul(x, v)
3107
+ )
3108
+
3109
+ def test_single_array0x0real(self):
3110
+ # eig doesn't support 0x0 in old versions of numpy
3111
+ X = np.empty((0, 0))
3112
+ w, v = np.empty(0), np.empty((0, 0))
3113
+ wr, vr = cdf2rdf(w, v)
3114
+ self.assert_eig_valid(wr, vr, X)
3115
+
3116
+ def test_single_array2x2_real(self):
3117
+ X = np.array([[1, 2], [3, -1]])
3118
+ w, v = np.linalg.eig(X)
3119
+ wr, vr = cdf2rdf(w, v)
3120
+ self.assert_eig_valid(wr, vr, X)
3121
+
3122
+ def test_single_array2x2_complex(self):
3123
+ X = np.array([[1, 2], [-2, 1]])
3124
+ w, v = np.linalg.eig(X)
3125
+ wr, vr = cdf2rdf(w, v)
3126
+ self.assert_eig_valid(wr, vr, X)
3127
+
3128
+ def test_single_array3x3_real(self):
3129
+ X = np.array([[1, 2, 3], [1, 2, 3], [2, 5, 6]])
3130
+ w, v = np.linalg.eig(X)
3131
+ wr, vr = cdf2rdf(w, v)
3132
+ self.assert_eig_valid(wr, vr, X)
3133
+
3134
+ def test_single_array3x3_complex(self):
3135
+ X = np.array([[1, 2, 3], [0, 4, 5], [0, -5, 4]])
3136
+ w, v = np.linalg.eig(X)
3137
+ wr, vr = cdf2rdf(w, v)
3138
+ self.assert_eig_valid(wr, vr, X)
3139
+
3140
+ def test_random_1d_stacked_arrays(self):
3141
+ # cannot test M == 0 due to bug in old numpy
3142
+ for M in range(1, 7):
3143
+ np.random.seed(999999999)
3144
+ X = np.random.rand(100, M, M)
3145
+ w, v = np.linalg.eig(X)
3146
+ wr, vr = cdf2rdf(w, v)
3147
+ self.assert_eig_valid(wr, vr, X)
3148
+
3149
+ def test_random_2d_stacked_arrays(self):
3150
+ # cannot test M == 0 due to bug in old numpy
3151
+ for M in range(1, 7):
3152
+ X = np.random.rand(10, 10, M, M)
3153
+ w, v = np.linalg.eig(X)
3154
+ wr, vr = cdf2rdf(w, v)
3155
+ self.assert_eig_valid(wr, vr, X)
3156
+
3157
+ def test_low_dimensionality_error(self):
3158
+ w, v = np.empty(()), np.array((2,))
3159
+ assert_raises(ValueError, cdf2rdf, w, v)
3160
+
3161
+ def test_not_square_error(self):
3162
+ # Check that passing a non-square array raises a ValueError.
3163
+ w, v = np.arange(3), np.arange(6).reshape(3, 2)
3164
+ assert_raises(ValueError, cdf2rdf, w, v)
3165
+
3166
+ def test_swapped_v_w_error(self):
3167
+ # Check that exchanging places of w and v raises ValueError.
3168
+ X = np.array([[1, 2, 3], [0, 4, 5], [0, -5, 4]])
3169
+ w, v = np.linalg.eig(X)
3170
+ assert_raises(ValueError, cdf2rdf, v, w)
3171
+
3172
+ def test_non_associated_error(self):
3173
+ # Check that passing non-associated eigenvectors raises a ValueError.
3174
+ w, v = np.arange(3), np.arange(16).reshape(4, 4)
3175
+ assert_raises(ValueError, cdf2rdf, w, v)
3176
+
3177
+ def test_not_conjugate_pairs(self):
3178
+ # Check that passing non-conjugate pairs raises a ValueError.
3179
+ X = np.array([[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]])
3180
+ w, v = np.linalg.eig(X)
3181
+ assert_raises(ValueError, cdf2rdf, w, v)
3182
+
3183
+ # different arrays in the stack, so not conjugate
3184
+ X = np.array([
3185
+ [[1, 2, 3], [1, 2, 3], [2, 5, 6+1j]],
3186
+ [[1, 2, 3], [1, 2, 3], [2, 5, 6-1j]],
3187
+ ])
3188
+ w, v = np.linalg.eig(X)
3189
+ assert_raises(ValueError, cdf2rdf, w, v)