scipy 1.16.2__cp313-cp313t-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.cp313t-win_arm64.lib +0 -0
  4. scipy/_cyutility.cp313t-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.cp313t-win_arm64.lib +0 -0
  13. scipy/_lib/_ccallback_c.cp313t-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.cp313t-win_arm64.lib +0 -0
  18. scipy/_lib/_fpumode.cp313t-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.cp313t-win_arm64.lib +0 -0
  23. scipy/_lib/_test_ccallback.cp313t-win_arm64.pyd +0 -0
  24. scipy/_lib/_test_deprecation_call.cp313t-win_arm64.lib +0 -0
  25. scipy/_lib/_test_deprecation_call.cp313t-win_arm64.pyd +0 -0
  26. scipy/_lib/_test_deprecation_def.cp313t-win_arm64.lib +0 -0
  27. scipy/_lib/_test_deprecation_def.cp313t-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.cp313t-win_arm64.lib +0 -0
  35. scipy/_lib/_uarray/_uarray.cp313t-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.cp313t-win_arm64.lib +0 -0
  101. scipy/_lib/messagestream.cp313t-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.cp313t-win_arm64.lib +0 -0
  148. scipy/cluster/_hierarchy.cp313t-win_arm64.pyd +0 -0
  149. scipy/cluster/_optimal_leaf_ordering.cp313t-win_arm64.lib +0 -0
  150. scipy/cluster/_optimal_leaf_ordering.cp313t-win_arm64.pyd +0 -0
  151. scipy/cluster/_vq.cp313t-win_arm64.lib +0 -0
  152. scipy/cluster/_vq.cp313t-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.cp313t-win_arm64.lib +0 -0
  193. scipy/fft/_pocketfft/pypocketfft.cp313t-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.cp313t-win_arm64.lib +0 -0
  215. scipy/fftpack/convolve.cp313t-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.cp313t-win_arm64.lib +0 -0
  233. scipy/integrate/_dop.cp313t-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.cp313t-win_arm64.lib +0 -0
  248. scipy/integrate/_lsoda.cp313t-win_arm64.pyd +0 -0
  249. scipy/integrate/_ode.py +1395 -0
  250. scipy/integrate/_odepack.cp313t-win_arm64.lib +0 -0
  251. scipy/integrate/_odepack.cp313t-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.cp313t-win_arm64.lib +0 -0
  255. scipy/integrate/_quadpack.cp313t-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.cp313t-win_arm64.lib +0 -0
  265. scipy/integrate/_test_multivariate.cp313t-win_arm64.pyd +0 -0
  266. scipy/integrate/_test_odeint_banded.cp313t-win_arm64.lib +0 -0
  267. scipy/integrate/_test_odeint_banded.cp313t-win_arm64.pyd +0 -0
  268. scipy/integrate/_vode.cp313t-win_arm64.lib +0 -0
  269. scipy/integrate/_vode.cp313t-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.cp313t-win_arm64.lib +0 -0
  290. scipy/interpolate/_dfitpack.cp313t-win_arm64.pyd +0 -0
  291. scipy/interpolate/_dierckx.cp313t-win_arm64.lib +0 -0
  292. scipy/interpolate/_dierckx.cp313t-win_arm64.pyd +0 -0
  293. scipy/interpolate/_fitpack.cp313t-win_arm64.lib +0 -0
  294. scipy/interpolate/_fitpack.cp313t-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.cp313t-win_arm64.lib +0 -0
  300. scipy/interpolate/_interpnd.cp313t-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.cp313t-win_arm64.lib +0 -0
  307. scipy/interpolate/_ppoly.cp313t-win_arm64.pyd +0 -0
  308. scipy/interpolate/_rbf.py +290 -0
  309. scipy/interpolate/_rbfinterp.py +550 -0
  310. scipy/interpolate/_rbfinterp_pythran.cp313t-win_arm64.lib +0 -0
  311. scipy/interpolate/_rbfinterp_pythran.cp313t-win_arm64.pyd +0 -0
  312. scipy/interpolate/_rgi.py +764 -0
  313. scipy/interpolate/_rgi_cython.cp313t-win_arm64.lib +0 -0
  314. scipy/interpolate/_rgi_cython.cp313t-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
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  1511. scipy/stats/tests/test_odds_ratio.py +148 -0
  1512. scipy/stats/tests/test_qmc.py +1492 -0
  1513. scipy/stats/tests/test_quantile.py +199 -0
  1514. scipy/stats/tests/test_rank.py +345 -0
  1515. scipy/stats/tests/test_relative_risk.py +95 -0
  1516. scipy/stats/tests/test_resampling.py +2000 -0
  1517. scipy/stats/tests/test_sampling.py +1450 -0
  1518. scipy/stats/tests/test_sensitivity_analysis.py +310 -0
  1519. scipy/stats/tests/test_stats.py +9707 -0
  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 +1,3620 @@
1
+ #
2
+ # Created by: Pearu Peterson, September 2002
3
+ #
4
+
5
+ from functools import reduce
6
+ import random
7
+ import sysconfig
8
+
9
+ from numpy.testing import (assert_equal, assert_array_almost_equal, assert_,
10
+ assert_allclose, assert_almost_equal,
11
+ assert_array_equal)
12
+ import pytest
13
+ from pytest import raises as assert_raises
14
+
15
+ import numpy as np
16
+ from numpy import (eye, ones, zeros, zeros_like, triu, tril, tril_indices,
17
+ triu_indices)
18
+
19
+ from numpy.random import rand, randint, seed
20
+
21
+ from scipy.linalg import (_flapack as flapack, lapack, inv, svd, cholesky,
22
+ solve, ldl, norm, block_diag, qr, eigh, qz)
23
+ from scipy.linalg._basic import _to_banded
24
+ from scipy.linalg.lapack import _compute_lwork
25
+ from scipy.stats import ortho_group, unitary_group
26
+
27
+ import scipy.sparse as sps
28
+ try:
29
+ from scipy.__config__ import CONFIG
30
+ except ImportError:
31
+ CONFIG = None
32
+
33
+ try:
34
+ from scipy.linalg import _clapack as clapack
35
+ except ImportError:
36
+ clapack = None
37
+ from scipy.linalg.lapack import get_lapack_funcs
38
+ from scipy.linalg.blas import get_blas_funcs
39
+
40
+ REAL_DTYPES = [np.float32, np.float64]
41
+ COMPLEX_DTYPES = [np.complex64, np.complex128]
42
+ DTYPES = REAL_DTYPES + COMPLEX_DTYPES
43
+
44
+ blas_provider = blas_version = None
45
+ if CONFIG is not None:
46
+ blas_provider = CONFIG['Build Dependencies']['blas']['name']
47
+ blas_version = CONFIG['Build Dependencies']['blas']['version']
48
+
49
+
50
+ def generate_random_dtype_array(shape, dtype, rng):
51
+ # generates a random matrix of desired data type of shape
52
+ if dtype in COMPLEX_DTYPES:
53
+ return (rng.rand(*shape)
54
+ + rng.rand(*shape)*1.0j).astype(dtype)
55
+ return rng.rand(*shape).astype(dtype)
56
+
57
+
58
+ def test_lapack_documented():
59
+ """Test that all entries are in the doc."""
60
+ if lapack.__doc__ is None: # just in case there is a python -OO
61
+ pytest.skip('lapack.__doc__ is None')
62
+ names = set(lapack.__doc__.split())
63
+ ignore_list = {
64
+ "absolute_import",
65
+ "clapack",
66
+ "division",
67
+ "find_best_lapack_type",
68
+ "flapack",
69
+ "print_function",
70
+ "HAS_ILP64",
71
+ "np",
72
+ }
73
+ missing = list()
74
+ for name in dir(lapack):
75
+ if (not name.startswith('_') and name not in ignore_list and
76
+ name not in names):
77
+ missing.append(name)
78
+ assert missing == [], 'Name(s) missing from lapack.__doc__ or ignore_list'
79
+
80
+
81
+ class TestFlapackSimple:
82
+
83
+ def test_gebal(self):
84
+ a = [[1, 2, 3], [4, 5, 6], [7, 8, 9]]
85
+ a1 = [[1, 0, 0, 3e-4],
86
+ [4, 0, 0, 2e-3],
87
+ [7, 1, 0, 0],
88
+ [0, 1, 0, 0]]
89
+ for p in 'sdzc':
90
+ f = getattr(flapack, p+'gebal', None)
91
+ if f is None:
92
+ continue
93
+ ba, lo, hi, pivscale, info = f(a)
94
+ assert_(not info, repr(info))
95
+ assert_array_almost_equal(ba, a)
96
+ assert_equal((lo, hi), (0, len(a[0])-1))
97
+ assert_array_almost_equal(pivscale, np.ones(len(a)))
98
+
99
+ ba, lo, hi, pivscale, info = f(a1, permute=1, scale=1)
100
+ assert_(not info, repr(info))
101
+ # print(a1)
102
+ # print(ba, lo, hi, pivscale)
103
+
104
+ def test_gehrd(self):
105
+ a = [[-149, -50, -154],
106
+ [537, 180, 546],
107
+ [-27, -9, -25]]
108
+ for p in 'd':
109
+ f = getattr(flapack, p+'gehrd', None)
110
+ if f is None:
111
+ continue
112
+ ht, tau, info = f(a)
113
+ assert_(not info, repr(info))
114
+
115
+ def test_trsyl(self):
116
+ a = np.array([[1, 2], [0, 4]])
117
+ b = np.array([[5, 6], [0, 8]])
118
+ c = np.array([[9, 10], [11, 12]])
119
+ trans = 'T'
120
+
121
+ # Test single and double implementations, including most
122
+ # of the options
123
+ for dtype in 'fdFD':
124
+ a1, b1, c1 = a.astype(dtype), b.astype(dtype), c.astype(dtype)
125
+ trsyl, = get_lapack_funcs(('trsyl',), (a1,))
126
+ if dtype.isupper(): # is complex dtype
127
+ a1[0] += 1j
128
+ trans = 'C'
129
+
130
+ x, scale, info = trsyl(a1, b1, c1)
131
+ assert_array_almost_equal(np.dot(a1, x) + np.dot(x, b1),
132
+ scale * c1)
133
+
134
+ x, scale, info = trsyl(a1, b1, c1, trana=trans, tranb=trans)
135
+ assert_array_almost_equal(
136
+ np.dot(a1.conjugate().T, x) + np.dot(x, b1.conjugate().T),
137
+ scale * c1, decimal=4)
138
+
139
+ x, scale, info = trsyl(a1, b1, c1, isgn=-1)
140
+ assert_array_almost_equal(np.dot(a1, x) - np.dot(x, b1),
141
+ scale * c1, decimal=4)
142
+
143
+ def test_lange(self):
144
+ a = np.array([
145
+ [-149, -50, -154],
146
+ [537, 180, 546],
147
+ [-27, -9, -25]])
148
+
149
+ for dtype in 'fdFD':
150
+ for norm_str in 'Mm1OoIiFfEe':
151
+ a1 = a.astype(dtype)
152
+ if dtype.isupper():
153
+ # is complex dtype
154
+ a1[0, 0] += 1j
155
+
156
+ lange, = get_lapack_funcs(('lange',), (a1,))
157
+ value = lange(norm_str, a1)
158
+
159
+ if norm_str in 'FfEe':
160
+ if dtype in 'Ff':
161
+ decimal = 3
162
+ else:
163
+ decimal = 7
164
+ ref = np.sqrt(np.sum(np.square(np.abs(a1))))
165
+ assert_almost_equal(value, ref, decimal)
166
+ else:
167
+ if norm_str in 'Mm':
168
+ ref = np.max(np.abs(a1))
169
+ elif norm_str in '1Oo':
170
+ ref = np.max(np.sum(np.abs(a1), axis=0))
171
+ elif norm_str in 'Ii':
172
+ ref = np.max(np.sum(np.abs(a1), axis=1))
173
+
174
+ assert_equal(value, ref)
175
+
176
+
177
+ class TestLapack:
178
+
179
+ def test_flapack(self):
180
+ if hasattr(flapack, 'empty_module'):
181
+ # flapack module is empty
182
+ pass
183
+
184
+ def test_clapack(self):
185
+ if hasattr(clapack, 'empty_module'):
186
+ # clapack module is empty
187
+ pass
188
+
189
+
190
+ class TestLeastSquaresSolvers:
191
+
192
+ def test_gels(self):
193
+ seed(1234)
194
+ # Test fat/tall matrix argument handling - gh-issue #8329
195
+ for ind, dtype in enumerate(DTYPES):
196
+ m = 10
197
+ n = 20
198
+ nrhs = 1
199
+ a1 = rand(m, n).astype(dtype)
200
+ b1 = rand(n).astype(dtype)
201
+ gls, glslw = get_lapack_funcs(('gels', 'gels_lwork'), dtype=dtype)
202
+
203
+ # Request of sizes
204
+ lwork = _compute_lwork(glslw, m, n, nrhs)
205
+ _, _, info = gls(a1, b1, lwork=lwork)
206
+ assert_(info >= 0)
207
+ _, _, info = gls(a1, b1, trans='TTCC'[ind], lwork=lwork)
208
+ assert_(info >= 0)
209
+
210
+ for dtype in REAL_DTYPES:
211
+ a1 = np.array([[1.0, 2.0],
212
+ [4.0, 5.0],
213
+ [7.0, 8.0]], dtype=dtype)
214
+ b1 = np.array([16.0, 17.0, 20.0], dtype=dtype)
215
+ gels, gels_lwork, geqrf = get_lapack_funcs(
216
+ ('gels', 'gels_lwork', 'geqrf'), (a1, b1))
217
+
218
+ m, n = a1.shape
219
+ if len(b1.shape) == 2:
220
+ nrhs = b1.shape[1]
221
+ else:
222
+ nrhs = 1
223
+
224
+ # Request of sizes
225
+ lwork = _compute_lwork(gels_lwork, m, n, nrhs)
226
+
227
+ lqr, x, info = gels(a1, b1, lwork=lwork)
228
+ assert_allclose(x[:-1], np.array([-14.333333333333323,
229
+ 14.999999999999991],
230
+ dtype=dtype),
231
+ rtol=25*np.finfo(dtype).eps)
232
+ lqr_truth, _, _, _ = geqrf(a1)
233
+ assert_array_equal(lqr, lqr_truth)
234
+
235
+ for dtype in COMPLEX_DTYPES:
236
+ a1 = np.array([[1.0+4.0j, 2.0],
237
+ [4.0+0.5j, 5.0-3.0j],
238
+ [7.0-2.0j, 8.0+0.7j]], dtype=dtype)
239
+ b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype)
240
+ gels, gels_lwork, geqrf = get_lapack_funcs(
241
+ ('gels', 'gels_lwork', 'geqrf'), (a1, b1))
242
+
243
+ m, n = a1.shape
244
+ if len(b1.shape) == 2:
245
+ nrhs = b1.shape[1]
246
+ else:
247
+ nrhs = 1
248
+
249
+ # Request of sizes
250
+ lwork = _compute_lwork(gels_lwork, m, n, nrhs)
251
+
252
+ lqr, x, info = gels(a1, b1, lwork=lwork)
253
+ assert_allclose(x[:-1],
254
+ np.array([1.161753632288328-1.901075709391912j,
255
+ 1.735882340522193+1.521240901196909j],
256
+ dtype=dtype), rtol=25*np.finfo(dtype).eps)
257
+ lqr_truth, _, _, _ = geqrf(a1)
258
+ assert_array_equal(lqr, lqr_truth)
259
+
260
+ def test_gelsd(self):
261
+ for dtype in REAL_DTYPES:
262
+ a1 = np.array([[1.0, 2.0],
263
+ [4.0, 5.0],
264
+ [7.0, 8.0]], dtype=dtype)
265
+ b1 = np.array([16.0, 17.0, 20.0], dtype=dtype)
266
+ gelsd, gelsd_lwork = get_lapack_funcs(('gelsd', 'gelsd_lwork'),
267
+ (a1, b1))
268
+
269
+ m, n = a1.shape
270
+ if len(b1.shape) == 2:
271
+ nrhs = b1.shape[1]
272
+ else:
273
+ nrhs = 1
274
+
275
+ # Request of sizes
276
+ work, iwork, info = gelsd_lwork(m, n, nrhs, -1)
277
+ lwork = int(np.real(work))
278
+ iwork_size = iwork
279
+
280
+ x, s, rank, info = gelsd(a1, b1, lwork, iwork_size,
281
+ -1, False, False)
282
+ assert_allclose(x[:-1], np.array([-14.333333333333323,
283
+ 14.999999999999991],
284
+ dtype=dtype),
285
+ rtol=25*np.finfo(dtype).eps)
286
+ assert_allclose(s, np.array([12.596017180511966,
287
+ 0.583396253199685], dtype=dtype),
288
+ rtol=25*np.finfo(dtype).eps)
289
+
290
+ for dtype in COMPLEX_DTYPES:
291
+ a1 = np.array([[1.0+4.0j, 2.0],
292
+ [4.0+0.5j, 5.0-3.0j],
293
+ [7.0-2.0j, 8.0+0.7j]], dtype=dtype)
294
+ b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype)
295
+ gelsd, gelsd_lwork = get_lapack_funcs(('gelsd', 'gelsd_lwork'),
296
+ (a1, b1))
297
+
298
+ m, n = a1.shape
299
+ if len(b1.shape) == 2:
300
+ nrhs = b1.shape[1]
301
+ else:
302
+ nrhs = 1
303
+
304
+ # Request of sizes
305
+ work, rwork, iwork, info = gelsd_lwork(m, n, nrhs, -1)
306
+ lwork = int(np.real(work))
307
+ rwork_size = int(rwork)
308
+ iwork_size = iwork
309
+
310
+ x, s, rank, info = gelsd(a1, b1, lwork, rwork_size, iwork_size,
311
+ -1, False, False)
312
+ assert_allclose(x[:-1],
313
+ np.array([1.161753632288328-1.901075709391912j,
314
+ 1.735882340522193+1.521240901196909j],
315
+ dtype=dtype), rtol=25*np.finfo(dtype).eps)
316
+ assert_allclose(s,
317
+ np.array([13.035514762572043, 4.337666985231382],
318
+ dtype=dtype), rtol=25*np.finfo(dtype).eps)
319
+
320
+ def test_gelss(self):
321
+
322
+ for dtype in REAL_DTYPES:
323
+ a1 = np.array([[1.0, 2.0],
324
+ [4.0, 5.0],
325
+ [7.0, 8.0]], dtype=dtype)
326
+ b1 = np.array([16.0, 17.0, 20.0], dtype=dtype)
327
+ gelss, gelss_lwork = get_lapack_funcs(('gelss', 'gelss_lwork'),
328
+ (a1, b1))
329
+
330
+ m, n = a1.shape
331
+ if len(b1.shape) == 2:
332
+ nrhs = b1.shape[1]
333
+ else:
334
+ nrhs = 1
335
+
336
+ # Request of sizes
337
+ work, info = gelss_lwork(m, n, nrhs, -1)
338
+ lwork = int(np.real(work))
339
+
340
+ v, x, s, rank, work, info = gelss(a1, b1, -1, lwork, False, False)
341
+ assert_allclose(x[:-1], np.array([-14.333333333333323,
342
+ 14.999999999999991],
343
+ dtype=dtype),
344
+ rtol=25*np.finfo(dtype).eps)
345
+ assert_allclose(s, np.array([12.596017180511966,
346
+ 0.583396253199685], dtype=dtype),
347
+ rtol=25*np.finfo(dtype).eps)
348
+
349
+ for dtype in COMPLEX_DTYPES:
350
+ a1 = np.array([[1.0+4.0j, 2.0],
351
+ [4.0+0.5j, 5.0-3.0j],
352
+ [7.0-2.0j, 8.0+0.7j]], dtype=dtype)
353
+ b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype)
354
+ gelss, gelss_lwork = get_lapack_funcs(('gelss', 'gelss_lwork'),
355
+ (a1, b1))
356
+
357
+ m, n = a1.shape
358
+ if len(b1.shape) == 2:
359
+ nrhs = b1.shape[1]
360
+ else:
361
+ nrhs = 1
362
+
363
+ # Request of sizes
364
+ work, info = gelss_lwork(m, n, nrhs, -1)
365
+ lwork = int(np.real(work))
366
+
367
+ v, x, s, rank, work, info = gelss(a1, b1, -1, lwork, False, False)
368
+ assert_allclose(x[:-1],
369
+ np.array([1.161753632288328-1.901075709391912j,
370
+ 1.735882340522193+1.521240901196909j],
371
+ dtype=dtype),
372
+ rtol=25*np.finfo(dtype).eps)
373
+ assert_allclose(s, np.array([13.035514762572043,
374
+ 4.337666985231382], dtype=dtype),
375
+ rtol=25*np.finfo(dtype).eps)
376
+
377
+ def test_gelsy(self):
378
+
379
+ for dtype in REAL_DTYPES:
380
+ a1 = np.array([[1.0, 2.0],
381
+ [4.0, 5.0],
382
+ [7.0, 8.0]], dtype=dtype)
383
+ b1 = np.array([16.0, 17.0, 20.0], dtype=dtype)
384
+ gelsy, gelsy_lwork = get_lapack_funcs(('gelsy', 'gelss_lwork'),
385
+ (a1, b1))
386
+
387
+ m, n = a1.shape
388
+ if len(b1.shape) == 2:
389
+ nrhs = b1.shape[1]
390
+ else:
391
+ nrhs = 1
392
+
393
+ # Request of sizes
394
+ work, info = gelsy_lwork(m, n, nrhs, 10*np.finfo(dtype).eps)
395
+ lwork = int(np.real(work))
396
+
397
+ jptv = np.zeros((a1.shape[1], 1), dtype=np.int32)
398
+ v, x, j, rank, info = gelsy(a1, b1, jptv, np.finfo(dtype).eps,
399
+ lwork, False, False)
400
+ assert_allclose(x[:-1], np.array([-14.333333333333323,
401
+ 14.999999999999991],
402
+ dtype=dtype),
403
+ rtol=25*np.finfo(dtype).eps)
404
+
405
+ for dtype in COMPLEX_DTYPES:
406
+ a1 = np.array([[1.0+4.0j, 2.0],
407
+ [4.0+0.5j, 5.0-3.0j],
408
+ [7.0-2.0j, 8.0+0.7j]], dtype=dtype)
409
+ b1 = np.array([16.0, 17.0+2.0j, 20.0-4.0j], dtype=dtype)
410
+ gelsy, gelsy_lwork = get_lapack_funcs(('gelsy', 'gelss_lwork'),
411
+ (a1, b1))
412
+
413
+ m, n = a1.shape
414
+ if len(b1.shape) == 2:
415
+ nrhs = b1.shape[1]
416
+ else:
417
+ nrhs = 1
418
+
419
+ # Request of sizes
420
+ work, info = gelsy_lwork(m, n, nrhs, 10*np.finfo(dtype).eps)
421
+ lwork = int(np.real(work))
422
+
423
+ jptv = np.zeros((a1.shape[1], 1), dtype=np.int32)
424
+ v, x, j, rank, info = gelsy(a1, b1, jptv, np.finfo(dtype).eps,
425
+ lwork, False, False)
426
+ assert_allclose(x[:-1],
427
+ np.array([1.161753632288328-1.901075709391912j,
428
+ 1.735882340522193+1.521240901196909j],
429
+ dtype=dtype),
430
+ rtol=25*np.finfo(dtype).eps)
431
+
432
+
433
+ @pytest.mark.parametrize('dtype', DTYPES)
434
+ @pytest.mark.parametrize('shape', [(3, 4), (5, 2), (2**18, 2**18)])
435
+ def test_geqrf_lwork(dtype, shape):
436
+ geqrf_lwork = get_lapack_funcs(('geqrf_lwork'), dtype=dtype)
437
+ m, n = shape
438
+ lwork, info = geqrf_lwork(m=m, n=n)
439
+ assert_equal(info, 0)
440
+
441
+
442
+ class TestRegression:
443
+
444
+ def test_ticket_1645(self):
445
+ # Check that RQ routines have correct lwork
446
+ for dtype in DTYPES:
447
+ a = np.zeros((300, 2), dtype=dtype)
448
+
449
+ gerqf, = get_lapack_funcs(['gerqf'], [a])
450
+ assert_raises(Exception, gerqf, a, lwork=2)
451
+ rq, tau, work, info = gerqf(a)
452
+
453
+ if dtype in REAL_DTYPES:
454
+ orgrq, = get_lapack_funcs(['orgrq'], [a])
455
+ assert_raises(Exception, orgrq, rq[-2:], tau, lwork=1)
456
+ orgrq(rq[-2:], tau, lwork=2)
457
+ elif dtype in COMPLEX_DTYPES:
458
+ ungrq, = get_lapack_funcs(['ungrq'], [a])
459
+ assert_raises(Exception, ungrq, rq[-2:], tau, lwork=1)
460
+ ungrq(rq[-2:], tau, lwork=2)
461
+
462
+
463
+ class TestDpotr:
464
+ def test_gh_2691(self):
465
+ # 'lower' argument of dportf/dpotri
466
+ for lower in [True, False]:
467
+ for clean in [True, False]:
468
+ np.random.seed(42)
469
+ x = np.random.normal(size=(3, 3))
470
+ a = x.dot(x.T)
471
+
472
+ dpotrf, dpotri = get_lapack_funcs(("potrf", "potri"), (a, ))
473
+
474
+ c, info = dpotrf(a, lower, clean=clean)
475
+ dpt = dpotri(c, lower)[0]
476
+
477
+ if lower:
478
+ assert_allclose(np.tril(dpt), np.tril(inv(a)))
479
+ else:
480
+ assert_allclose(np.triu(dpt), np.triu(inv(a)))
481
+
482
+
483
+ class TestDlasd4:
484
+ def test_sing_val_update(self):
485
+
486
+ sigmas = np.array([4., 3., 2., 0])
487
+ m_vec = np.array([3.12, 5.7, -4.8, -2.2])
488
+
489
+ M = np.hstack((np.vstack((np.diag(sigmas[0:-1]),
490
+ np.zeros((1, len(m_vec) - 1)))),
491
+ m_vec[:, np.newaxis]))
492
+ SM = svd(M, full_matrices=False, compute_uv=False, overwrite_a=False,
493
+ check_finite=False)
494
+
495
+ it_len = len(sigmas)
496
+ sgm = np.concatenate((sigmas[::-1], [sigmas[0] + it_len*norm(m_vec)]))
497
+ mvc = np.concatenate((m_vec[::-1], (0,)))
498
+
499
+ lasd4 = get_lapack_funcs('lasd4', (sigmas,))
500
+
501
+ roots = []
502
+ for i in range(0, it_len):
503
+ res = lasd4(i, sgm, mvc)
504
+ roots.append(res[1])
505
+
506
+ assert_(
507
+ (res[3] <= 0),
508
+ f"LAPACK root finding dlasd4 failed to find the singular value {i}"
509
+ )
510
+ roots = np.array(roots)[::-1]
511
+
512
+ assert_((not np.any(np.isnan(roots)), "There are NaN roots"))
513
+ assert_allclose(SM, roots, atol=100*np.finfo(np.float64).eps,
514
+ rtol=100*np.finfo(np.float64).eps)
515
+
516
+
517
+ class TestTbtrs:
518
+
519
+ @pytest.mark.parametrize('dtype', DTYPES)
520
+ def test_nag_example_f07vef_f07vsf(self, dtype):
521
+ """Test real (f07vef) and complex (f07vsf) examples from NAG
522
+
523
+ Examples available from:
524
+ * https://www.nag.com/numeric/fl/nagdoc_latest/html/f07/f07vef.html
525
+ * https://www.nag.com/numeric/fl/nagdoc_latest/html/f07/f07vsf.html
526
+
527
+ """
528
+ if dtype in REAL_DTYPES:
529
+ ab = np.array([[-4.16, 4.78, 6.32, 0.16],
530
+ [-2.25, 5.86, -4.82, 0]],
531
+ dtype=dtype)
532
+ b = np.array([[-16.64, -4.16],
533
+ [-13.78, -16.59],
534
+ [13.10, -4.94],
535
+ [-14.14, -9.96]],
536
+ dtype=dtype)
537
+ x_out = np.array([[4, 1],
538
+ [-1, -3],
539
+ [3, 2],
540
+ [2, -2]],
541
+ dtype=dtype)
542
+ elif dtype in COMPLEX_DTYPES:
543
+ ab = np.array([[-1.94+4.43j, 4.12-4.27j, 0.43-2.66j, 0.44+0.1j],
544
+ [-3.39+3.44j, -1.84+5.52j, 1.74 - 0.04j, 0],
545
+ [1.62+3.68j, -2.77-1.93j, 0, 0]],
546
+ dtype=dtype)
547
+ b = np.array([[-8.86 - 3.88j, -24.09 - 5.27j],
548
+ [-15.57 - 23.41j, -57.97 + 8.14j],
549
+ [-7.63 + 22.78j, 19.09 - 29.51j],
550
+ [-14.74 - 2.40j, 19.17 + 21.33j]],
551
+ dtype=dtype)
552
+ x_out = np.array([[2j, 1 + 5j],
553
+ [1 - 3j, -7 - 2j],
554
+ [-4.001887 - 4.988417j, 3.026830 + 4.003182j],
555
+ [1.996158 - 1.045105j, -6.103357 - 8.986653j]],
556
+ dtype=dtype)
557
+ else:
558
+ raise ValueError(f"Datatype {dtype} not understood.")
559
+
560
+ tbtrs = get_lapack_funcs(('tbtrs'), dtype=dtype)
561
+ x, info = tbtrs(ab=ab, b=b, uplo='L')
562
+ assert_equal(info, 0)
563
+ assert_allclose(x, x_out, rtol=0, atol=1e-5)
564
+
565
+ @pytest.mark.parametrize('dtype,trans',
566
+ [(dtype, trans)
567
+ for dtype in DTYPES for trans in ['N', 'T', 'C']
568
+ if not (trans == 'C' and dtype in REAL_DTYPES)])
569
+ @pytest.mark.parametrize('uplo', ['U', 'L'])
570
+ @pytest.mark.parametrize('diag', ['N', 'U'])
571
+ def test_random_matrices(self, dtype, trans, uplo, diag):
572
+ rng = np.random.RandomState(1724)
573
+
574
+ # n, nrhs, kd are used to specify A and b.
575
+ # A is of shape n x n with kd super/sub-diagonals
576
+ # b is of shape n x nrhs matrix
577
+ n, nrhs, kd = 4, 3, 2
578
+ tbtrs = get_lapack_funcs('tbtrs', dtype=dtype)
579
+
580
+ is_upper = (uplo == 'U')
581
+ ku = kd * is_upper
582
+ kl = kd - ku
583
+
584
+ # Construct the diagonal and kd super/sub diagonals of A with
585
+ # the corresponding offsets.
586
+ band_offsets = range(ku, -kl - 1, -1)
587
+ band_widths = [n - abs(x) for x in band_offsets]
588
+ bands = [generate_random_dtype_array((width,), dtype, rng)
589
+ for width in band_widths]
590
+
591
+ if diag == 'U': # A must be unit triangular
592
+ bands[ku] = np.ones(n, dtype=dtype)
593
+
594
+ # Construct the diagonal banded matrix A from the bands and offsets.
595
+ a = sps.diags(bands, band_offsets, format='dia')
596
+
597
+ # Convert A into banded storage form
598
+ ab = np.zeros((kd + 1, n), dtype)
599
+ for row, k in enumerate(band_offsets):
600
+ ab[row, max(k, 0):min(n+k, n)] = a.diagonal(k)
601
+
602
+ # The RHS values.
603
+ b = generate_random_dtype_array((n, nrhs), dtype, rng)
604
+
605
+ x, info = tbtrs(ab=ab, b=b, uplo=uplo, trans=trans, diag=diag)
606
+ assert_equal(info, 0)
607
+
608
+ if trans == 'N':
609
+ assert_allclose(a @ x, b, rtol=5e-5)
610
+ elif trans == 'T':
611
+ assert_allclose(a.T @ x, b, rtol=5e-5)
612
+ elif trans == 'C':
613
+ assert_allclose(a.T.conjugate() @ x, b, rtol=5e-5)
614
+ else:
615
+ raise ValueError('Invalid trans argument')
616
+
617
+ @pytest.mark.parametrize('uplo,trans,diag',
618
+ [['U', 'N', 'Invalid'],
619
+ ['U', 'Invalid', 'N'],
620
+ ['Invalid', 'N', 'N']])
621
+ def test_invalid_argument_raises_exception(self, uplo, trans, diag):
622
+ """Test if invalid values of uplo, trans and diag raise exceptions"""
623
+ # Argument checks occur independently of used datatype.
624
+ # This mean we must not parameterize all available datatypes.
625
+ tbtrs = get_lapack_funcs('tbtrs', dtype=np.float64)
626
+ ab = rand(4, 2)
627
+ b = rand(2, 4)
628
+ assert_raises(Exception, tbtrs, ab, b, uplo, trans, diag)
629
+
630
+ def test_zero_element_in_diagonal(self):
631
+ """Test if a matrix with a zero diagonal element is singular
632
+
633
+ If the i-th diagonal of A is zero, ?tbtrs should return `i` in `info`
634
+ indicating the provided matrix is singular.
635
+
636
+ Note that ?tbtrs requires the matrix A to be stored in banded form.
637
+ In this form the diagonal corresponds to the last row."""
638
+ ab = np.ones((3, 4), dtype=float)
639
+ b = np.ones(4, dtype=float)
640
+ tbtrs = get_lapack_funcs('tbtrs', dtype=float)
641
+
642
+ ab[-1, 3] = 0
643
+ _, info = tbtrs(ab=ab, b=b, uplo='U')
644
+ assert_equal(info, 4)
645
+
646
+ @pytest.mark.parametrize('ldab,n,ldb,nrhs', [
647
+ (5, 5, 0, 5),
648
+ (5, 5, 3, 5)
649
+ ])
650
+ def test_invalid_matrix_shapes(self, ldab, n, ldb, nrhs):
651
+ """Test ?tbtrs fails correctly if shapes are invalid."""
652
+ ab = np.ones((ldab, n), dtype=float)
653
+ b = np.ones((ldb, nrhs), dtype=float)
654
+ tbtrs = get_lapack_funcs('tbtrs', dtype=float)
655
+ assert_raises(Exception, tbtrs, ab, b)
656
+
657
+
658
+
659
+ @pytest.mark.parametrize('dtype', DTYPES)
660
+ @pytest.mark.parametrize('norm', ['I', '1', 'O'])
661
+ @pytest.mark.parametrize('uplo', ['U', 'L'])
662
+ @pytest.mark.parametrize('diag', ['N', 'U'])
663
+ @pytest.mark.parametrize('n', [3, 10])
664
+ def test_trcon(dtype, norm, uplo, diag, n):
665
+ # Simple way to get deterministic (unlike `hash`) integer seed based on arguments
666
+ random.seed(f"{dtype}{norm}{uplo}{diag}{n}")
667
+ rng = np.random.default_rng(random.randint(0, 9999999999999))
668
+
669
+ A = rng.random(size=(n, n)) + rng.random(size=(n, n))*1j
670
+ # make the condition numbers more interesting
671
+ offset = rng.permuted(np.logspace(0, rng.integers(0, 10), n))
672
+ A += offset
673
+ A = A.real if np.issubdtype(dtype, np.floating) else A
674
+ A = np.triu(A) if uplo == 'U' else np.tril(A)
675
+ if diag == 'U':
676
+ A /= np.diag(A)[:, np.newaxis]
677
+ A = A.astype(dtype)
678
+
679
+ trcon = get_lapack_funcs('trcon', (A,))
680
+ res, _ = trcon(A, norm=norm, uplo=uplo, diag=diag)
681
+
682
+ if norm == 'I':
683
+ norm_A = np.linalg.norm(A, ord=np.inf)
684
+ norm_inv_A = np.linalg.norm(np.linalg.inv(A), ord=np.inf)
685
+ ref = 1 / (norm_A * norm_inv_A)
686
+ else:
687
+ anorm = np.linalg.norm(A, ord=1)
688
+ gecon, getrf = get_lapack_funcs(('gecon', 'getrf'), (A,))
689
+ lu, ipvt, info = getrf(A)
690
+ ref, _ = gecon(lu, anorm, norm=norm)
691
+
692
+ # This is an estimate of reciprocal condition number; we just need order of
693
+ # magnitude. In testing, we observed that much smaller rtol is OK in almost
694
+ # all cases... but sometimes it isn't.
695
+ rtol = 1 # np.finfo(dtype).eps**0.75
696
+ assert_allclose(res, ref, rtol=rtol)
697
+
698
+
699
+ def test_lartg():
700
+ for dtype in 'fdFD':
701
+ lartg = get_lapack_funcs('lartg', dtype=dtype)
702
+
703
+ f = np.array(3, dtype)
704
+ g = np.array(4, dtype)
705
+
706
+ if np.iscomplexobj(g):
707
+ g *= 1j
708
+
709
+ cs, sn, r = lartg(f, g)
710
+
711
+ assert_allclose(cs, 3.0/5.0)
712
+ assert_allclose(r, 5.0)
713
+
714
+ if np.iscomplexobj(g):
715
+ assert_allclose(sn, -4.0j/5.0)
716
+ assert_(isinstance(r, complex))
717
+ assert_(isinstance(cs, float))
718
+ else:
719
+ assert_allclose(sn, 4.0/5.0)
720
+
721
+
722
+ def test_rot():
723
+ # srot, drot from blas and crot and zrot from lapack.
724
+
725
+ for dtype in 'fdFD':
726
+ c = 0.6
727
+ s = 0.8
728
+
729
+ u = np.full(4, 3, dtype)
730
+ v = np.full(4, 4, dtype)
731
+ atol = 10**-(np.finfo(dtype).precision-1)
732
+
733
+ if dtype in 'fd':
734
+ rot = get_blas_funcs('rot', dtype=dtype)
735
+ f = 4
736
+ else:
737
+ rot = get_lapack_funcs('rot', dtype=dtype)
738
+ s *= -1j
739
+ v *= 1j
740
+ f = 4j
741
+
742
+ assert_allclose(rot(u, v, c, s), [[5, 5, 5, 5],
743
+ [0, 0, 0, 0]], atol=atol)
744
+ assert_allclose(rot(u, v, c, s, n=2), [[5, 5, 3, 3],
745
+ [0, 0, f, f]], atol=atol)
746
+ assert_allclose(rot(u, v, c, s, offx=2, offy=2),
747
+ [[3, 3, 5, 5], [f, f, 0, 0]], atol=atol)
748
+ assert_allclose(rot(u, v, c, s, incx=2, offy=2, n=2),
749
+ [[5, 3, 5, 3], [f, f, 0, 0]], atol=atol)
750
+ assert_allclose(rot(u, v, c, s, offx=2, incy=2, n=2),
751
+ [[3, 3, 5, 5], [0, f, 0, f]], atol=atol)
752
+ assert_allclose(rot(u, v, c, s, offx=2, incx=2, offy=2, incy=2, n=1),
753
+ [[3, 3, 5, 3], [f, f, 0, f]], atol=atol)
754
+ assert_allclose(rot(u, v, c, s, incx=-2, incy=-2, n=2),
755
+ [[5, 3, 5, 3], [0, f, 0, f]], atol=atol)
756
+
757
+ a, b = rot(u, v, c, s, overwrite_x=1, overwrite_y=1)
758
+ assert_(a is u)
759
+ assert_(b is v)
760
+ assert_allclose(a, [5, 5, 5, 5], atol=atol)
761
+ assert_allclose(b, [0, 0, 0, 0], atol=atol)
762
+
763
+
764
+ def test_larfg_larf():
765
+ np.random.seed(1234)
766
+ a0 = np.random.random((4, 4))
767
+ a0 = a0.T.dot(a0)
768
+
769
+ a0j = np.random.random((4, 4)) + 1j*np.random.random((4, 4))
770
+ a0j = a0j.T.conj().dot(a0j)
771
+
772
+ # our test here will be to do one step of reducing a hermetian matrix to
773
+ # tridiagonal form using householder transforms.
774
+
775
+ for dtype in 'fdFD':
776
+ larfg, larf = get_lapack_funcs(['larfg', 'larf'], dtype=dtype)
777
+
778
+ if dtype in 'FD':
779
+ a = a0j.copy()
780
+ else:
781
+ a = a0.copy()
782
+
783
+ # generate a householder transform to clear a[2:,0]
784
+ alpha, x, tau = larfg(a.shape[0]-1, a[1, 0], a[2:, 0])
785
+
786
+ # create expected output
787
+ expected = np.zeros_like(a[:, 0])
788
+ expected[0] = a[0, 0]
789
+ expected[1] = alpha
790
+
791
+ # assemble householder vector
792
+ v = np.zeros_like(a[1:, 0])
793
+ v[0] = 1.0
794
+ v[1:] = x
795
+
796
+ # apply transform from the left
797
+ a[1:, :] = larf(v, tau.conjugate(), a[1:, :], np.zeros(a.shape[1]))
798
+
799
+ # apply transform from the right
800
+ a[:, 1:] = larf(v, tau, a[:, 1:], np.zeros(a.shape[0]), side='R')
801
+
802
+ assert_allclose(a[:, 0], expected, atol=1e-5)
803
+ assert_allclose(a[0, :], expected, atol=1e-5)
804
+
805
+
806
+ def test_sgesdd_lwork_bug_workaround():
807
+ # Test that SGESDD lwork is sufficiently large for LAPACK.
808
+ #
809
+ # This checks that _compute_lwork() correctly works around a bug in
810
+ # LAPACK versions older than 3.10.1.
811
+
812
+ sgesdd_lwork = get_lapack_funcs('gesdd_lwork', dtype=np.float32,
813
+ ilp64='preferred')
814
+ n = 9537
815
+ lwork = _compute_lwork(sgesdd_lwork, n, n,
816
+ compute_uv=True, full_matrices=True)
817
+ # If we called the Fortran function SGESDD directly with IWORK=-1, the
818
+ # LAPACK bug would result in lwork being 272929856, which was too small.
819
+ # (The result was returned in a single precision float, which does not
820
+ # have sufficient precision to represent the exact integer value that it
821
+ # computed internally.) The work-around implemented in _compute_lwork()
822
+ # will convert that to 272929888. If we are using LAPACK 3.10.1 or later
823
+ # (such as in OpenBLAS 0.3.21 or later), the work-around will return
824
+ # 272929920, because it does not know which version of LAPACK is being
825
+ # used, so it always applies the correction to whatever it is given. We
826
+ # will accept either 272929888 or 272929920.
827
+ # Note that the acceptable values are a LAPACK implementation detail.
828
+ # If a future version of LAPACK changes how SGESDD works, and therefore
829
+ # changes the required LWORK size, the acceptable values might have to
830
+ # be updated.
831
+ assert lwork == 272929888 or lwork == 272929920
832
+
833
+
834
+ class TestSytrd:
835
+ @pytest.mark.parametrize('dtype', REAL_DTYPES)
836
+ def test_sytrd_with_zero_dim_array(self, dtype):
837
+ # Assert that a 0x0 matrix raises an error
838
+ A = np.zeros((0, 0), dtype=dtype)
839
+ sytrd = get_lapack_funcs('sytrd', (A,))
840
+ assert_raises(ValueError, sytrd, A)
841
+
842
+ @pytest.mark.parametrize('dtype', REAL_DTYPES)
843
+ @pytest.mark.parametrize('n', (1, 3))
844
+ def test_sytrd(self, dtype, n):
845
+ A = np.zeros((n, n), dtype=dtype)
846
+
847
+ sytrd, sytrd_lwork = \
848
+ get_lapack_funcs(('sytrd', 'sytrd_lwork'), (A,))
849
+
850
+ # some upper triangular array
851
+ A[np.triu_indices_from(A)] = \
852
+ np.arange(1, n*(n+1)//2+1, dtype=dtype)
853
+
854
+ # query lwork
855
+ lwork, info = sytrd_lwork(n)
856
+ assert_equal(info, 0)
857
+
858
+ # check lower=1 behavior (shouldn't do much since the matrix is
859
+ # upper triangular)
860
+ data, d, e, tau, info = sytrd(A, lower=1, lwork=lwork)
861
+ assert_equal(info, 0)
862
+
863
+ assert_allclose(data, A, atol=5*np.finfo(dtype).eps, rtol=1.0)
864
+ assert_allclose(d, np.diag(A))
865
+ assert_allclose(e, 0.0)
866
+ assert_allclose(tau, 0.0)
867
+
868
+ # and now for the proper test (lower=0 is the default)
869
+ data, d, e, tau, info = sytrd(A, lwork=lwork)
870
+ assert_equal(info, 0)
871
+
872
+ # assert Q^T*A*Q = tridiag(e, d, e)
873
+
874
+ # build tridiagonal matrix
875
+ T = np.zeros_like(A, dtype=dtype)
876
+ k = np.arange(A.shape[0])
877
+ T[k, k] = d
878
+ k2 = np.arange(A.shape[0]-1)
879
+ T[k2+1, k2] = e
880
+ T[k2, k2+1] = e
881
+
882
+ # build Q
883
+ Q = np.eye(n, n, dtype=dtype)
884
+ for i in range(n-1):
885
+ v = np.zeros(n, dtype=dtype)
886
+ v[:i] = data[:i, i+1]
887
+ v[i] = 1.0
888
+ H = np.eye(n, n, dtype=dtype) - tau[i] * np.outer(v, v)
889
+ Q = np.dot(H, Q)
890
+
891
+ # Make matrix fully symmetric
892
+ i_lower = np.tril_indices(n, -1)
893
+ A[i_lower] = A.T[i_lower]
894
+
895
+ QTAQ = np.dot(Q.T, np.dot(A, Q))
896
+
897
+ # disable rtol here since some values in QTAQ and T are very close
898
+ # to 0.
899
+ assert_allclose(QTAQ, T, atol=5*np.finfo(dtype).eps, rtol=1.0)
900
+
901
+
902
+ class TestHetrd:
903
+ @pytest.mark.parametrize('complex_dtype', COMPLEX_DTYPES)
904
+ def test_hetrd_with_zero_dim_array(self, complex_dtype):
905
+ # Assert that a 0x0 matrix raises an error
906
+ A = np.zeros((0, 0), dtype=complex_dtype)
907
+ hetrd = get_lapack_funcs('hetrd', (A,))
908
+ assert_raises(ValueError, hetrd, A)
909
+
910
+ @pytest.mark.parametrize('real_dtype,complex_dtype',
911
+ zip(REAL_DTYPES, COMPLEX_DTYPES))
912
+ @pytest.mark.parametrize('n', (1, 3))
913
+ def test_hetrd(self, n, real_dtype, complex_dtype):
914
+ A = np.zeros((n, n), dtype=complex_dtype)
915
+ hetrd, hetrd_lwork = \
916
+ get_lapack_funcs(('hetrd', 'hetrd_lwork'), (A,))
917
+
918
+ # some upper triangular array
919
+ A[np.triu_indices_from(A)] = (
920
+ np.arange(1, n*(n+1)//2+1, dtype=real_dtype)
921
+ + 1j * np.arange(1, n*(n+1)//2+1, dtype=real_dtype)
922
+ )
923
+ np.fill_diagonal(A, np.real(np.diag(A)))
924
+
925
+ # test query lwork
926
+ for x in [0, 1]:
927
+ _, info = hetrd_lwork(n, lower=x)
928
+ assert_equal(info, 0)
929
+ # lwork returns complex which segfaults hetrd call (gh-10388)
930
+ # use the safe and recommended option
931
+ lwork = _compute_lwork(hetrd_lwork, n)
932
+
933
+ # check lower=1 behavior (shouldn't do much since the matrix is
934
+ # upper triangular)
935
+ data, d, e, tau, info = hetrd(A, lower=1, lwork=lwork)
936
+ assert_equal(info, 0)
937
+
938
+ assert_allclose(data, A, atol=5*np.finfo(real_dtype).eps, rtol=1.0)
939
+
940
+ assert_allclose(d, np.real(np.diag(A)))
941
+ assert_allclose(e, 0.0)
942
+ assert_allclose(tau, 0.0)
943
+
944
+ # and now for the proper test (lower=0 is the default)
945
+ data, d, e, tau, info = hetrd(A, lwork=lwork)
946
+ assert_equal(info, 0)
947
+
948
+ # assert Q^T*A*Q = tridiag(e, d, e)
949
+
950
+ # build tridiagonal matrix
951
+ T = np.zeros_like(A, dtype=real_dtype)
952
+ k = np.arange(A.shape[0], dtype=int)
953
+ T[k, k] = d
954
+ k2 = np.arange(A.shape[0]-1, dtype=int)
955
+ T[k2+1, k2] = e
956
+ T[k2, k2+1] = e
957
+
958
+ # build Q
959
+ Q = np.eye(n, n, dtype=complex_dtype)
960
+ for i in range(n-1):
961
+ v = np.zeros(n, dtype=complex_dtype)
962
+ v[:i] = data[:i, i+1]
963
+ v[i] = 1.0
964
+ H = np.eye(n, n, dtype=complex_dtype) \
965
+ - tau[i] * np.outer(v, np.conj(v))
966
+ Q = np.dot(H, Q)
967
+
968
+ # Make matrix fully Hermitian
969
+ i_lower = np.tril_indices(n, -1)
970
+ A[i_lower] = np.conj(A.T[i_lower])
971
+
972
+ QHAQ = np.dot(np.conj(Q.T), np.dot(A, Q))
973
+
974
+ # disable rtol here since some values in QTAQ and T are very close
975
+ # to 0.
976
+ assert_allclose(
977
+ QHAQ, T, atol=10*np.finfo(real_dtype).eps, rtol=1.0
978
+ )
979
+
980
+
981
+ def test_gglse():
982
+ # Example data taken from NAG manual
983
+ for ind, dtype in enumerate(DTYPES):
984
+ # DTYPES = <s,d,c,z> gglse
985
+ func, func_lwork = get_lapack_funcs(('gglse', 'gglse_lwork'),
986
+ dtype=dtype)
987
+ lwork = _compute_lwork(func_lwork, m=6, n=4, p=2)
988
+ # For <s,d>gglse
989
+ if ind < 2:
990
+ a = np.array([[-0.57, -1.28, -0.39, 0.25],
991
+ [-1.93, 1.08, -0.31, -2.14],
992
+ [2.30, 0.24, 0.40, -0.35],
993
+ [-1.93, 0.64, -0.66, 0.08],
994
+ [0.15, 0.30, 0.15, -2.13],
995
+ [-0.02, 1.03, -1.43, 0.50]], dtype=dtype)
996
+ c = np.array([-1.50, -2.14, 1.23, -0.54, -1.68, 0.82], dtype=dtype)
997
+ d = np.array([0., 0.], dtype=dtype)
998
+ # For <s,d>gglse
999
+ else:
1000
+ a = np.array([[0.96-0.81j, -0.03+0.96j, -0.91+2.06j, -0.05+0.41j],
1001
+ [-0.98+1.98j, -1.20+0.19j, -0.66+0.42j, -0.81+0.56j],
1002
+ [0.62-0.46j, 1.01+0.02j, 0.63-0.17j, -1.11+0.60j],
1003
+ [0.37+0.38j, 0.19-0.54j, -0.98-0.36j, 0.22-0.20j],
1004
+ [0.83+0.51j, 0.20+0.01j, -0.17-0.46j, 1.47+1.59j],
1005
+ [1.08-0.28j, 0.20-0.12j, -0.07+1.23j, 0.26+0.26j]])
1006
+ c = np.array([[-2.54+0.09j],
1007
+ [1.65-2.26j],
1008
+ [-2.11-3.96j],
1009
+ [1.82+3.30j],
1010
+ [-6.41+3.77j],
1011
+ [2.07+0.66j]])
1012
+ d = np.zeros(2, dtype=dtype)
1013
+
1014
+ b = np.array([[1., 0., -1., 0.], [0., 1., 0., -1.]], dtype=dtype)
1015
+
1016
+ _, _, _, result, _ = func(a, b, c, d, lwork=lwork)
1017
+ if ind < 2:
1018
+ expected = np.array([0.48904455,
1019
+ 0.99754786,
1020
+ 0.48904455,
1021
+ 0.99754786])
1022
+ else:
1023
+ expected = np.array([1.08742917-1.96205783j,
1024
+ -0.74093902+3.72973919j,
1025
+ 1.08742917-1.96205759j,
1026
+ -0.74093896+3.72973895j])
1027
+ assert_array_almost_equal(result, expected, decimal=4)
1028
+
1029
+
1030
+ def test_sycon_hecon():
1031
+ seed(1234)
1032
+ for ind, dtype in enumerate(DTYPES+COMPLEX_DTYPES):
1033
+ # DTYPES + COMPLEX DTYPES = <s,d,c,z> sycon + <c,z>hecon
1034
+ n = 10
1035
+ # For <s,d,c,z>sycon
1036
+ if ind < 4:
1037
+ func_lwork = get_lapack_funcs('sytrf_lwork', dtype=dtype)
1038
+ funcon, functrf = get_lapack_funcs(('sycon', 'sytrf'), dtype=dtype)
1039
+ A = (rand(n, n)).astype(dtype)
1040
+ # For <c,z>hecon
1041
+ else:
1042
+ func_lwork = get_lapack_funcs('hetrf_lwork', dtype=dtype)
1043
+ funcon, functrf = get_lapack_funcs(('hecon', 'hetrf'), dtype=dtype)
1044
+ A = (rand(n, n) + rand(n, n)*1j).astype(dtype)
1045
+
1046
+ # Since sycon only refers to upper/lower part, conj() is safe here.
1047
+ A = (A + A.conj().T)/2 + 2*np.eye(n, dtype=dtype)
1048
+
1049
+ anorm = norm(A, 1)
1050
+ lwork = _compute_lwork(func_lwork, n)
1051
+ ldu, ipiv, _ = functrf(A, lwork=lwork, lower=1)
1052
+ rcond, _ = funcon(a=ldu, ipiv=ipiv, anorm=anorm, lower=1)
1053
+ # The error is at most 1-fold
1054
+ assert_(abs(1/rcond - np.linalg.cond(A, p=1))*rcond < 1)
1055
+
1056
+
1057
+ def test_sygst():
1058
+ seed(1234)
1059
+ for ind, dtype in enumerate(REAL_DTYPES):
1060
+ # DTYPES = <s,d> sygst
1061
+ n = 10
1062
+
1063
+ potrf, sygst, syevd, sygvd = get_lapack_funcs(('potrf', 'sygst',
1064
+ 'syevd', 'sygvd'),
1065
+ dtype=dtype)
1066
+
1067
+ A = rand(n, n).astype(dtype)
1068
+ A = (A + A.T)/2
1069
+ # B must be positive definite
1070
+ B = rand(n, n).astype(dtype)
1071
+ B = (B + B.T)/2 + 2 * np.eye(n, dtype=dtype)
1072
+
1073
+ # Perform eig (sygvd)
1074
+ eig_gvd, _, info = sygvd(A, B)
1075
+ assert_(info == 0)
1076
+
1077
+ # Convert to std problem potrf
1078
+ b, info = potrf(B)
1079
+ assert_(info == 0)
1080
+ a, info = sygst(A, b)
1081
+ assert_(info == 0)
1082
+
1083
+ eig, _, info = syevd(a)
1084
+ assert_(info == 0)
1085
+ assert_allclose(eig, eig_gvd, rtol=1.2e-4)
1086
+
1087
+
1088
+ def test_hegst():
1089
+ seed(1234)
1090
+ for ind, dtype in enumerate(COMPLEX_DTYPES):
1091
+ # DTYPES = <c,z> hegst
1092
+ n = 10
1093
+
1094
+ potrf, hegst, heevd, hegvd = get_lapack_funcs(('potrf', 'hegst',
1095
+ 'heevd', 'hegvd'),
1096
+ dtype=dtype)
1097
+
1098
+ A = rand(n, n).astype(dtype) + 1j * rand(n, n).astype(dtype)
1099
+ A = (A + A.conj().T)/2
1100
+ # B must be positive definite
1101
+ B = rand(n, n).astype(dtype) + 1j * rand(n, n).astype(dtype)
1102
+ B = (B + B.conj().T)/2 + 2 * np.eye(n, dtype=dtype)
1103
+
1104
+ # Perform eig (hegvd)
1105
+ eig_gvd, _, info = hegvd(A, B)
1106
+ assert_(info == 0)
1107
+
1108
+ # Convert to std problem potrf
1109
+ b, info = potrf(B)
1110
+ assert_(info == 0)
1111
+ a, info = hegst(A, b)
1112
+ assert_(info == 0)
1113
+
1114
+ eig, _, info = heevd(a)
1115
+ assert_(info == 0)
1116
+ assert_allclose(eig, eig_gvd, rtol=1e-4)
1117
+
1118
+
1119
+ def test_tzrzf():
1120
+ """
1121
+ This test performs an RZ decomposition in which an m x n upper trapezoidal
1122
+ array M (m <= n) is factorized as M = [R 0] * Z where R is upper triangular
1123
+ and Z is unitary.
1124
+ """
1125
+ rng = np.random.RandomState(1234)
1126
+ m, n = 10, 15
1127
+ for ind, dtype in enumerate(DTYPES):
1128
+ tzrzf, tzrzf_lw = get_lapack_funcs(('tzrzf', 'tzrzf_lwork'),
1129
+ dtype=dtype)
1130
+ lwork = _compute_lwork(tzrzf_lw, m, n)
1131
+
1132
+ if ind < 2:
1133
+ A = triu(rng.rand(m, n).astype(dtype))
1134
+ else:
1135
+ A = triu((rng.rand(m, n) + rng.rand(m, n)*1j).astype(dtype))
1136
+
1137
+ # assert wrong shape arg, f2py returns generic error
1138
+ assert_raises(Exception, tzrzf, A.T)
1139
+ rz, tau, info = tzrzf(A, lwork=lwork)
1140
+ # Check success
1141
+ assert_(info == 0)
1142
+
1143
+ # Get Z manually for comparison
1144
+ R = np.hstack((rz[:, :m], np.zeros((m, n-m), dtype=dtype)))
1145
+ V = np.hstack((np.eye(m, dtype=dtype), rz[:, m:]))
1146
+ Id = np.eye(n, dtype=dtype)
1147
+ ref = [Id-tau[x]*V[[x], :].T.dot(V[[x], :].conj()) for x in range(m)]
1148
+ Z = reduce(np.dot, ref)
1149
+ assert_allclose(R.dot(Z) - A, zeros_like(A, dtype=dtype),
1150
+ atol=10*np.spacing(dtype(1.0).real), rtol=0.)
1151
+
1152
+
1153
+ def test_tfsm():
1154
+ """
1155
+ Test for solving a linear system with the coefficient matrix is a
1156
+ triangular array stored in Full Packed (RFP) format.
1157
+ """
1158
+ rng = np.random.RandomState(1234)
1159
+ for ind, dtype in enumerate(DTYPES):
1160
+ n = 20
1161
+ if ind > 1:
1162
+ A = triu(rng.rand(n, n) + rng.rand(n, n)*1j + eye(n)).astype(dtype)
1163
+ trans = 'C'
1164
+ else:
1165
+ A = triu(rng.rand(n, n) + eye(n)).astype(dtype)
1166
+ trans = 'T'
1167
+
1168
+ trttf, tfttr, tfsm = get_lapack_funcs(('trttf', 'tfttr', 'tfsm'),
1169
+ dtype=dtype)
1170
+
1171
+ Afp, _ = trttf(A)
1172
+ B = rng.rand(n, 2).astype(dtype)
1173
+ soln = tfsm(-1, Afp, B)
1174
+ assert_array_almost_equal(soln, solve(-A, B),
1175
+ decimal=4 if ind % 2 == 0 else 6)
1176
+
1177
+ soln = tfsm(-1, Afp, B, trans=trans)
1178
+ assert_array_almost_equal(soln, solve(-A.conj().T, B),
1179
+ decimal=4 if ind % 2 == 0 else 6)
1180
+
1181
+ # Make A, unit diagonal
1182
+ A[np.arange(n), np.arange(n)] = dtype(1.)
1183
+ soln = tfsm(-1, Afp, B, trans=trans, diag='U')
1184
+ assert_array_almost_equal(soln, solve(-A.conj().T, B),
1185
+ decimal=4 if ind % 2 == 0 else 6)
1186
+
1187
+ # Change side
1188
+ B2 = rng.rand(3, n).astype(dtype)
1189
+ soln = tfsm(-1, Afp, B2, trans=trans, diag='U', side='R')
1190
+ assert_array_almost_equal(soln, solve(-A, B2.T).conj().T,
1191
+ decimal=4 if ind % 2 == 0 else 6)
1192
+
1193
+
1194
+ def test_ormrz_unmrz():
1195
+ """
1196
+ This test performs a matrix multiplication with an arbitrary m x n matrix C
1197
+ and a unitary matrix Q without explicitly forming the array. The array data
1198
+ is encoded in the rectangular part of A which is obtained from ?TZRZF. Q
1199
+ size is inferred by m, n, side keywords.
1200
+ """
1201
+ rng = np.random.RandomState(1234)
1202
+ qm, qn, cn = 10, 15, 15
1203
+ for ind, dtype in enumerate(DTYPES):
1204
+ tzrzf, tzrzf_lw = get_lapack_funcs(('tzrzf', 'tzrzf_lwork'),
1205
+ dtype=dtype)
1206
+ lwork_rz = _compute_lwork(tzrzf_lw, qm, qn)
1207
+
1208
+ if ind < 2:
1209
+ A = triu(rng.rand(qm, qn).astype(dtype))
1210
+ C = rng.rand(cn, cn).astype(dtype)
1211
+ orun_mrz, orun_mrz_lw = get_lapack_funcs(('ormrz', 'ormrz_lwork'),
1212
+ dtype=dtype)
1213
+ else:
1214
+ A = triu((rng.rand(qm, qn) + rng.rand(qm, qn)*1j).astype(dtype))
1215
+ C = (rng.rand(cn, cn) + rand(cn, cn)*1j).astype(dtype)
1216
+ orun_mrz, orun_mrz_lw = get_lapack_funcs(('unmrz', 'unmrz_lwork'),
1217
+ dtype=dtype)
1218
+
1219
+ lwork_mrz = _compute_lwork(orun_mrz_lw, cn, cn)
1220
+ rz, tau, info = tzrzf(A, lwork=lwork_rz)
1221
+
1222
+ # Get Q manually for comparison
1223
+ V = np.hstack((np.eye(qm, dtype=dtype), rz[:, qm:]))
1224
+ Id = np.eye(qn, dtype=dtype)
1225
+ ref = [Id-tau[x]*V[[x], :].T.dot(V[[x], :].conj()) for x in range(qm)]
1226
+ Q = reduce(np.dot, ref)
1227
+
1228
+ # Now that we have Q, we can test whether lapack results agree with
1229
+ # each case of CQ, CQ^H, QC, and QC^H
1230
+ trans = 'T' if ind < 2 else 'C'
1231
+ tol = 10*np.spacing(dtype(1.0).real)
1232
+
1233
+ cq, info = orun_mrz(rz, tau, C, lwork=lwork_mrz)
1234
+ assert_(info == 0)
1235
+ assert_allclose(cq - Q.dot(C), zeros_like(C), atol=tol, rtol=0.)
1236
+
1237
+ cq, info = orun_mrz(rz, tau, C, trans=trans, lwork=lwork_mrz)
1238
+ assert_(info == 0)
1239
+ assert_allclose(cq - Q.conj().T.dot(C), zeros_like(C), atol=tol,
1240
+ rtol=0.)
1241
+
1242
+ cq, info = orun_mrz(rz, tau, C, side='R', lwork=lwork_mrz)
1243
+ assert_(info == 0)
1244
+ assert_allclose(cq - C.dot(Q), zeros_like(C), atol=tol, rtol=0.)
1245
+
1246
+ cq, info = orun_mrz(rz, tau, C, side='R', trans=trans, lwork=lwork_mrz)
1247
+ assert_(info == 0)
1248
+ assert_allclose(cq - C.dot(Q.conj().T), zeros_like(C), atol=tol,
1249
+ rtol=0.)
1250
+
1251
+
1252
+ def test_tfttr_trttf():
1253
+ """
1254
+ Test conversion routines between the Rectangular Full Packed (RFP) format
1255
+ and Standard Triangular Array (TR)
1256
+ """
1257
+ rng = np.random.RandomState(1234)
1258
+ for ind, dtype in enumerate(DTYPES):
1259
+ n = 20
1260
+ if ind > 1:
1261
+ A_full = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1262
+ transr = 'C'
1263
+ else:
1264
+ A_full = (rng.rand(n, n)).astype(dtype)
1265
+ transr = 'T'
1266
+
1267
+ trttf, tfttr = get_lapack_funcs(('trttf', 'tfttr'), dtype=dtype)
1268
+ A_tf_U, info = trttf(A_full)
1269
+ assert_(info == 0)
1270
+ A_tf_L, info = trttf(A_full, uplo='L')
1271
+ assert_(info == 0)
1272
+ A_tf_U_T, info = trttf(A_full, transr=transr, uplo='U')
1273
+ assert_(info == 0)
1274
+ A_tf_L_T, info = trttf(A_full, transr=transr, uplo='L')
1275
+ assert_(info == 0)
1276
+
1277
+ # Create the RFP array manually (n is even!)
1278
+ A_tf_U_m = zeros((n+1, n//2), dtype=dtype)
1279
+ A_tf_U_m[:-1, :] = triu(A_full)[:, n//2:]
1280
+ A_tf_U_m[n//2+1:, :] += triu(A_full)[:n//2, :n//2].conj().T
1281
+
1282
+ A_tf_L_m = zeros((n+1, n//2), dtype=dtype)
1283
+ A_tf_L_m[1:, :] = tril(A_full)[:, :n//2]
1284
+ A_tf_L_m[:n//2, :] += tril(A_full)[n//2:, n//2:].conj().T
1285
+
1286
+ assert_array_almost_equal(A_tf_U, A_tf_U_m.reshape(-1, order='F'))
1287
+ assert_array_almost_equal(A_tf_U_T,
1288
+ A_tf_U_m.conj().T.reshape(-1, order='F'))
1289
+
1290
+ assert_array_almost_equal(A_tf_L, A_tf_L_m.reshape(-1, order='F'))
1291
+ assert_array_almost_equal(A_tf_L_T,
1292
+ A_tf_L_m.conj().T.reshape(-1, order='F'))
1293
+
1294
+ # Get the original array from RFP
1295
+ A_tr_U, info = tfttr(n, A_tf_U)
1296
+ assert_(info == 0)
1297
+ A_tr_L, info = tfttr(n, A_tf_L, uplo='L')
1298
+ assert_(info == 0)
1299
+ A_tr_U_T, info = tfttr(n, A_tf_U_T, transr=transr, uplo='U')
1300
+ assert_(info == 0)
1301
+ A_tr_L_T, info = tfttr(n, A_tf_L_T, transr=transr, uplo='L')
1302
+ assert_(info == 0)
1303
+
1304
+ assert_array_almost_equal(A_tr_U, triu(A_full))
1305
+ assert_array_almost_equal(A_tr_U_T, triu(A_full))
1306
+ assert_array_almost_equal(A_tr_L, tril(A_full))
1307
+ assert_array_almost_equal(A_tr_L_T, tril(A_full))
1308
+
1309
+
1310
+ def test_tpttr_trttp():
1311
+ """
1312
+ Test conversion routines between the Rectangular Full Packed (RFP) format
1313
+ and Standard Triangular Array (TR)
1314
+ """
1315
+ rng = np.random.RandomState(1234)
1316
+ for ind, dtype in enumerate(DTYPES):
1317
+ n = 20
1318
+ if ind > 1:
1319
+ A_full = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1320
+ else:
1321
+ A_full = (rng.rand(n, n)).astype(dtype)
1322
+
1323
+ trttp, tpttr = get_lapack_funcs(('trttp', 'tpttr'), dtype=dtype)
1324
+ A_tp_U, info = trttp(A_full)
1325
+ assert_(info == 0)
1326
+ A_tp_L, info = trttp(A_full, uplo='L')
1327
+ assert_(info == 0)
1328
+
1329
+ # Create the TP array manually
1330
+ inds = tril_indices(n)
1331
+ A_tp_U_m = zeros(n*(n+1)//2, dtype=dtype)
1332
+ A_tp_U_m[:] = (triu(A_full).T)[inds]
1333
+
1334
+ inds = triu_indices(n)
1335
+ A_tp_L_m = zeros(n*(n+1)//2, dtype=dtype)
1336
+ A_tp_L_m[:] = (tril(A_full).T)[inds]
1337
+
1338
+ assert_array_almost_equal(A_tp_U, A_tp_U_m)
1339
+ assert_array_almost_equal(A_tp_L, A_tp_L_m)
1340
+
1341
+ # Get the original array from TP
1342
+ A_tr_U, info = tpttr(n, A_tp_U)
1343
+ assert_(info == 0)
1344
+ A_tr_L, info = tpttr(n, A_tp_L, uplo='L')
1345
+ assert_(info == 0)
1346
+
1347
+ assert_array_almost_equal(A_tr_U, triu(A_full))
1348
+ assert_array_almost_equal(A_tr_L, tril(A_full))
1349
+
1350
+
1351
+ def test_pftrf():
1352
+ """
1353
+ Test Cholesky factorization of a positive definite Rectangular Full
1354
+ Packed (RFP) format array
1355
+ """
1356
+ rng = np.random.RandomState(1234)
1357
+ for ind, dtype in enumerate(DTYPES):
1358
+ n = 20
1359
+ if ind > 1:
1360
+ A = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1361
+ A = A + A.conj().T + n*eye(n)
1362
+ else:
1363
+ A = (rng.rand(n, n)).astype(dtype)
1364
+ A = A + A.T + n*eye(n)
1365
+
1366
+ pftrf, trttf, tfttr = get_lapack_funcs(('pftrf', 'trttf', 'tfttr'),
1367
+ dtype=dtype)
1368
+
1369
+ # Get the original array from TP
1370
+ Afp, info = trttf(A)
1371
+ Achol_rfp, info = pftrf(n, Afp)
1372
+ assert_(info == 0)
1373
+ A_chol_r, _ = tfttr(n, Achol_rfp)
1374
+ Achol = cholesky(A)
1375
+ assert_array_almost_equal(A_chol_r, Achol)
1376
+
1377
+
1378
+ def test_pftri():
1379
+ """
1380
+ Test Cholesky factorization of a positive definite Rectangular Full
1381
+ Packed (RFP) format array to find its inverse
1382
+ """
1383
+ rng = np.random.RandomState(1234)
1384
+ for ind, dtype in enumerate(DTYPES):
1385
+ n = 20
1386
+ if ind > 1:
1387
+ A = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1388
+ A = A + A.conj().T + n*eye(n)
1389
+ else:
1390
+ A = (rng.rand(n, n)).astype(dtype)
1391
+ A = A + A.T + n*eye(n)
1392
+
1393
+ pftri, pftrf, trttf, tfttr = get_lapack_funcs(('pftri',
1394
+ 'pftrf',
1395
+ 'trttf',
1396
+ 'tfttr'),
1397
+ dtype=dtype)
1398
+
1399
+ # Get the original array from TP
1400
+ Afp, info = trttf(A)
1401
+ A_chol_rfp, info = pftrf(n, Afp)
1402
+ A_inv_rfp, info = pftri(n, A_chol_rfp)
1403
+ assert_(info == 0)
1404
+ A_inv_r, _ = tfttr(n, A_inv_rfp)
1405
+ Ainv = inv(A)
1406
+ assert_array_almost_equal(A_inv_r, triu(Ainv),
1407
+ decimal=4 if ind % 2 == 0 else 6)
1408
+
1409
+
1410
+ def test_pftrs():
1411
+ """
1412
+ Test Cholesky factorization of a positive definite Rectangular Full
1413
+ Packed (RFP) format array and solve a linear system
1414
+ """
1415
+ rng = np.random.RandomState(1234)
1416
+ for ind, dtype in enumerate(DTYPES):
1417
+ n = 20
1418
+ if ind > 1:
1419
+ A = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1420
+ A = A + A.conj().T + n*eye(n)
1421
+ else:
1422
+ A = (rng.rand(n, n)).astype(dtype)
1423
+ A = A + A.T + n*eye(n)
1424
+
1425
+ B = ones((n, 3), dtype=dtype)
1426
+ Bf1 = ones((n+2, 3), dtype=dtype)
1427
+ Bf2 = ones((n-2, 3), dtype=dtype)
1428
+ pftrs, pftrf, trttf, tfttr = get_lapack_funcs(('pftrs',
1429
+ 'pftrf',
1430
+ 'trttf',
1431
+ 'tfttr'),
1432
+ dtype=dtype)
1433
+
1434
+ # Get the original array from TP
1435
+ Afp, info = trttf(A)
1436
+ A_chol_rfp, info = pftrf(n, Afp)
1437
+ # larger B arrays shouldn't segfault
1438
+ soln, info = pftrs(n, A_chol_rfp, Bf1)
1439
+ assert_(info == 0)
1440
+ assert_raises(Exception, pftrs, n, A_chol_rfp, Bf2)
1441
+ soln, info = pftrs(n, A_chol_rfp, B)
1442
+ assert_(info == 0)
1443
+ assert_array_almost_equal(solve(A, B), soln,
1444
+ decimal=4 if ind % 2 == 0 else 6)
1445
+
1446
+
1447
+ def test_sfrk_hfrk():
1448
+ """
1449
+ Test for performing a symmetric rank-k operation for matrix in RFP format.
1450
+ """
1451
+ rng = np.random.RandomState(1234)
1452
+ for ind, dtype in enumerate(DTYPES):
1453
+ n = 20
1454
+ if ind > 1:
1455
+ A = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1456
+ A = A + A.conj().T + n*eye(n)
1457
+ else:
1458
+ A = (rng.rand(n, n)).astype(dtype)
1459
+ A = A + A.T + n*eye(n)
1460
+
1461
+ prefix = 's'if ind < 2 else 'h'
1462
+ trttf, tfttr, shfrk = get_lapack_funcs(('trttf', 'tfttr', f'{prefix}frk'),
1463
+ dtype=dtype)
1464
+
1465
+ Afp, _ = trttf(A)
1466
+ C = rng.rand(n, 2).astype(dtype)
1467
+ Afp_out = shfrk(n, 2, -1, C, 2, Afp)
1468
+ A_out, _ = tfttr(n, Afp_out)
1469
+ assert_array_almost_equal(A_out, triu(-C.dot(C.conj().T) + 2*A),
1470
+ decimal=4 if ind % 2 == 0 else 6)
1471
+
1472
+
1473
+ def test_syconv():
1474
+ """
1475
+ Test for going back and forth between the returned format of he/sytrf to
1476
+ L and D factors/permutations.
1477
+ """
1478
+ rng = np.random.RandomState(1234)
1479
+ for ind, dtype in enumerate(DTYPES):
1480
+ n = 10
1481
+
1482
+ if ind > 1:
1483
+ A = (rng.randint(-30, 30, (n, n)) +
1484
+ rng.randint(-30, 30, (n, n))*1j).astype(dtype)
1485
+
1486
+ A = A + A.conj().T
1487
+ else:
1488
+ A = rng.randint(-30, 30, (n, n)).astype(dtype)
1489
+ A = A + A.T + n*eye(n)
1490
+
1491
+ tol = 100*np.spacing(dtype(1.0).real)
1492
+ syconv, trf, trf_lwork = get_lapack_funcs(('syconv', 'sytrf',
1493
+ 'sytrf_lwork'), dtype=dtype)
1494
+ lw = _compute_lwork(trf_lwork, n, lower=1)
1495
+ L, D, perm = ldl(A, lower=1, hermitian=False)
1496
+ lw = _compute_lwork(trf_lwork, n, lower=1)
1497
+ ldu, ipiv, info = trf(A, lower=1, lwork=lw)
1498
+ a, e, info = syconv(ldu, ipiv, lower=1)
1499
+ assert_allclose(tril(a, -1,), tril(L[perm, :], -1), atol=tol, rtol=0.)
1500
+
1501
+ # Test also upper
1502
+ U, D, perm = ldl(A, lower=0, hermitian=False)
1503
+ ldu, ipiv, info = trf(A, lower=0)
1504
+ a, e, info = syconv(ldu, ipiv, lower=0)
1505
+ assert_allclose(triu(a, 1), triu(U[perm, :], 1), atol=tol, rtol=0.)
1506
+
1507
+
1508
+ class TestBlockedQR:
1509
+ """
1510
+ Tests for the blocked QR factorization, namely through geqrt, gemqrt, tpqrt
1511
+ and tpmqr.
1512
+ """
1513
+
1514
+ def test_geqrt_gemqrt(self):
1515
+ rng = np.random.RandomState(1234)
1516
+ for ind, dtype in enumerate(DTYPES):
1517
+ n = 20
1518
+
1519
+ if ind > 1:
1520
+ A = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1521
+ else:
1522
+ A = (rng.rand(n, n)).astype(dtype)
1523
+
1524
+ tol = 100*np.spacing(dtype(1.0).real)
1525
+ geqrt, gemqrt = get_lapack_funcs(('geqrt', 'gemqrt'), dtype=dtype)
1526
+
1527
+ a, t, info = geqrt(n, A)
1528
+ assert info == 0
1529
+
1530
+ # Extract elementary reflectors from lower triangle, adding the
1531
+ # main diagonal of ones.
1532
+ v = np.tril(a, -1) + np.eye(n, dtype=dtype)
1533
+ # Generate the block Householder transform I - VTV^H
1534
+ Q = np.eye(n, dtype=dtype) - v @ t @ v.T.conj()
1535
+ R = np.triu(a)
1536
+
1537
+ # Test columns of Q are orthogonal
1538
+ assert_allclose(Q.T.conj() @ Q, np.eye(n, dtype=dtype), atol=tol,
1539
+ rtol=0.)
1540
+ assert_allclose(Q @ R, A, atol=tol, rtol=0.)
1541
+
1542
+ if ind > 1:
1543
+ C = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1544
+ transpose = 'C'
1545
+ else:
1546
+ C = (rng.rand(n, n)).astype(dtype)
1547
+ transpose = 'T'
1548
+
1549
+ for side in ('L', 'R'):
1550
+ for trans in ('N', transpose):
1551
+ c, info = gemqrt(a, t, C, side=side, trans=trans)
1552
+ assert info == 0
1553
+
1554
+ if trans == transpose:
1555
+ q = Q.T.conj()
1556
+ else:
1557
+ q = Q
1558
+
1559
+ if side == 'L':
1560
+ qC = q @ C
1561
+ else:
1562
+ qC = C @ q
1563
+
1564
+ assert_allclose(c, qC, atol=tol, rtol=0.)
1565
+
1566
+ # Test default arguments
1567
+ if (side, trans) == ('L', 'N'):
1568
+ c_default, info = gemqrt(a, t, C)
1569
+ assert info == 0
1570
+ assert_equal(c_default, c)
1571
+
1572
+ # Test invalid side/trans
1573
+ assert_raises(Exception, gemqrt, a, t, C, side='A')
1574
+ assert_raises(Exception, gemqrt, a, t, C, trans='A')
1575
+
1576
+ def test_tpqrt_tpmqrt(self):
1577
+ rng = np.random.RandomState(1234)
1578
+ for ind, dtype in enumerate(DTYPES):
1579
+ n = 20
1580
+
1581
+ if ind > 1:
1582
+ A = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1583
+ B = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1584
+ else:
1585
+ A = (rng.rand(n, n)).astype(dtype)
1586
+ B = (rng.rand(n, n)).astype(dtype)
1587
+
1588
+ tol = 100*np.spacing(dtype(1.0).real)
1589
+ tpqrt, tpmqrt = get_lapack_funcs(('tpqrt', 'tpmqrt'), dtype=dtype)
1590
+
1591
+ # Test for the range of pentagonal B, from square to upper
1592
+ # triangular
1593
+ for l in (0, n // 2, n):
1594
+ a, b, t, info = tpqrt(l, n, A, B)
1595
+ assert info == 0
1596
+
1597
+ # Check that lower triangular part of A has not been modified
1598
+ assert_equal(np.tril(a, -1), np.tril(A, -1))
1599
+ # Check that elements not part of the pentagonal portion of B
1600
+ # have not been modified.
1601
+ assert_equal(np.tril(b, l - n - 1), np.tril(B, l - n - 1))
1602
+
1603
+ # Extract pentagonal portion of B
1604
+ B_pent, b_pent = np.triu(B, l - n), np.triu(b, l - n)
1605
+
1606
+ # Generate elementary reflectors
1607
+ v = np.concatenate((np.eye(n, dtype=dtype), b_pent))
1608
+ # Generate the block Householder transform I - VTV^H
1609
+ Q = np.eye(2 * n, dtype=dtype) - v @ t @ v.T.conj()
1610
+ R = np.concatenate((np.triu(a), np.zeros_like(a)))
1611
+
1612
+ # Test columns of Q are orthogonal
1613
+ assert_allclose(Q.T.conj() @ Q, np.eye(2 * n, dtype=dtype),
1614
+ atol=tol, rtol=0.)
1615
+ assert_allclose(Q @ R, np.concatenate((np.triu(A), B_pent)),
1616
+ atol=tol, rtol=0.)
1617
+
1618
+ if ind > 1:
1619
+ C = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1620
+ D = (rng.rand(n, n) + rng.rand(n, n)*1j).astype(dtype)
1621
+ transpose = 'C'
1622
+ else:
1623
+ C = (rng.rand(n, n)).astype(dtype)
1624
+ D = (rng.rand(n, n)).astype(dtype)
1625
+ transpose = 'T'
1626
+
1627
+ for side in ('L', 'R'):
1628
+ for trans in ('N', transpose):
1629
+ c, d, info = tpmqrt(l, b, t, C, D, side=side,
1630
+ trans=trans)
1631
+ assert info == 0
1632
+
1633
+ if trans == transpose:
1634
+ q = Q.T.conj()
1635
+ else:
1636
+ q = Q
1637
+
1638
+ if side == 'L':
1639
+ cd = np.concatenate((c, d), axis=0)
1640
+ CD = np.concatenate((C, D), axis=0)
1641
+ qCD = q @ CD
1642
+ else:
1643
+ cd = np.concatenate((c, d), axis=1)
1644
+ CD = np.concatenate((C, D), axis=1)
1645
+ qCD = CD @ q
1646
+
1647
+ assert_allclose(cd, qCD, atol=tol, rtol=0.)
1648
+
1649
+ if (side, trans) == ('L', 'N'):
1650
+ c_default, d_default, info = tpmqrt(l, b, t, C, D)
1651
+ assert info == 0
1652
+ assert_equal(c_default, c)
1653
+ assert_equal(d_default, d)
1654
+
1655
+ # Test invalid side/trans
1656
+ assert_raises(Exception, tpmqrt, l, b, t, C, D, side='A')
1657
+ assert_raises(Exception, tpmqrt, l, b, t, C, D, trans='A')
1658
+
1659
+
1660
+ def test_pstrf():
1661
+ rng = np.random.RandomState(1234)
1662
+ for ind, dtype in enumerate(DTYPES):
1663
+ # DTYPES = <s, d, c, z> pstrf
1664
+ n = 10
1665
+ r = 2
1666
+ pstrf = get_lapack_funcs('pstrf', dtype=dtype)
1667
+
1668
+ # Create positive semidefinite A
1669
+ if ind > 1:
1670
+ A = rng.rand(n, n-r).astype(dtype) + 1j * rng.rand(n, n-r).astype(dtype)
1671
+ A = A @ A.conj().T
1672
+ else:
1673
+ A = rng.rand(n, n-r).astype(dtype)
1674
+ A = A @ A.T
1675
+
1676
+ c, piv, r_c, info = pstrf(A)
1677
+ U = triu(c)
1678
+ U[r_c - n:, r_c - n:] = 0.
1679
+
1680
+ assert_equal(info, 1)
1681
+ # python-dbg 3.5.2 runs cause trouble with the following assertion.
1682
+ # assert_equal(r_c, n - r)
1683
+ single_atol = 1000 * np.finfo(np.float32).eps
1684
+ double_atol = 1000 * np.finfo(np.float64).eps
1685
+ atol = single_atol if ind in [0, 2] else double_atol
1686
+ assert_allclose(A[piv-1][:, piv-1], U.conj().T @ U, rtol=0., atol=atol)
1687
+
1688
+ c, piv, r_c, info = pstrf(A, lower=1)
1689
+ L = tril(c)
1690
+ L[r_c - n:, r_c - n:] = 0.
1691
+
1692
+ assert_equal(info, 1)
1693
+ # assert_equal(r_c, n - r)
1694
+ single_atol = 1000 * np.finfo(np.float32).eps
1695
+ double_atol = 1000 * np.finfo(np.float64).eps
1696
+ atol = single_atol if ind in [0, 2] else double_atol
1697
+ assert_allclose(A[piv-1][:, piv-1], L @ L.conj().T, rtol=0., atol=atol)
1698
+
1699
+
1700
+ def test_pstf2():
1701
+ rng = np.random.RandomState(1234)
1702
+ for ind, dtype in enumerate(DTYPES):
1703
+ # DTYPES = <s, d, c, z> pstf2
1704
+ n = 10
1705
+ r = 2
1706
+ pstf2 = get_lapack_funcs('pstf2', dtype=dtype)
1707
+
1708
+ # Create positive semidefinite A
1709
+ if ind > 1:
1710
+ A = rng.rand(n, n-r).astype(dtype) + 1j * rng.rand(n, n-r).astype(dtype)
1711
+ A = A @ A.conj().T
1712
+ else:
1713
+ A = rng.rand(n, n-r).astype(dtype)
1714
+ A = A @ A.T
1715
+
1716
+ c, piv, r_c, info = pstf2(A)
1717
+ U = triu(c)
1718
+ U[r_c - n:, r_c - n:] = 0.
1719
+
1720
+ assert_equal(info, 1)
1721
+ # python-dbg 3.5.2 runs cause trouble with the commented assertions.
1722
+ # assert_equal(r_c, n - r)
1723
+ single_atol = 1000 * np.finfo(np.float32).eps
1724
+ double_atol = 1000 * np.finfo(np.float64).eps
1725
+ atol = single_atol if ind in [0, 2] else double_atol
1726
+ assert_allclose(A[piv-1][:, piv-1], U.conj().T @ U, rtol=0., atol=atol)
1727
+
1728
+ c, piv, r_c, info = pstf2(A, lower=1)
1729
+ L = tril(c)
1730
+ L[r_c - n:, r_c - n:] = 0.
1731
+
1732
+ assert_equal(info, 1)
1733
+ # assert_equal(r_c, n - r)
1734
+ single_atol = 1000 * np.finfo(np.float32).eps
1735
+ double_atol = 1000 * np.finfo(np.float64).eps
1736
+ atol = single_atol if ind in [0, 2] else double_atol
1737
+ assert_allclose(A[piv-1][:, piv-1], L @ L.conj().T, rtol=0., atol=atol)
1738
+
1739
+
1740
+ def test_geequ():
1741
+ desired_real = np.array([[0.6250, 1.0000, 0.0393, -0.4269],
1742
+ [1.0000, -0.5619, -1.0000, -1.0000],
1743
+ [0.5874, -1.0000, -0.0596, -0.5341],
1744
+ [-1.0000, -0.5946, -0.0294, 0.9957]])
1745
+
1746
+ desired_cplx = np.array([[-0.2816+0.5359*1j,
1747
+ 0.0812+0.9188*1j,
1748
+ -0.7439-0.2561*1j],
1749
+ [-0.3562-0.2954*1j,
1750
+ 0.9566-0.0434*1j,
1751
+ -0.0174+0.1555*1j],
1752
+ [0.8607+0.1393*1j,
1753
+ -0.2759+0.7241*1j,
1754
+ -0.1642-0.1365*1j]])
1755
+
1756
+ for ind, dtype in enumerate(DTYPES):
1757
+ if ind < 2:
1758
+ # Use examples from the NAG documentation
1759
+ A = np.array([[1.80e+10, 2.88e+10, 2.05e+00, -8.90e+09],
1760
+ [5.25e+00, -2.95e+00, -9.50e-09, -3.80e+00],
1761
+ [1.58e+00, -2.69e+00, -2.90e-10, -1.04e+00],
1762
+ [-1.11e+00, -6.60e-01, -5.90e-11, 8.00e-01]])
1763
+ A = A.astype(dtype)
1764
+ else:
1765
+ A = np.array([[-1.34e+00, 0.28e+10, -6.39e+00],
1766
+ [-1.70e+00, 3.31e+10, -0.15e+00],
1767
+ [2.41e-10, -0.56e+00, -0.83e-10]], dtype=dtype)
1768
+ A += np.array([[2.55e+00, 3.17e+10, -2.20e+00],
1769
+ [-1.41e+00, -0.15e+10, 1.34e+00],
1770
+ [0.39e-10, 1.47e+00, -0.69e-10]])*1j
1771
+
1772
+ A = A.astype(dtype)
1773
+
1774
+ geequ = get_lapack_funcs('geequ', dtype=dtype)
1775
+ r, c, rowcnd, colcnd, amax, info = geequ(A)
1776
+
1777
+ if ind < 2:
1778
+ assert_allclose(desired_real.astype(dtype), r[:, None]*A*c,
1779
+ rtol=0, atol=1e-4)
1780
+ else:
1781
+ assert_allclose(desired_cplx.astype(dtype), r[:, None]*A*c,
1782
+ rtol=0, atol=1e-4)
1783
+
1784
+
1785
+ def test_syequb():
1786
+ desired_log2s = np.array([0, 0, 0, 0, 0, 0, -1, -1, -2, -3])
1787
+
1788
+ for ind, dtype in enumerate(DTYPES):
1789
+ A = np.eye(10, dtype=dtype)
1790
+ alpha = dtype(1. if ind < 2 else 1.j)
1791
+ d = np.array([alpha * 2.**x for x in range(-5, 5)], dtype=dtype)
1792
+ A += np.rot90(np.diag(d))
1793
+
1794
+ syequb = get_lapack_funcs('syequb', dtype=dtype)
1795
+ s, scond, amax, info = syequb(A)
1796
+
1797
+ assert_equal(np.log2(s).astype(int), desired_log2s)
1798
+
1799
+
1800
+ @pytest.mark.skipif(True,
1801
+ reason="Failing on some OpenBLAS version, see gh-12276")
1802
+ def test_heequb():
1803
+ # zheequb has a bug for versions =< LAPACK 3.9.0
1804
+ # See Reference-LAPACK gh-61 and gh-408
1805
+ # Hence the zheequb test is customized accordingly to avoid
1806
+ # work scaling.
1807
+ A = np.diag([2]*5 + [1002]*5) + np.diag(np.ones(9), k=1)*1j
1808
+ s, scond, amax, info = lapack.zheequb(A)
1809
+ assert_equal(info, 0)
1810
+ assert_allclose(np.log2(s), [0., -1.]*2 + [0.] + [-4]*5)
1811
+
1812
+ A = np.diag(2**np.abs(np.arange(-5, 6)) + 0j)
1813
+ A[5, 5] = 1024
1814
+ A[5, 0] = 16j
1815
+ s, scond, amax, info = lapack.cheequb(A.astype(np.complex64), lower=1)
1816
+ assert_equal(info, 0)
1817
+ assert_allclose(np.log2(s), [-2, -1, -1, 0, 0, -5, 0, -1, -1, -2, -2])
1818
+
1819
+
1820
+ def test_getc2_gesc2():
1821
+ rng = np.random.RandomState(42)
1822
+ n = 10
1823
+ desired_real = rng.rand(n)
1824
+ desired_cplx = rng.rand(n) + rng.rand(n)*1j
1825
+
1826
+ for ind, dtype in enumerate(DTYPES):
1827
+ if ind < 2:
1828
+ A = rng.rand(n, n)
1829
+ A = A.astype(dtype)
1830
+ b = A @ desired_real
1831
+ b = b.astype(dtype)
1832
+ else:
1833
+ A = rng.rand(n, n) + rng.rand(n, n)*1j
1834
+ A = A.astype(dtype)
1835
+ b = A @ desired_cplx
1836
+ b = b.astype(dtype)
1837
+
1838
+ getc2 = get_lapack_funcs('getc2', dtype=dtype)
1839
+ gesc2 = get_lapack_funcs('gesc2', dtype=dtype)
1840
+ lu, ipiv, jpiv, info = getc2(A, overwrite_a=0)
1841
+ x, scale = gesc2(lu, b, ipiv, jpiv, overwrite_rhs=0)
1842
+
1843
+ if ind < 2:
1844
+ assert_array_almost_equal(desired_real.astype(dtype),
1845
+ x/scale, decimal=4)
1846
+ else:
1847
+ assert_array_almost_equal(desired_cplx.astype(dtype),
1848
+ x/scale, decimal=4)
1849
+
1850
+
1851
+ @pytest.mark.parametrize('size', [(6, 5), (5, 5)])
1852
+ @pytest.mark.parametrize('dtype', REAL_DTYPES)
1853
+ @pytest.mark.parametrize('joba', range(6)) # 'C', 'E', 'F', 'G', 'A', 'R'
1854
+ @pytest.mark.parametrize('jobu', range(4)) # 'U', 'F', 'W', 'N'
1855
+ @pytest.mark.parametrize('jobv', range(4)) # 'V', 'J', 'W', 'N'
1856
+ @pytest.mark.parametrize('jobr', [0, 1])
1857
+ @pytest.mark.parametrize('jobp', [0, 1])
1858
+ def test_gejsv_general(size, dtype, joba, jobu, jobv, jobr, jobp, jobt=0):
1859
+ """Test the lapack routine ?gejsv.
1860
+
1861
+ This function tests that a singular value decomposition can be performed
1862
+ on the random M-by-N matrix A. The test performs the SVD using ?gejsv
1863
+ then performs the following checks:
1864
+
1865
+ * ?gejsv exist successfully (info == 0)
1866
+ * The returned singular values are correct
1867
+ * `A` can be reconstructed from `u`, `SIGMA`, `v`
1868
+ * Ensure that u.T @ u is the identity matrix
1869
+ * Ensure that v.T @ v is the identity matrix
1870
+ * The reported matrix rank
1871
+ * The reported number of singular values
1872
+ * If denormalized floats are required
1873
+
1874
+ Notes
1875
+ -----
1876
+ joba specifies several choices effecting the calculation's accuracy
1877
+ Although all arguments are tested, the tests only check that the correct
1878
+ solution is returned - NOT that the prescribed actions are performed
1879
+ internally.
1880
+
1881
+ jobt is, as of v3.9.0, still experimental and removed to cut down number of
1882
+ test cases. However keyword itself is tested externally.
1883
+ """
1884
+ rng = np.random.RandomState(42)
1885
+
1886
+ # Define some constants for later use:
1887
+ m, n = size
1888
+ atol = 100 * np.finfo(dtype).eps
1889
+ A = generate_random_dtype_array(size, dtype, rng)
1890
+ gejsv = get_lapack_funcs('gejsv', dtype=dtype)
1891
+
1892
+ # Set up checks for invalid job? combinations
1893
+ # if an invalid combination occurs we set the appropriate
1894
+ # exit status.
1895
+ lsvec = jobu < 2 # Calculate left singular vectors
1896
+ rsvec = jobv < 2 # Calculate right singular vectors
1897
+ l2tran = (jobt == 1) and (m == n)
1898
+ is_complex = np.iscomplexobj(A)
1899
+
1900
+ invalid_real_jobv = (jobv == 1) and (not lsvec) and (not is_complex)
1901
+ invalid_cplx_jobu = (jobu == 2) and not (rsvec and l2tran) and is_complex
1902
+ invalid_cplx_jobv = (jobv == 2) and not (lsvec and l2tran) and is_complex
1903
+
1904
+ # Set the exit status to the expected value.
1905
+ # Here we only check for invalid combinations, not individual
1906
+ # parameters.
1907
+ if invalid_cplx_jobu:
1908
+ exit_status = -2
1909
+ elif invalid_real_jobv or invalid_cplx_jobv:
1910
+ exit_status = -3
1911
+ else:
1912
+ exit_status = 0
1913
+
1914
+ if (jobu > 1) and (jobv == 1):
1915
+ assert_raises(Exception, gejsv, A, joba, jobu, jobv, jobr, jobt, jobp)
1916
+ else:
1917
+ sva, u, v, work, iwork, info = gejsv(A,
1918
+ joba=joba,
1919
+ jobu=jobu,
1920
+ jobv=jobv,
1921
+ jobr=jobr,
1922
+ jobt=jobt,
1923
+ jobp=jobp)
1924
+
1925
+ # Check that ?gejsv exited successfully/as expected
1926
+ assert_equal(info, exit_status)
1927
+
1928
+ # If exit_status is non-zero the combination of jobs is invalid.
1929
+ # We test this above but no calculations are performed.
1930
+ if not exit_status:
1931
+
1932
+ # Check the returned singular values
1933
+ sigma = (work[0] / work[1]) * sva[:n]
1934
+ assert_allclose(sigma, svd(A, compute_uv=False), atol=atol)
1935
+
1936
+ if jobu == 1:
1937
+ # If JOBU = 'F', then u contains the M-by-M matrix of
1938
+ # the left singular vectors, including an ONB of the orthogonal
1939
+ # complement of the Range(A)
1940
+ # However, to recalculate A we are concerned about the
1941
+ # first n singular values and so can ignore the latter.
1942
+ # TODO: Add a test for ONB?
1943
+ u = u[:, :n]
1944
+
1945
+ if lsvec and rsvec:
1946
+ assert_allclose(u @ np.diag(sigma) @ v.conj().T, A, atol=atol)
1947
+ if lsvec:
1948
+ assert_allclose(u.conj().T @ u, np.identity(n), atol=atol)
1949
+ if rsvec:
1950
+ assert_allclose(v.conj().T @ v, np.identity(n), atol=atol)
1951
+
1952
+ assert_equal(iwork[0], np.linalg.matrix_rank(A))
1953
+ assert_equal(iwork[1], np.count_nonzero(sigma))
1954
+ # iwork[2] is non-zero if requested accuracy is not warranted for
1955
+ # the data. This should never occur for these tests.
1956
+ assert_equal(iwork[2], 0)
1957
+
1958
+
1959
+ @pytest.mark.parametrize('dtype', REAL_DTYPES)
1960
+ def test_gejsv_edge_arguments(dtype):
1961
+ """Test edge arguments return expected status"""
1962
+ gejsv = get_lapack_funcs('gejsv', dtype=dtype)
1963
+
1964
+ # scalar A
1965
+ sva, u, v, work, iwork, info = gejsv(1.)
1966
+ assert_equal(info, 0)
1967
+ assert_equal(u.shape, (1, 1))
1968
+ assert_equal(v.shape, (1, 1))
1969
+ assert_equal(sva, np.array([1.], dtype=dtype))
1970
+
1971
+ # 1d A
1972
+ A = np.ones((1,), dtype=dtype)
1973
+ sva, u, v, work, iwork, info = gejsv(A)
1974
+ assert_equal(info, 0)
1975
+ assert_equal(u.shape, (1, 1))
1976
+ assert_equal(v.shape, (1, 1))
1977
+ assert_equal(sva, np.array([1.], dtype=dtype))
1978
+
1979
+ # 2d empty A
1980
+ A = np.ones((1, 0), dtype=dtype)
1981
+ sva, u, v, work, iwork, info = gejsv(A)
1982
+ assert_equal(info, 0)
1983
+ assert_equal(u.shape, (1, 0))
1984
+ assert_equal(v.shape, (1, 0))
1985
+ assert_equal(sva, np.array([], dtype=dtype))
1986
+
1987
+ # make sure "overwrite_a" is respected - user reported in gh-13191
1988
+ A = np.sin(np.arange(100).reshape(10, 10)).astype(dtype)
1989
+ A = np.asfortranarray(A + A.T) # make it symmetric and column major
1990
+ Ac = A.copy('A')
1991
+ _ = gejsv(A)
1992
+ assert_allclose(A, Ac)
1993
+
1994
+
1995
+ @pytest.mark.parametrize(('kwargs'),
1996
+ ({'joba': 9},
1997
+ {'jobu': 9},
1998
+ {'jobv': 9},
1999
+ {'jobr': 9},
2000
+ {'jobt': 9},
2001
+ {'jobp': 9})
2002
+ )
2003
+ def test_gejsv_invalid_job_arguments(kwargs):
2004
+ """Test invalid job arguments raise an Exception"""
2005
+ A = np.ones((2, 2), dtype=float)
2006
+ gejsv = get_lapack_funcs('gejsv', dtype=float)
2007
+ assert_raises(Exception, gejsv, A, **kwargs)
2008
+
2009
+
2010
+ @pytest.mark.parametrize("A,sva_expect,u_expect,v_expect",
2011
+ [(np.array([[2.27, -1.54, 1.15, -1.94],
2012
+ [0.28, -1.67, 0.94, -0.78],
2013
+ [-0.48, -3.09, 0.99, -0.21],
2014
+ [1.07, 1.22, 0.79, 0.63],
2015
+ [-2.35, 2.93, -1.45, 2.30],
2016
+ [0.62, -7.39, 1.03, -2.57]]),
2017
+ np.array([9.9966, 3.6831, 1.3569, 0.5000]),
2018
+ np.array([[0.2774, -0.6003, -0.1277, 0.1323],
2019
+ [0.2020, -0.0301, 0.2805, 0.7034],
2020
+ [0.2918, 0.3348, 0.6453, 0.1906],
2021
+ [-0.0938, -0.3699, 0.6781, -0.5399],
2022
+ [-0.4213, 0.5266, 0.0413, -0.0575],
2023
+ [0.7816, 0.3353, -0.1645, -0.3957]]),
2024
+ np.array([[0.1921, -0.8030, 0.0041, -0.5642],
2025
+ [-0.8794, -0.3926, -0.0752, 0.2587],
2026
+ [0.2140, -0.2980, 0.7827, 0.5027],
2027
+ [-0.3795, 0.3351, 0.6178, -0.6017]]))])
2028
+ def test_gejsv_NAG(A, sva_expect, u_expect, v_expect):
2029
+ """
2030
+ This test implements the example found in the NAG manual, f08khf.
2031
+ An example was not found for the complex case.
2032
+ """
2033
+ # NAG manual provides accuracy up to 4 decimals
2034
+ atol = 1e-4
2035
+ gejsv = get_lapack_funcs('gejsv', dtype=A.dtype)
2036
+
2037
+ sva, u, v, work, iwork, info = gejsv(A)
2038
+
2039
+ assert_allclose(sva_expect, sva, atol=atol)
2040
+ assert_allclose(u_expect, u, atol=atol)
2041
+ assert_allclose(v_expect, v, atol=atol)
2042
+
2043
+
2044
+ @pytest.mark.parametrize("dtype", DTYPES)
2045
+ def test_gttrf_gttrs(dtype):
2046
+ # The test uses ?gttrf and ?gttrs to solve a random system for each dtype,
2047
+ # tests that the output of ?gttrf define LU matrices, that input
2048
+ # parameters are unmodified, transposal options function correctly, that
2049
+ # incompatible matrix shapes raise an error, and singular matrices return
2050
+ # non zero info.
2051
+
2052
+ rng = np.random.RandomState(42)
2053
+ n = 10
2054
+ atol = 100 * np.finfo(dtype).eps
2055
+
2056
+ # create the matrix in accordance with the data type
2057
+ du = generate_random_dtype_array((n-1,), dtype=dtype, rng=rng)
2058
+ d = generate_random_dtype_array((n,), dtype=dtype, rng=rng)
2059
+ dl = generate_random_dtype_array((n-1,), dtype=dtype, rng=rng)
2060
+
2061
+ diag_cpy = [dl.copy(), d.copy(), du.copy()]
2062
+
2063
+ A = np.diag(d) + np.diag(dl, -1) + np.diag(du, 1)
2064
+ x = np.random.rand(n)
2065
+ b = A @ x
2066
+
2067
+ gttrf, gttrs = get_lapack_funcs(('gttrf', 'gttrs'), dtype=dtype)
2068
+
2069
+ _dl, _d, _du, du2, ipiv, info = gttrf(dl, d, du)
2070
+ # test to assure that the inputs of ?gttrf are unmodified
2071
+ assert_array_equal(dl, diag_cpy[0])
2072
+ assert_array_equal(d, diag_cpy[1])
2073
+ assert_array_equal(du, diag_cpy[2])
2074
+
2075
+ # generate L and U factors from ?gttrf return values
2076
+ # L/U are lower/upper triangular by construction (initially and at end)
2077
+ U = np.diag(_d, 0) + np.diag(_du, 1) + np.diag(du2, 2)
2078
+ L = np.eye(n, dtype=dtype)
2079
+
2080
+ for i, m in enumerate(_dl):
2081
+ # L is given in a factored form.
2082
+ # See
2083
+ # www.hpcavf.uclan.ac.uk/softwaredoc/sgi_scsl_html/sgi_html/ch03.html
2084
+ piv = ipiv[i] - 1
2085
+ # right multiply by permutation matrix
2086
+ L[:, [i, piv]] = L[:, [piv, i]]
2087
+ # right multiply by Li, rank-one modification of identity
2088
+ L[:, i] += L[:, i+1]*m
2089
+
2090
+ # one last permutation
2091
+ i, piv = -1, ipiv[-1] - 1
2092
+ # right multiply by final permutation matrix
2093
+ L[:, [i, piv]] = L[:, [piv, i]]
2094
+
2095
+ # check that the outputs of ?gttrf define an LU decomposition of A
2096
+ assert_allclose(A, L @ U, atol=atol)
2097
+
2098
+ b_cpy = b.copy()
2099
+ x_gttrs, info = gttrs(_dl, _d, _du, du2, ipiv, b)
2100
+ # test that the inputs of ?gttrs are unmodified
2101
+ assert_array_equal(b, b_cpy)
2102
+ # test that the result of ?gttrs matches the expected input
2103
+ assert_allclose(x, x_gttrs, atol=atol)
2104
+
2105
+ # test that ?gttrf and ?gttrs work with transposal options
2106
+ if dtype in REAL_DTYPES:
2107
+ trans = "T"
2108
+ b_trans = A.T @ x
2109
+ else:
2110
+ trans = "C"
2111
+ b_trans = A.conj().T @ x
2112
+
2113
+ x_gttrs, info = gttrs(_dl, _d, _du, du2, ipiv, b_trans, trans=trans)
2114
+ assert_allclose(x, x_gttrs, atol=atol)
2115
+
2116
+ # test that ValueError is raised with incompatible matrix shapes
2117
+ with assert_raises(ValueError):
2118
+ gttrf(dl[:-1], d, du)
2119
+ with assert_raises(ValueError):
2120
+ gttrf(dl, d[:-1], du)
2121
+ with assert_raises(ValueError):
2122
+ gttrf(dl, d, du[:-1])
2123
+
2124
+ # test that matrix of size n=2 raises exception
2125
+ with assert_raises(ValueError):
2126
+ gttrf(dl[0], d[:1], du[0])
2127
+
2128
+ # test that singular (row of all zeroes) matrix fails via info
2129
+ du[0] = 0
2130
+ d[0] = 0
2131
+ __dl, __d, __du, _du2, _ipiv, _info = gttrf(dl, d, du)
2132
+ np.testing.assert_(__d[info - 1] == 0, (f"?gttrf: _d[info-1] is {__d[info - 1]},"
2133
+ " not the illegal value :0."))
2134
+
2135
+
2136
+ @pytest.mark.parametrize("du, d, dl, du_exp, d_exp, du2_exp, ipiv_exp, b, x",
2137
+ [(np.array([2.1, -1.0, 1.9, 8.0]),
2138
+ np.array([3.0, 2.3, -5.0, -.9, 7.1]),
2139
+ np.array([3.4, 3.6, 7.0, -6.0]),
2140
+ np.array([2.3, -5, -.9, 7.1]),
2141
+ np.array([3.4, 3.6, 7, -6, -1.015373]),
2142
+ np.array([-1, 1.9, 8]),
2143
+ np.array([2, 3, 4, 5, 5]),
2144
+ np.array([[2.7, 6.6],
2145
+ [-0.5, 10.8],
2146
+ [2.6, -3.2],
2147
+ [0.6, -11.2],
2148
+ [2.7, 19.1]
2149
+ ]),
2150
+ np.array([[-4, 5],
2151
+ [7, -4],
2152
+ [3, -3],
2153
+ [-4, -2],
2154
+ [-3, 1]])),
2155
+ (
2156
+ np.array([2 - 1j, 2 + 1j, -1 + 1j, 1 - 1j]),
2157
+ np.array([-1.3 + 1.3j, -1.3 + 1.3j,
2158
+ -1.3 + 3.3j, - .3 + 4.3j,
2159
+ -3.3 + 1.3j]),
2160
+ np.array([1 - 2j, 1 + 1j, 2 - 3j, 1 + 1j]),
2161
+ # du exp
2162
+ np.array([-1.3 + 1.3j, -1.3 + 3.3j,
2163
+ -0.3 + 4.3j, -3.3 + 1.3j]),
2164
+ np.array([1 - 2j, 1 + 1j, 2 - 3j, 1 + 1j,
2165
+ -1.3399 + 0.2875j]),
2166
+ np.array([2 + 1j, -1 + 1j, 1 - 1j]),
2167
+ np.array([2, 3, 4, 5, 5]),
2168
+ np.array([[2.4 - 5j, 2.7 + 6.9j],
2169
+ [3.4 + 18.2j, - 6.9 - 5.3j],
2170
+ [-14.7 + 9.7j, - 6 - .6j],
2171
+ [31.9 - 7.7j, -3.9 + 9.3j],
2172
+ [-1 + 1.6j, -3 + 12.2j]]),
2173
+ np.array([[1 + 1j, 2 - 1j],
2174
+ [3 - 1j, 1 + 2j],
2175
+ [4 + 5j, -1 + 1j],
2176
+ [-1 - 2j, 2 + 1j],
2177
+ [1 - 1j, 2 - 2j]])
2178
+ )])
2179
+ def test_gttrf_gttrs_NAG_f07cdf_f07cef_f07crf_f07csf(du, d, dl, du_exp, d_exp,
2180
+ du2_exp, ipiv_exp, b, x):
2181
+ # test to assure that wrapper is consistent with NAG Library Manual Mark 26
2182
+ # example problems: f07cdf and f07cef (real)
2183
+ # examples: f07crf and f07csf (complex)
2184
+ # (Links may expire, so search for "NAG Library Manual Mark 26" online)
2185
+
2186
+ gttrf, gttrs = get_lapack_funcs(('gttrf', "gttrs"), (du[0], du[0]))
2187
+
2188
+ _dl, _d, _du, du2, ipiv, info = gttrf(dl, d, du)
2189
+ assert_allclose(du2, du2_exp)
2190
+ assert_allclose(_du, du_exp)
2191
+ assert_allclose(_d, d_exp, atol=1e-4) # NAG examples provide 4 decimals.
2192
+ assert_allclose(ipiv, ipiv_exp)
2193
+
2194
+ x_gttrs, info = gttrs(_dl, _d, _du, du2, ipiv, b)
2195
+
2196
+ assert_allclose(x_gttrs, x)
2197
+
2198
+
2199
+ @pytest.mark.parametrize('dtype', DTYPES)
2200
+ @pytest.mark.parametrize('norm', ['1', 'I', 'O'])
2201
+ @pytest.mark.parametrize('n', [3, 10])
2202
+ def test_gtcon(dtype, norm, n):
2203
+ rng = np.random.default_rng(23498324)
2204
+
2205
+ d = rng.random(n) + rng.random(n)*1j
2206
+ dl = rng.random(n - 1) + rng.random(n - 1)*1j
2207
+ du = rng.random(n - 1) + rng.random(n - 1)*1j
2208
+ A = np.diag(d) + np.diag(dl, -1) + np.diag(du, 1)
2209
+ if np.issubdtype(dtype, np.floating):
2210
+ A, d, dl, du = A.real, d.real, dl.real, du.real
2211
+ A, d, dl, du = A.astype(dtype), d.astype(dtype), dl.astype(dtype), du.astype(dtype)
2212
+
2213
+ anorm = np.linalg.norm(A, ord=np.inf if norm == 'I' else 1)
2214
+
2215
+ gttrf, gtcon = get_lapack_funcs(('gttrf', 'gtcon'), (A,))
2216
+ dl, d, du, du2, ipiv, info = gttrf(dl, d, du)
2217
+ res, _ = gtcon(dl, d, du, du2, ipiv, anorm, norm=norm)
2218
+
2219
+ gecon, getrf = get_lapack_funcs(('gecon', 'getrf'), (A,))
2220
+ lu, ipvt, info = getrf(A)
2221
+ ref, _ = gecon(lu, anorm, norm=norm)
2222
+
2223
+ rtol = np.finfo(dtype).eps**0.75
2224
+ assert_allclose(res, ref, rtol=rtol)
2225
+
2226
+
2227
+ @pytest.mark.parametrize('dtype', DTYPES)
2228
+ @pytest.mark.parametrize('shape', [(3, 7), (7, 3), (2**18, 2**18)])
2229
+ def test_geqrfp_lwork(dtype, shape):
2230
+ geqrfp_lwork = get_lapack_funcs(('geqrfp_lwork'), dtype=dtype)
2231
+ m, n = shape
2232
+ lwork, info = geqrfp_lwork(m=m, n=n)
2233
+ assert_equal(info, 0)
2234
+
2235
+
2236
+ @pytest.mark.parametrize("ddtype,dtype",
2237
+ zip(REAL_DTYPES + REAL_DTYPES, DTYPES))
2238
+ def test_pttrf_pttrs(ddtype, dtype):
2239
+ rng = np.random.RandomState(42)
2240
+ # set test tolerance appropriate for dtype
2241
+ atol = 100*np.finfo(dtype).eps
2242
+ # n is the length diagonal of A
2243
+ n = 10
2244
+ # create diagonals according to size and dtype
2245
+
2246
+ # diagonal d should always be real.
2247
+ # add 4 to d so it will be dominant for all dtypes
2248
+ d = generate_random_dtype_array((n,), ddtype, rng) + 4
2249
+ # diagonal e may be real or complex.
2250
+ e = generate_random_dtype_array((n-1,), dtype, rng)
2251
+
2252
+ # assemble diagonals together into matrix
2253
+ A = np.diag(d) + np.diag(e, -1) + np.diag(np.conj(e), 1)
2254
+ # store a copy of diagonals to later verify
2255
+ diag_cpy = [d.copy(), e.copy()]
2256
+
2257
+ pttrf = get_lapack_funcs('pttrf', dtype=dtype)
2258
+
2259
+ _d, _e, info = pttrf(d, e)
2260
+ # test to assure that the inputs of ?pttrf are unmodified
2261
+ assert_array_equal(d, diag_cpy[0])
2262
+ assert_array_equal(e, diag_cpy[1])
2263
+ assert_equal(info, 0, err_msg=f"pttrf: info = {info}, should be 0")
2264
+
2265
+ # test that the factors from pttrf can be recombined to make A
2266
+ L = np.diag(_e, -1) + np.diag(np.ones(n))
2267
+ D = np.diag(_d)
2268
+
2269
+ assert_allclose(A, L@D@L.conjugate().T, atol=atol)
2270
+
2271
+ # generate random solution x
2272
+ x = generate_random_dtype_array((n,), dtype, rng)
2273
+ # determine accompanying b to get soln x
2274
+ b = A@x
2275
+
2276
+ # determine _x from pttrs
2277
+ pttrs = get_lapack_funcs('pttrs', dtype=dtype)
2278
+ _x, info = pttrs(_d, _e.conj(), b)
2279
+ assert_equal(info, 0, err_msg=f"pttrs: info = {info}, should be 0")
2280
+
2281
+ # test that _x from pttrs matches the expected x
2282
+ assert_allclose(x, _x, atol=atol)
2283
+
2284
+
2285
+ @pytest.mark.parametrize("ddtype,dtype",
2286
+ zip(REAL_DTYPES + REAL_DTYPES, DTYPES))
2287
+ def test_pttrf_pttrs_errors_incompatible_shape(ddtype, dtype):
2288
+ n = 10
2289
+ rng = np.random.RandomState(1234)
2290
+ pttrf = get_lapack_funcs('pttrf', dtype=dtype)
2291
+ d = generate_random_dtype_array((n,), ddtype, rng) + 2
2292
+ e = generate_random_dtype_array((n-1,), dtype, rng)
2293
+ # test that ValueError is raised with incompatible matrix shapes
2294
+ assert_raises(ValueError, pttrf, d[:-1], e)
2295
+ assert_raises(ValueError, pttrf, d, e[:-1])
2296
+
2297
+
2298
+ @pytest.mark.parametrize("ddtype,dtype",
2299
+ zip(REAL_DTYPES + REAL_DTYPES, DTYPES))
2300
+ def test_pttrf_pttrs_errors_singular_nonSPD(ddtype, dtype):
2301
+ n = 10
2302
+ rng = np.random.RandomState(42)
2303
+ pttrf = get_lapack_funcs('pttrf', dtype=dtype)
2304
+ d = generate_random_dtype_array((n,), ddtype, rng) + 2
2305
+ e = generate_random_dtype_array((n-1,), dtype, rng)
2306
+ # test that singular (row of all zeroes) matrix fails via info
2307
+ d[0] = 0
2308
+ e[0] = 0
2309
+ _d, _e, info = pttrf(d, e)
2310
+ assert_equal(_d[info - 1], 0,
2311
+ f"?pttrf: _d[info-1] is {_d[info - 1]}, not the illegal value :0.")
2312
+
2313
+ # test with non-spd matrix
2314
+ d = generate_random_dtype_array((n,), ddtype, rng)
2315
+ _d, _e, info = pttrf(d, e)
2316
+ assert_(info != 0, "?pttrf should fail with non-spd matrix, but didn't")
2317
+
2318
+
2319
+ @pytest.mark.parametrize(("d, e, d_expect, e_expect, b, x_expect"), [
2320
+ (np.array([4, 10, 29, 25, 5]),
2321
+ np.array([-2, -6, 15, 8]),
2322
+ np.array([4, 9, 25, 16, 1]),
2323
+ np.array([-.5, -.6667, .6, .5]),
2324
+ np.array([[6, 10], [9, 4], [2, 9], [14, 65],
2325
+ [7, 23]]),
2326
+ np.array([[2.5, 2], [2, -1], [1, -3], [-1, 6],
2327
+ [3, -5]])
2328
+ ), (
2329
+ np.array([16, 41, 46, 21]),
2330
+ np.array([16 + 16j, 18 - 9j, 1 - 4j]),
2331
+ np.array([16, 9, 1, 4]),
2332
+ np.array([1+1j, 2-1j, 1-4j]),
2333
+ np.array([[64+16j, -16-32j], [93+62j, 61-66j],
2334
+ [78-80j, 71-74j], [14-27j, 35+15j]]),
2335
+ np.array([[2+1j, -3-2j], [1+1j, 1+1j], [1-2j, 1-2j],
2336
+ [1-1j, 2+1j]])
2337
+ )])
2338
+ def test_pttrf_pttrs_NAG(d, e, d_expect, e_expect, b, x_expect):
2339
+ # test to assure that wrapper is consistent with NAG Manual Mark 26
2340
+ # example problems: f07jdf and f07jef (real)
2341
+ # examples: f07jrf and f07csf (complex)
2342
+ # NAG examples provide 4 decimals.
2343
+ # (Links expire, so please search for "NAG Library Manual Mark 26" online)
2344
+
2345
+ atol = 1e-4
2346
+ pttrf = get_lapack_funcs('pttrf', dtype=e[0])
2347
+ _d, _e, info = pttrf(d, e)
2348
+ assert_allclose(_d, d_expect, atol=atol)
2349
+ assert_allclose(_e, e_expect, atol=atol)
2350
+
2351
+ pttrs = get_lapack_funcs('pttrs', dtype=e[0])
2352
+ _x, info = pttrs(_d, _e.conj(), b)
2353
+ assert_allclose(_x, x_expect, atol=atol)
2354
+
2355
+ # also test option `lower`
2356
+ if e.dtype in COMPLEX_DTYPES:
2357
+ _x, info = pttrs(_d, _e, b, lower=1)
2358
+ assert_allclose(_x, x_expect, atol=atol)
2359
+
2360
+
2361
+ def pteqr_get_d_e_A_z(dtype, realtype, n, compute_z):
2362
+ # used by ?pteqr tests to build parameters
2363
+ # returns tuple of (d, e, A, z)
2364
+ rng = np.random.RandomState(42)
2365
+ if compute_z == 1:
2366
+ # build Hermitian A from Q**T * tri * Q = A by creating Q and tri
2367
+ A_eig = generate_random_dtype_array((n, n), dtype, rng)
2368
+ A_eig = A_eig + np.diag(np.zeros(n) + 4*n)
2369
+ A_eig = (A_eig + A_eig.conj().T) / 2
2370
+ # obtain right eigenvectors (orthogonal)
2371
+ vr = eigh(A_eig)[1]
2372
+ # create tridiagonal matrix
2373
+ d = generate_random_dtype_array((n,), realtype, rng) + 4
2374
+ e = generate_random_dtype_array((n-1,), realtype, rng)
2375
+ tri = np.diag(d) + np.diag(e, 1) + np.diag(e, -1)
2376
+ # Build A using these factors that sytrd would: (Q**T * tri * Q = A)
2377
+ A = vr @ tri @ vr.conj().T
2378
+ # vr is orthogonal
2379
+ z = vr
2380
+
2381
+ else:
2382
+ # d and e are always real per lapack docs.
2383
+ d = generate_random_dtype_array((n,), realtype, rng)
2384
+ e = generate_random_dtype_array((n-1,), realtype, rng)
2385
+
2386
+ # make SPD
2387
+ d = d + 4
2388
+ A = np.diag(d) + np.diag(e, 1) + np.diag(e, -1)
2389
+ z = np.diag(d) + np.diag(e, -1) + np.diag(e, 1)
2390
+ return (d, e, A, z)
2391
+
2392
+
2393
+ @pytest.mark.parametrize("dtype,realtype",
2394
+ zip(DTYPES, REAL_DTYPES + REAL_DTYPES))
2395
+ @pytest.mark.parametrize("compute_z", range(3))
2396
+ def test_pteqr(dtype, realtype, compute_z):
2397
+ '''
2398
+ Tests the ?pteqr lapack routine for all dtypes and compute_z parameters.
2399
+ It generates random SPD matrix diagonals d and e, and then confirms
2400
+ correct eigenvalues with scipy.linalg.eig. With applicable compute_z=2 it
2401
+ tests that z can reform A.
2402
+ '''
2403
+ seed(42)
2404
+ atol = 1000*np.finfo(dtype).eps
2405
+ pteqr = get_lapack_funcs(('pteqr'), dtype=dtype)
2406
+
2407
+ n = 10
2408
+
2409
+ d, e, A, z = pteqr_get_d_e_A_z(dtype, realtype, n, compute_z)
2410
+
2411
+ d_pteqr, e_pteqr, z_pteqr, info = pteqr(d=d, e=e, z=z, compute_z=compute_z)
2412
+ assert_equal(info, 0, f"info = {info}, should be 0.")
2413
+
2414
+ # compare the routine's eigenvalues with scipy.linalg.eig's.
2415
+ assert_allclose(np.sort(eigh(A)[0]), np.sort(d_pteqr), atol=atol)
2416
+
2417
+ if compute_z:
2418
+ # verify z_pteqr as orthogonal
2419
+ assert_allclose(z_pteqr @ np.conj(z_pteqr).T, np.identity(n),
2420
+ atol=atol)
2421
+ # verify that z_pteqr recombines to A
2422
+ assert_allclose(z_pteqr @ np.diag(d_pteqr) @ np.conj(z_pteqr).T,
2423
+ A, atol=atol)
2424
+
2425
+
2426
+ @pytest.mark.parametrize("dtype,realtype",
2427
+ zip(DTYPES, REAL_DTYPES + REAL_DTYPES))
2428
+ @pytest.mark.parametrize("compute_z", range(3))
2429
+ def test_pteqr_error_non_spd(dtype, realtype, compute_z):
2430
+ seed(42)
2431
+ pteqr = get_lapack_funcs(('pteqr'), dtype=dtype)
2432
+
2433
+ n = 10
2434
+ d, e, A, z = pteqr_get_d_e_A_z(dtype, realtype, n, compute_z)
2435
+
2436
+ # test with non-spd matrix
2437
+ d_pteqr, e_pteqr, z_pteqr, info = pteqr(d - 4, e, z=z, compute_z=compute_z)
2438
+ assert info > 0
2439
+
2440
+
2441
+ @pytest.mark.parametrize("dtype,realtype",
2442
+ zip(DTYPES, REAL_DTYPES + REAL_DTYPES))
2443
+ @pytest.mark.parametrize("compute_z", range(3))
2444
+ def test_pteqr_raise_error_wrong_shape(dtype, realtype, compute_z):
2445
+ seed(42)
2446
+ pteqr = get_lapack_funcs(('pteqr'), dtype=dtype)
2447
+ n = 10
2448
+ d, e, A, z = pteqr_get_d_e_A_z(dtype, realtype, n, compute_z)
2449
+ # test with incorrect/incompatible array sizes
2450
+ assert_raises(ValueError, pteqr, d[:-1], e, z=z, compute_z=compute_z)
2451
+ assert_raises(ValueError, pteqr, d, e[:-1], z=z, compute_z=compute_z)
2452
+ if compute_z:
2453
+ assert_raises(ValueError, pteqr, d, e, z=z[:-1], compute_z=compute_z)
2454
+
2455
+
2456
+ @pytest.mark.parametrize("dtype,realtype",
2457
+ zip(DTYPES, REAL_DTYPES + REAL_DTYPES))
2458
+ @pytest.mark.parametrize("compute_z", range(3))
2459
+ def test_pteqr_error_singular(dtype, realtype, compute_z):
2460
+ seed(42)
2461
+ pteqr = get_lapack_funcs(('pteqr'), dtype=dtype)
2462
+ n = 10
2463
+ d, e, A, z = pteqr_get_d_e_A_z(dtype, realtype, n, compute_z)
2464
+ # test with singular matrix
2465
+ d[0] = 0
2466
+ e[0] = 0
2467
+ d_pteqr, e_pteqr, z_pteqr, info = pteqr(d, e, z=z, compute_z=compute_z)
2468
+ assert info > 0
2469
+
2470
+
2471
+ @pytest.mark.parametrize("compute_z,d,e,d_expect,z_expect",
2472
+ [(2, # "I"
2473
+ np.array([4.16, 5.25, 1.09, .62]),
2474
+ np.array([3.17, -.97, .55]),
2475
+ np.array([8.0023, 1.9926, 1.0014, 0.1237]),
2476
+ np.array([[0.6326, 0.6245, -0.4191, 0.1847],
2477
+ [0.7668, -0.4270, 0.4176, -0.2352],
2478
+ [-0.1082, 0.6071, 0.4594, -0.6393],
2479
+ [-0.0081, 0.2432, 0.6625, 0.7084]])),
2480
+ ])
2481
+ def test_pteqr_NAG_f08jgf(compute_z, d, e, d_expect, z_expect):
2482
+ '''
2483
+ Implements real (f08jgf) example from NAG Manual Mark 26.
2484
+ Tests for correct outputs.
2485
+ '''
2486
+ # the NAG manual has 4 decimals accuracy
2487
+ atol = 1e-4
2488
+ pteqr = get_lapack_funcs(('pteqr'), dtype=d.dtype)
2489
+
2490
+ z = np.diag(d) + np.diag(e, 1) + np.diag(e, -1)
2491
+ _d, _e, _z, info = pteqr(d=d, e=e, z=z, compute_z=compute_z)
2492
+ assert_allclose(_d, d_expect, atol=atol)
2493
+ assert_allclose(np.abs(_z), np.abs(z_expect), atol=atol)
2494
+
2495
+
2496
+ @pytest.mark.parametrize('dtype', DTYPES)
2497
+ @pytest.mark.parametrize('matrix_size', [(3, 4), (7, 6), (6, 6)])
2498
+ def test_geqrfp(dtype, matrix_size):
2499
+ # Tests for all dytpes, tall, wide, and square matrices.
2500
+ # Using the routine with random matrix A, Q and R are obtained and then
2501
+ # tested such that R is upper triangular and non-negative on the diagonal,
2502
+ # and Q is an orthogonal matrix. Verifies that A=Q@R. It also
2503
+ # tests against a matrix that for which the linalg.qr method returns
2504
+ # negative diagonals, and for error messaging.
2505
+
2506
+ # set test tolerance appropriate for dtype
2507
+ rng = np.random.RandomState(42)
2508
+ rtol = 250*np.finfo(dtype).eps
2509
+ atol = 100*np.finfo(dtype).eps
2510
+ # get appropriate ?geqrfp for dtype
2511
+ geqrfp = get_lapack_funcs(('geqrfp'), dtype=dtype)
2512
+ gqr = get_lapack_funcs(("orgqr"), dtype=dtype)
2513
+
2514
+ m, n = matrix_size
2515
+
2516
+ # create random matrix of dimensions m x n
2517
+ A = generate_random_dtype_array((m, n), dtype=dtype, rng=rng)
2518
+ # create qr matrix using geqrfp
2519
+ qr_A, tau, info = geqrfp(A)
2520
+
2521
+ # obtain r from the upper triangular area
2522
+ r = np.triu(qr_A)
2523
+
2524
+ # obtain q from the orgqr lapack routine
2525
+ # based on linalg.qr's extraction strategy of q with orgqr
2526
+
2527
+ if m > n:
2528
+ # this adds an extra column to the end of qr_A
2529
+ # let qqr be an empty m x m matrix
2530
+ qqr = np.zeros((m, m), dtype=dtype)
2531
+ # set first n columns of qqr to qr_A
2532
+ qqr[:, :n] = qr_A
2533
+ # determine q from this qqr
2534
+ # note that m is a sufficient for lwork based on LAPACK documentation
2535
+ q = gqr(qqr, tau=tau, lwork=m)[0]
2536
+ else:
2537
+ q = gqr(qr_A[:, :m], tau=tau, lwork=m)[0]
2538
+
2539
+ # test that q and r still make A
2540
+ assert_allclose(q@r, A, rtol=rtol)
2541
+ # ensure that q is orthogonal (that q @ transposed q is the identity)
2542
+ assert_allclose(np.eye(q.shape[0]), q@(q.conj().T), rtol=rtol,
2543
+ atol=atol)
2544
+ # ensure r is upper tri by comparing original r to r as upper triangular
2545
+ assert_allclose(r, np.triu(r), rtol=rtol)
2546
+ # make sure diagonals of r are positive for this random solution
2547
+ assert_(np.all(np.diag(r) > np.zeros(len(np.diag(r)))))
2548
+ # ensure that info is zero for this success
2549
+ assert_(info == 0)
2550
+
2551
+ # test that this routine gives r diagonals that are positive for a
2552
+ # matrix that returns negatives in the diagonal with scipy.linalg.rq
2553
+ A_negative = generate_random_dtype_array((n, m), dtype=dtype, rng=rng) * -1
2554
+ r_rq_neg, q_rq_neg = qr(A_negative)
2555
+ rq_A_neg, tau_neg, info_neg = geqrfp(A_negative)
2556
+ # assert that any of the entries on the diagonal from linalg.qr
2557
+ # are negative and that all of geqrfp are positive.
2558
+ assert_(np.any(np.diag(r_rq_neg) < 0) and
2559
+ np.all(np.diag(r) > 0))
2560
+
2561
+
2562
+ def test_geqrfp_errors_with_empty_array():
2563
+ # check that empty array raises good error message
2564
+ A_empty = np.array([])
2565
+ geqrfp = get_lapack_funcs('geqrfp', dtype=A_empty.dtype)
2566
+ assert_raises(Exception, geqrfp, A_empty)
2567
+
2568
+
2569
+ @pytest.mark.parametrize("driver", ['ev', 'evd', 'evr', 'evx'])
2570
+ @pytest.mark.parametrize("pfx", ['sy', 'he'])
2571
+ def test_standard_eigh_lworks(pfx, driver):
2572
+ n = 1200 # Some sufficiently big arbitrary number
2573
+ dtype = REAL_DTYPES if pfx == 'sy' else COMPLEX_DTYPES
2574
+ sc_dlw = get_lapack_funcs(pfx+driver+'_lwork', dtype=dtype[0])
2575
+ dz_dlw = get_lapack_funcs(pfx+driver+'_lwork', dtype=dtype[1])
2576
+ try:
2577
+ _compute_lwork(sc_dlw, n, lower=1)
2578
+ _compute_lwork(dz_dlw, n, lower=1)
2579
+ except Exception as e:
2580
+ pytest.fail(f"{pfx+driver}_lwork raised unexpected exception: {e}")
2581
+
2582
+
2583
+ @pytest.mark.parametrize("driver", ['gv', 'gvx'])
2584
+ @pytest.mark.parametrize("pfx", ['sy', 'he'])
2585
+ def test_generalized_eigh_lworks(pfx, driver):
2586
+ n = 1200 # Some sufficiently big arbitrary number
2587
+ dtype = REAL_DTYPES if pfx == 'sy' else COMPLEX_DTYPES
2588
+ sc_dlw = get_lapack_funcs(pfx+driver+'_lwork', dtype=dtype[0])
2589
+ dz_dlw = get_lapack_funcs(pfx+driver+'_lwork', dtype=dtype[1])
2590
+ # Shouldn't raise any exceptions
2591
+ try:
2592
+ _compute_lwork(sc_dlw, n, uplo="L")
2593
+ _compute_lwork(dz_dlw, n, uplo="L")
2594
+ except Exception as e:
2595
+ pytest.fail(f"{pfx+driver}_lwork raised unexpected exception: {e}")
2596
+
2597
+
2598
+ @pytest.mark.parametrize("dtype_", DTYPES)
2599
+ @pytest.mark.parametrize("m", [1, 10, 100, 1000])
2600
+ def test_orcsd_uncsd_lwork(dtype_, m):
2601
+ seed(1234)
2602
+ p = randint(0, m)
2603
+ q = m - p
2604
+ pfx = 'or' if dtype_ in REAL_DTYPES else 'un'
2605
+ dlw = pfx + 'csd_lwork'
2606
+ lw = get_lapack_funcs(dlw, dtype=dtype_)
2607
+ lwval = _compute_lwork(lw, m, p, q)
2608
+ lwval = lwval if pfx == 'un' else (lwval,)
2609
+ assert all([x > 0 for x in lwval])
2610
+
2611
+
2612
+ @pytest.mark.parametrize("dtype_", DTYPES)
2613
+ def test_orcsd_uncsd(dtype_):
2614
+ m, p, q = 250, 80, 170
2615
+
2616
+ pfx = 'or' if dtype_ in REAL_DTYPES else 'un'
2617
+ X = ortho_group.rvs(m) if pfx == 'or' else unitary_group.rvs(m)
2618
+
2619
+ drv, dlw = get_lapack_funcs((pfx + 'csd', pfx + 'csd_lwork'), dtype=dtype_)
2620
+ lwval = _compute_lwork(dlw, m, p, q)
2621
+ lwvals = {'lwork': lwval} if pfx == 'or' else dict(zip(['lwork',
2622
+ 'lrwork'], lwval))
2623
+
2624
+ cs11, cs12, cs21, cs22, theta, u1, u2, v1t, v2t, info =\
2625
+ drv(X[:p, :q], X[:p, q:], X[p:, :q], X[p:, q:], **lwvals)
2626
+
2627
+ assert info == 0
2628
+
2629
+ U = block_diag(u1, u2)
2630
+ VH = block_diag(v1t, v2t)
2631
+ r = min(min(p, q), min(m-p, m-q))
2632
+ n11 = min(p, q) - r
2633
+ n12 = min(p, m-q) - r
2634
+ n21 = min(m-p, q) - r
2635
+ n22 = min(m-p, m-q) - r
2636
+
2637
+ S = np.zeros((m, m), dtype=dtype_)
2638
+ one = dtype_(1.)
2639
+ for i in range(n11):
2640
+ S[i, i] = one
2641
+ for i in range(n22):
2642
+ S[p+i, q+i] = one
2643
+ for i in range(n12):
2644
+ S[i+n11+r, i+n11+r+n21+n22+r] = -one
2645
+ for i in range(n21):
2646
+ S[p+n22+r+i, n11+r+i] = one
2647
+
2648
+ for i in range(r):
2649
+ S[i+n11, i+n11] = np.cos(theta[i])
2650
+ S[p+n22+i, i+r+n21+n22] = np.cos(theta[i])
2651
+
2652
+ S[i+n11, i+n11+n21+n22+r] = -np.sin(theta[i])
2653
+ S[p+n22+i, i+n11] = np.sin(theta[i])
2654
+
2655
+ Xc = U @ S @ VH
2656
+ assert_allclose(X, Xc, rtol=0., atol=1e4*np.finfo(dtype_).eps)
2657
+
2658
+
2659
+ @pytest.mark.parametrize("dtype", DTYPES)
2660
+ @pytest.mark.parametrize("trans_bool", [False, True])
2661
+ @pytest.mark.parametrize("fact", ["F", "N"])
2662
+ def test_gtsvx(dtype, trans_bool, fact):
2663
+ """
2664
+ These tests uses ?gtsvx to solve a random Ax=b system for each dtype.
2665
+ It tests that the outputs define an LU matrix, that inputs are unmodified,
2666
+ transposal options, incompatible shapes, singular matrices, and
2667
+ singular factorizations. It parametrizes DTYPES and the 'fact' value along
2668
+ with the fact related inputs.
2669
+ """
2670
+ rng = np.random.RandomState(42)
2671
+ # set test tolerance appropriate for dtype
2672
+ atol = 100 * np.finfo(dtype).eps
2673
+ # obtain routine
2674
+ gtsvx, gttrf = get_lapack_funcs(('gtsvx', 'gttrf'), dtype=dtype)
2675
+ # Generate random tridiagonal matrix A
2676
+ n = 10
2677
+ dl = generate_random_dtype_array((n-1,), dtype=dtype, rng=rng)
2678
+ d = generate_random_dtype_array((n,), dtype=dtype, rng=rng)
2679
+ du = generate_random_dtype_array((n-1,), dtype=dtype, rng=rng)
2680
+ A = np.diag(dl, -1) + np.diag(d) + np.diag(du, 1)
2681
+ # generate random solution x
2682
+ x = generate_random_dtype_array((n, 2), dtype=dtype, rng=rng)
2683
+ # create b from x for equation Ax=b
2684
+ trans = ("T" if dtype in REAL_DTYPES else "C") if trans_bool else "N"
2685
+ b = (A.conj().T if trans_bool else A) @ x
2686
+
2687
+ # store a copy of the inputs to check they haven't been modified later
2688
+ inputs_cpy = [dl.copy(), d.copy(), du.copy(), b.copy()]
2689
+
2690
+ # set these to None if fact = 'N', or the output of gttrf is fact = 'F'
2691
+ dlf_, df_, duf_, du2f_, ipiv_, info_ = \
2692
+ gttrf(dl, d, du) if fact == 'F' else [None]*6
2693
+
2694
+ gtsvx_out = gtsvx(dl, d, du, b, fact=fact, trans=trans, dlf=dlf_, df=df_,
2695
+ duf=duf_, du2=du2f_, ipiv=ipiv_)
2696
+ dlf, df, duf, du2f, ipiv, x_soln, rcond, ferr, berr, info = gtsvx_out
2697
+ assert_(info == 0, f"?gtsvx info = {info}, should be zero")
2698
+
2699
+ # assure that inputs are unmodified
2700
+ assert_array_equal(dl, inputs_cpy[0])
2701
+ assert_array_equal(d, inputs_cpy[1])
2702
+ assert_array_equal(du, inputs_cpy[2])
2703
+ assert_array_equal(b, inputs_cpy[3])
2704
+
2705
+ # test that x_soln matches the expected x
2706
+ assert_allclose(x, x_soln, atol=atol)
2707
+
2708
+ # assert that the outputs are of correct type or shape
2709
+ # rcond should be a scalar
2710
+ assert_(hasattr(rcond, "__len__") is not True,
2711
+ f"rcond should be scalar but is {rcond}")
2712
+ # ferr should be length of # of cols in x
2713
+ assert_(ferr.shape[0] == b.shape[1], (f"ferr.shape is {ferr.shape[0]} but should"
2714
+ f" be {b.shape[1]}"))
2715
+ # berr should be length of # of cols in x
2716
+ assert_(berr.shape[0] == b.shape[1], (f"berr.shape is {berr.shape[0]} but should"
2717
+ f" be {b.shape[1]}"))
2718
+
2719
+
2720
+ @pytest.mark.parametrize("dtype", DTYPES)
2721
+ @pytest.mark.parametrize("trans_bool", [0, 1])
2722
+ @pytest.mark.parametrize("fact", ["F", "N"])
2723
+ def test_gtsvx_error_singular(dtype, trans_bool, fact):
2724
+ rng = np.random.RandomState(42)
2725
+ # obtain routine
2726
+ gtsvx, gttrf = get_lapack_funcs(('gtsvx', 'gttrf'), dtype=dtype)
2727
+ # Generate random tridiagonal matrix A
2728
+ n = 10
2729
+ dl = generate_random_dtype_array((n-1,), dtype=dtype, rng=rng)
2730
+ d = generate_random_dtype_array((n,), dtype=dtype, rng=rng)
2731
+ du = generate_random_dtype_array((n-1,), dtype=dtype, rng=rng)
2732
+ A = np.diag(dl, -1) + np.diag(d) + np.diag(du, 1)
2733
+ # generate random solution x
2734
+ x = generate_random_dtype_array((n, 2), dtype=dtype, rng=rng)
2735
+ # create b from x for equation Ax=b
2736
+ trans = "T" if dtype in REAL_DTYPES else "C"
2737
+ b = (A.conj().T if trans_bool else A) @ x
2738
+
2739
+ # set these to None if fact = 'N', or the output of gttrf is fact = 'F'
2740
+ dlf_, df_, duf_, du2f_, ipiv_, info_ = \
2741
+ gttrf(dl, d, du) if fact == 'F' else [None]*6
2742
+
2743
+ gtsvx_out = gtsvx(dl, d, du, b, fact=fact, trans=trans, dlf=dlf_, df=df_,
2744
+ duf=duf_, du2=du2f_, ipiv=ipiv_)
2745
+ dlf, df, duf, du2f, ipiv, x_soln, rcond, ferr, berr, info = gtsvx_out
2746
+ # test with singular matrix
2747
+ # no need to test inputs with fact "F" since ?gttrf already does.
2748
+ if fact == "N":
2749
+ # Construct a singular example manually
2750
+ d[-1] = 0
2751
+ dl[-1] = 0
2752
+ # solve using routine
2753
+ gtsvx_out = gtsvx(dl, d, du, b)
2754
+ dlf, df, duf, du2f, ipiv, x_soln, rcond, ferr, berr, info = gtsvx_out
2755
+ # test for the singular matrix.
2756
+ assert info > 0, "info should be > 0 for singular matrix"
2757
+
2758
+ elif fact == 'F':
2759
+ # assuming that a singular factorization is input
2760
+ df_[-1] = 0
2761
+ duf_[-1] = 0
2762
+ du2f_[-1] = 0
2763
+
2764
+ gtsvx_out = gtsvx(dl, d, du, b, fact=fact, dlf=dlf_, df=df_, duf=duf_,
2765
+ du2=du2f_, ipiv=ipiv_)
2766
+ dlf, df, duf, du2f, ipiv, x_soln, rcond, ferr, berr, info = gtsvx_out
2767
+ # info should not be zero and should provide index of illegal value
2768
+ assert info > 0, "info should be > 0 for singular matrix"
2769
+
2770
+
2771
+ @pytest.mark.parametrize("dtype", DTYPES*2)
2772
+ @pytest.mark.parametrize("trans_bool", [False, True])
2773
+ @pytest.mark.parametrize("fact", ["F", "N"])
2774
+ def test_gtsvx_error_incompatible_size(dtype, trans_bool, fact):
2775
+ rng = np.random.RandomState(42)
2776
+ # obtain routine
2777
+ gtsvx, gttrf = get_lapack_funcs(('gtsvx', 'gttrf'), dtype=dtype)
2778
+ # Generate random tridiagonal matrix A
2779
+ n = 10
2780
+ dl = generate_random_dtype_array((n-1,), dtype=dtype, rng=rng)
2781
+ d = generate_random_dtype_array((n,), dtype=dtype, rng=rng)
2782
+ du = generate_random_dtype_array((n-1,), dtype=dtype, rng=rng)
2783
+ A = np.diag(dl, -1) + np.diag(d) + np.diag(du, 1)
2784
+ # generate random solution x
2785
+ x = generate_random_dtype_array((n, 2), dtype=dtype, rng=rng)
2786
+ # create b from x for equation Ax=b
2787
+ trans = "T" if dtype in REAL_DTYPES else "C"
2788
+ b = (A.conj().T if trans_bool else A) @ x
2789
+
2790
+ # set these to None if fact = 'N', or the output of gttrf is fact = 'F'
2791
+ dlf_, df_, duf_, du2f_, ipiv_, info_ = \
2792
+ gttrf(dl, d, du) if fact == 'F' else [None]*6
2793
+
2794
+ if fact == "N":
2795
+ assert_raises(ValueError, gtsvx, dl[:-1], d, du, b,
2796
+ fact=fact, trans=trans, dlf=dlf_, df=df_,
2797
+ duf=duf_, du2=du2f_, ipiv=ipiv_)
2798
+ assert_raises(ValueError, gtsvx, dl, d[:-1], du, b,
2799
+ fact=fact, trans=trans, dlf=dlf_, df=df_,
2800
+ duf=duf_, du2=du2f_, ipiv=ipiv_)
2801
+ assert_raises(ValueError, gtsvx, dl, d, du[:-1], b,
2802
+ fact=fact, trans=trans, dlf=dlf_, df=df_,
2803
+ duf=duf_, du2=du2f_, ipiv=ipiv_)
2804
+ assert_raises(Exception, gtsvx, dl, d, du, b[:-1],
2805
+ fact=fact, trans=trans, dlf=dlf_, df=df_,
2806
+ duf=duf_, du2=du2f_, ipiv=ipiv_)
2807
+ else:
2808
+ assert_raises(ValueError, gtsvx, dl, d, du, b,
2809
+ fact=fact, trans=trans, dlf=dlf_[:-1], df=df_,
2810
+ duf=duf_, du2=du2f_, ipiv=ipiv_)
2811
+ assert_raises(ValueError, gtsvx, dl, d, du, b,
2812
+ fact=fact, trans=trans, dlf=dlf_, df=df_[:-1],
2813
+ duf=duf_, du2=du2f_, ipiv=ipiv_)
2814
+ assert_raises(ValueError, gtsvx, dl, d, du, b,
2815
+ fact=fact, trans=trans, dlf=dlf_, df=df_,
2816
+ duf=duf_[:-1], du2=du2f_, ipiv=ipiv_)
2817
+ assert_raises(ValueError, gtsvx, dl, d, du, b,
2818
+ fact=fact, trans=trans, dlf=dlf_, df=df_,
2819
+ duf=duf_, du2=du2f_[:-1], ipiv=ipiv_)
2820
+
2821
+
2822
+ @pytest.mark.parametrize("du,d,dl,b,x",
2823
+ [(np.array([2.1, -1.0, 1.9, 8.0]),
2824
+ np.array([3.0, 2.3, -5.0, -0.9, 7.1]),
2825
+ np.array([3.4, 3.6, 7.0, -6.0]),
2826
+ np.array([[2.7, 6.6], [-.5, 10.8], [2.6, -3.2],
2827
+ [.6, -11.2], [2.7, 19.1]]),
2828
+ np.array([[-4, 5], [7, -4], [3, -3], [-4, -2],
2829
+ [-3, 1]])),
2830
+ (np.array([2 - 1j, 2 + 1j, -1 + 1j, 1 - 1j]),
2831
+ np.array([-1.3 + 1.3j, -1.3 + 1.3j, -1.3 + 3.3j,
2832
+ -.3 + 4.3j, -3.3 + 1.3j]),
2833
+ np.array([1 - 2j, 1 + 1j, 2 - 3j, 1 + 1j]),
2834
+ np.array([[2.4 - 5j, 2.7 + 6.9j],
2835
+ [3.4 + 18.2j, -6.9 - 5.3j],
2836
+ [-14.7 + 9.7j, -6 - .6j],
2837
+ [31.9 - 7.7j, -3.9 + 9.3j],
2838
+ [-1 + 1.6j, -3 + 12.2j]]),
2839
+ np.array([[1 + 1j, 2 - 1j], [3 - 1j, 1 + 2j],
2840
+ [4 + 5j, -1 + 1j], [-1 - 2j, 2 + 1j],
2841
+ [1 - 1j, 2 - 2j]]))])
2842
+ def test_gtsvx_NAG(du, d, dl, b, x):
2843
+ # Test to ensure wrapper is consistent with NAG Manual Mark 26
2844
+ # example problems: real (f07cbf) and complex (f07cpf)
2845
+ gtsvx = get_lapack_funcs('gtsvx', dtype=d.dtype)
2846
+
2847
+ gtsvx_out = gtsvx(dl, d, du, b)
2848
+ dlf, df, duf, du2f, ipiv, x_soln, rcond, ferr, berr, info = gtsvx_out
2849
+
2850
+ assert_array_almost_equal(x, x_soln)
2851
+
2852
+
2853
+ @pytest.mark.parametrize("dtype,realtype", zip(DTYPES, REAL_DTYPES
2854
+ + REAL_DTYPES))
2855
+ @pytest.mark.parametrize("fact,df_de_lambda",
2856
+ [("F",
2857
+ lambda d, e: get_lapack_funcs('pttrf',
2858
+ dtype=e.dtype)(d, e)),
2859
+ ("N", lambda d, e: (None, None, None))])
2860
+ def test_ptsvx(dtype, realtype, fact, df_de_lambda):
2861
+ '''
2862
+ This tests the ?ptsvx lapack routine wrapper to solve a random system
2863
+ Ax = b for all dtypes and input variations. Tests for: unmodified
2864
+ input parameters, fact options, incompatible matrix shapes raise an error,
2865
+ and singular matrices return info of illegal value.
2866
+ '''
2867
+ rng = np.random.RandomState(42)
2868
+ # set test tolerance appropriate for dtype
2869
+ atol = 100 * np.finfo(dtype).eps
2870
+ ptsvx = get_lapack_funcs('ptsvx', dtype=dtype)
2871
+ n = 5
2872
+ # create diagonals according to size and dtype
2873
+ d = generate_random_dtype_array((n,), realtype, rng) + 4
2874
+ e = generate_random_dtype_array((n-1,), dtype, rng)
2875
+ A = np.diag(d) + np.diag(e, -1) + np.diag(np.conj(e), 1)
2876
+ x_soln = generate_random_dtype_array((n, 2), dtype=dtype, rng=rng)
2877
+ b = A @ x_soln
2878
+
2879
+ # use lambda to determine what df, ef are
2880
+ df, ef, info = df_de_lambda(d, e)
2881
+
2882
+ # create copy to later test that they are unmodified
2883
+ diag_cpy = [d.copy(), e.copy(), b.copy()]
2884
+
2885
+ # solve using routine
2886
+ df, ef, x, rcond, ferr, berr, info = ptsvx(d, e, b, fact=fact,
2887
+ df=df, ef=ef)
2888
+ # d, e, and b should be unmodified
2889
+ assert_array_equal(d, diag_cpy[0])
2890
+ assert_array_equal(e, diag_cpy[1])
2891
+ assert_array_equal(b, diag_cpy[2])
2892
+ assert_(info == 0, f"info should be 0 but is {info}.")
2893
+ assert_array_almost_equal(x_soln, x)
2894
+
2895
+ # test that the factors from ptsvx can be recombined to make A
2896
+ L = np.diag(ef, -1) + np.diag(np.ones(n))
2897
+ D = np.diag(df)
2898
+ assert_allclose(A, L@D@(np.conj(L).T), atol=atol)
2899
+
2900
+ # assert that the outputs are of correct type or shape
2901
+ # rcond should be a scalar
2902
+ assert not hasattr(rcond, "__len__"), \
2903
+ f"rcond should be scalar but is {rcond}"
2904
+ # ferr should be length of # of cols in x
2905
+ assert_(ferr.shape == (2,), (f"ferr.shape is {ferr.shape} but should be "
2906
+ "({x_soln.shape[1]},)"))
2907
+ # berr should be length of # of cols in x
2908
+ assert_(berr.shape == (2,), (f"berr.shape is {berr.shape} but should be "
2909
+ "({x_soln.shape[1]},)"))
2910
+
2911
+
2912
+ @pytest.mark.parametrize("dtype,realtype", zip(DTYPES, REAL_DTYPES
2913
+ + REAL_DTYPES))
2914
+ @pytest.mark.parametrize("fact,df_de_lambda",
2915
+ [("F",
2916
+ lambda d, e: get_lapack_funcs('pttrf',
2917
+ dtype=e.dtype)(d, e)),
2918
+ ("N", lambda d, e: (None, None, None))])
2919
+ def test_ptsvx_error_raise_errors(dtype, realtype, fact, df_de_lambda):
2920
+ rng = np.random.RandomState(42)
2921
+ ptsvx = get_lapack_funcs('ptsvx', dtype=dtype)
2922
+ n = 5
2923
+ # create diagonals according to size and dtype
2924
+ d = generate_random_dtype_array((n,), realtype, rng) + 4
2925
+ e = generate_random_dtype_array((n-1,), dtype, rng)
2926
+ A = np.diag(d) + np.diag(e, -1) + np.diag(np.conj(e), 1)
2927
+ x_soln = generate_random_dtype_array((n, 2), dtype=dtype, rng=rng)
2928
+ b = A @ x_soln
2929
+
2930
+ # use lambda to determine what df, ef are
2931
+ df, ef, info = df_de_lambda(d, e)
2932
+
2933
+ # test with malformatted array sizes
2934
+ assert_raises(ValueError, ptsvx, d[:-1], e, b, fact=fact, df=df, ef=ef)
2935
+ assert_raises(ValueError, ptsvx, d, e[:-1], b, fact=fact, df=df, ef=ef)
2936
+ assert_raises(Exception, ptsvx, d, e, b[:-1], fact=fact, df=df, ef=ef)
2937
+
2938
+
2939
+ @pytest.mark.parametrize("dtype,realtype", zip(DTYPES, REAL_DTYPES
2940
+ + REAL_DTYPES))
2941
+ @pytest.mark.parametrize("fact,df_de_lambda",
2942
+ [("F",
2943
+ lambda d, e: get_lapack_funcs('pttrf',
2944
+ dtype=e.dtype)(d, e)),
2945
+ ("N", lambda d, e: (None, None, None))])
2946
+ def test_ptsvx_non_SPD_singular(dtype, realtype, fact, df_de_lambda):
2947
+ rng = np.random.RandomState(42)
2948
+ ptsvx = get_lapack_funcs('ptsvx', dtype=dtype)
2949
+ n = 5
2950
+ # create diagonals according to size and dtype
2951
+ d = generate_random_dtype_array((n,), realtype, rng) + 4
2952
+ e = generate_random_dtype_array((n-1,), dtype, rng)
2953
+ A = np.diag(d) + np.diag(e, -1) + np.diag(np.conj(e), 1)
2954
+ x_soln = generate_random_dtype_array((n, 2), dtype=dtype, rng=rng)
2955
+ b = A @ x_soln
2956
+
2957
+ # use lambda to determine what df, ef are
2958
+ df, ef, info = df_de_lambda(d, e)
2959
+
2960
+ if fact == "N":
2961
+ d[3] = 0
2962
+ # obtain new df, ef
2963
+ df, ef, info = df_de_lambda(d, e)
2964
+ # solve using routine
2965
+ df, ef, x, rcond, ferr, berr, info = ptsvx(d, e, b)
2966
+ # test for the singular matrix.
2967
+ assert info > 0 and info <= n
2968
+
2969
+ # non SPD matrix
2970
+ d = generate_random_dtype_array((n,), realtype, rng)
2971
+ df, ef, x, rcond, ferr, berr, info = ptsvx(d, e, b)
2972
+ assert info > 0 and info <= n
2973
+ else:
2974
+ # assuming that someone is using a singular factorization
2975
+ df, ef, info = df_de_lambda(d, e)
2976
+ df[0] = 0
2977
+ ef[0] = 0
2978
+ df, ef, x, rcond, ferr, berr, info = ptsvx(d, e, b, fact=fact,
2979
+ df=df, ef=ef)
2980
+ assert info > 0
2981
+
2982
+
2983
+ @pytest.mark.parametrize('d,e,b,x',
2984
+ [(np.array([4, 10, 29, 25, 5]),
2985
+ np.array([-2, -6, 15, 8]),
2986
+ np.array([[6, 10], [9, 4], [2, 9], [14, 65],
2987
+ [7, 23]]),
2988
+ np.array([[2.5, 2], [2, -1], [1, -3],
2989
+ [-1, 6], [3, -5]])),
2990
+ (np.array([16, 41, 46, 21]),
2991
+ np.array([16 + 16j, 18 - 9j, 1 - 4j]),
2992
+ np.array([[64 + 16j, -16 - 32j],
2993
+ [93 + 62j, 61 - 66j],
2994
+ [78 - 80j, 71 - 74j],
2995
+ [14 - 27j, 35 + 15j]]),
2996
+ np.array([[2 + 1j, -3 - 2j],
2997
+ [1 + 1j, 1 + 1j],
2998
+ [1 - 2j, 1 - 2j],
2999
+ [1 - 1j, 2 + 1j]]))])
3000
+ def test_ptsvx_NAG(d, e, b, x):
3001
+ # test to assure that wrapper is consistent with NAG Manual Mark 26
3002
+ # example problems: f07jbf, f07jpf
3003
+ # (Links expire, so please search for "NAG Library Manual Mark 26" online)
3004
+
3005
+ # obtain routine with correct type based on e.dtype
3006
+ ptsvx = get_lapack_funcs('ptsvx', dtype=e.dtype)
3007
+ # solve using routine
3008
+ df, ef, x_ptsvx, rcond, ferr, berr, info = ptsvx(d, e, b)
3009
+ # determine ptsvx's solution and x are the same.
3010
+ assert_array_almost_equal(x, x_ptsvx)
3011
+
3012
+
3013
+ @pytest.mark.parametrize('lower', [False, True])
3014
+ @pytest.mark.parametrize('dtype', DTYPES)
3015
+ def test_pptrs_pptri_pptrf_ppsv_ppcon(dtype, lower):
3016
+ rng = np.random.RandomState(1234)
3017
+ atol = np.finfo(dtype).eps*100
3018
+ # Manual conversion to/from packed format is feasible here.
3019
+ n, nrhs = 10, 4
3020
+ a = generate_random_dtype_array([n, n], dtype=dtype, rng=rng)
3021
+ b = generate_random_dtype_array([n, nrhs], dtype=dtype, rng=rng)
3022
+
3023
+ a = a.conj().T + a + np.eye(n, dtype=dtype) * dtype(5.)
3024
+ if lower:
3025
+ inds = ([x for y in range(n) for x in range(y, n)],
3026
+ [y for y in range(n) for x in range(y, n)])
3027
+ else:
3028
+ inds = ([x for y in range(1, n+1) for x in range(y)],
3029
+ [y-1 for y in range(1, n+1) for x in range(y)])
3030
+ ap = a[inds]
3031
+ ppsv, pptrf, pptrs, pptri, ppcon = get_lapack_funcs(
3032
+ ('ppsv', 'pptrf', 'pptrs', 'pptri', 'ppcon'),
3033
+ dtype=dtype,
3034
+ ilp64="preferred")
3035
+
3036
+ ul, info = pptrf(n, ap, lower=lower)
3037
+ assert_equal(info, 0)
3038
+ aul = cholesky(a, lower=lower)[inds]
3039
+ assert_allclose(ul, aul, rtol=0, atol=atol)
3040
+
3041
+ uli, info = pptri(n, ul, lower=lower)
3042
+ assert_equal(info, 0)
3043
+ auli = inv(a)[inds]
3044
+ assert_allclose(uli, auli, rtol=0, atol=atol)
3045
+
3046
+ x, info = pptrs(n, ul, b, lower=lower)
3047
+ assert_equal(info, 0)
3048
+ bx = solve(a, b)
3049
+ assert_allclose(x, bx, rtol=0, atol=atol)
3050
+
3051
+ xv, info = ppsv(n, ap, b, lower=lower)
3052
+ assert_equal(info, 0)
3053
+ assert_allclose(xv, bx, rtol=0, atol=atol)
3054
+
3055
+ anorm = np.linalg.norm(a, 1)
3056
+ rcond, info = ppcon(n, ap, anorm=anorm, lower=lower)
3057
+ assert_equal(info, 0)
3058
+ assert_(abs(1/rcond - np.linalg.cond(a, p=1))*rcond < 1)
3059
+
3060
+
3061
+ @pytest.mark.parametrize('dtype', DTYPES)
3062
+ def test_gees_trexc(dtype):
3063
+ rng = np.random.RandomState(1234)
3064
+ atol = np.finfo(dtype).eps*100
3065
+
3066
+ n = 10
3067
+ a = generate_random_dtype_array([n, n], dtype=dtype, rng=rng)
3068
+
3069
+ gees, trexc = get_lapack_funcs(('gees', 'trexc'), dtype=dtype)
3070
+
3071
+ result = gees(lambda x: None, a, overwrite_a=False)
3072
+ assert_equal(result[-1], 0)
3073
+
3074
+ t = result[0]
3075
+ z = result[-3]
3076
+
3077
+ d2 = t[6, 6]
3078
+
3079
+ if dtype in COMPLEX_DTYPES:
3080
+ assert_allclose(t, np.triu(t), rtol=0, atol=atol)
3081
+
3082
+ assert_allclose(z @ t @ z.conj().T, a, rtol=0, atol=atol)
3083
+
3084
+ result = trexc(t, z, 7, 1)
3085
+ assert_equal(result[-1], 0)
3086
+
3087
+ t = result[0]
3088
+ z = result[-2]
3089
+
3090
+ if dtype in COMPLEX_DTYPES:
3091
+ assert_allclose(t, np.triu(t), rtol=0, atol=atol)
3092
+
3093
+ assert_allclose(z @ t @ z.conj().T, a, rtol=0, atol=atol)
3094
+
3095
+ assert_allclose(t[0, 0], d2, rtol=0, atol=atol)
3096
+
3097
+
3098
+ @pytest.mark.parametrize(
3099
+ "t, expect, ifst, ilst",
3100
+ [(np.array([[0.80, -0.11, 0.01, 0.03],
3101
+ [0.00, -0.10, 0.25, 0.35],
3102
+ [0.00, -0.65, -0.10, 0.20],
3103
+ [0.00, 0.00, 0.00, -0.10]]),
3104
+ np.array([[-0.1000, -0.6463, 0.0874, 0.2010],
3105
+ [0.2514, -0.1000, 0.0927, 0.3505],
3106
+ [0.0000, 0.0000, 0.8000, -0.0117],
3107
+ [0.0000, 0.0000, 0.0000, -0.1000]]),
3108
+ 2, 1),
3109
+ (np.array([[-6.00 - 7.00j, 0.36 - 0.36j, -0.19 + 0.48j, 0.88 - 0.25j],
3110
+ [0.00 + 0.00j, -5.00 + 2.00j, -0.03 - 0.72j, -0.23 + 0.13j],
3111
+ [0.00 + 0.00j, 0.00 + 0.00j, 8.00 - 1.00j, 0.94 + 0.53j],
3112
+ [0.00 + 0.00j, 0.00 + 0.00j, 0.00 + 0.00j, 3.00 - 4.00j]]),
3113
+ np.array([[-5.0000 + 2.0000j, -0.1574 + 0.7143j,
3114
+ 0.1781 - 0.1913j, 0.3950 + 0.3861j],
3115
+ [0.0000 + 0.0000j, 8.0000 - 1.0000j,
3116
+ 1.0742 + 0.1447j, 0.2515 - 0.3397j],
3117
+ [0.0000 + 0.0000j, 0.0000 + 0.0000j,
3118
+ 3.0000 - 4.0000j, 0.2264 + 0.8962j],
3119
+ [0.0000 + 0.0000j, 0.0000 + 0.0000j,
3120
+ 0.0000 + 0.0000j, -6.0000 - 7.0000j]]),
3121
+ 1, 4)])
3122
+ def test_trexc_NAG(t, ifst, ilst, expect):
3123
+ """
3124
+ This test implements the example found in the NAG manual,
3125
+ f08qfc, f08qtc, f08qgc, f08quc.
3126
+ """
3127
+ # NAG manual provides accuracy up to 4 decimals
3128
+ atol = 1e-4
3129
+ trexc = get_lapack_funcs('trexc', dtype=t.dtype)
3130
+
3131
+ result = trexc(t, t, ifst, ilst, wantq=0)
3132
+ assert_equal(result[-1], 0)
3133
+
3134
+ t = result[0]
3135
+ assert_allclose(expect, t, atol=atol)
3136
+
3137
+
3138
+ @pytest.mark.parametrize('dtype', DTYPES)
3139
+ def test_gges_tgexc(dtype):
3140
+ rng = np.random.RandomState(1234)
3141
+ atol = np.finfo(dtype).eps*100
3142
+
3143
+ n = 10
3144
+ a = generate_random_dtype_array([n, n], dtype=dtype, rng=rng)
3145
+ b = generate_random_dtype_array([n, n], dtype=dtype, rng=rng)
3146
+
3147
+ gges, tgexc = get_lapack_funcs(('gges', 'tgexc'), dtype=dtype)
3148
+
3149
+ result = gges(lambda x: None, a, b, overwrite_a=False, overwrite_b=False)
3150
+ assert_equal(result[-1], 0)
3151
+
3152
+ s = result[0]
3153
+ t = result[1]
3154
+ q = result[-4]
3155
+ z = result[-3]
3156
+
3157
+ d1 = s[0, 0] / t[0, 0]
3158
+ d2 = s[6, 6] / t[6, 6]
3159
+
3160
+ if dtype in COMPLEX_DTYPES:
3161
+ assert_allclose(s, np.triu(s), rtol=0, atol=atol)
3162
+ assert_allclose(t, np.triu(t), rtol=0, atol=atol)
3163
+
3164
+ assert_allclose(q @ s @ z.conj().T, a, rtol=0, atol=atol)
3165
+ assert_allclose(q @ t @ z.conj().T, b, rtol=0, atol=atol)
3166
+
3167
+ result = tgexc(s, t, q, z, 7, 1)
3168
+ assert_equal(result[-1], 0)
3169
+
3170
+ s = result[0]
3171
+ t = result[1]
3172
+ q = result[2]
3173
+ z = result[3]
3174
+
3175
+ if dtype in COMPLEX_DTYPES:
3176
+ assert_allclose(s, np.triu(s), rtol=0, atol=atol)
3177
+ assert_allclose(t, np.triu(t), rtol=0, atol=atol)
3178
+
3179
+ assert_allclose(q @ s @ z.conj().T, a, rtol=0, atol=atol)
3180
+ assert_allclose(q @ t @ z.conj().T, b, rtol=0, atol=atol)
3181
+
3182
+ assert_allclose(s[0, 0] / t[0, 0], d2, rtol=0, atol=atol)
3183
+ assert_allclose(s[1, 1] / t[1, 1], d1, rtol=0, atol=atol)
3184
+
3185
+
3186
+ @pytest.mark.parametrize('dtype', DTYPES)
3187
+ def test_gees_trsen(dtype):
3188
+ rng = np.random.RandomState(1234)
3189
+ atol = np.finfo(dtype).eps*100
3190
+
3191
+ n = 10
3192
+ a = generate_random_dtype_array([n, n], dtype=dtype, rng=rng)
3193
+
3194
+ gees, trsen, trsen_lwork = get_lapack_funcs(
3195
+ ('gees', 'trsen', 'trsen_lwork'), dtype=dtype)
3196
+
3197
+ result = gees(lambda x: None, a, overwrite_a=False)
3198
+ assert_equal(result[-1], 0)
3199
+
3200
+ t = result[0]
3201
+ z = result[-3]
3202
+
3203
+ d2 = t[6, 6]
3204
+
3205
+ if dtype in COMPLEX_DTYPES:
3206
+ assert_allclose(t, np.triu(t), rtol=0, atol=atol)
3207
+
3208
+ assert_allclose(z @ t @ z.conj().T, a, rtol=0, atol=atol)
3209
+
3210
+ select = np.zeros(n)
3211
+ select[6] = 1
3212
+
3213
+ lwork = _compute_lwork(trsen_lwork, select, t)
3214
+
3215
+ if dtype in COMPLEX_DTYPES:
3216
+ result = trsen(select, t, z, lwork=lwork)
3217
+ else:
3218
+ result = trsen(select, t, z, lwork=lwork, liwork=lwork[1])
3219
+ assert_equal(result[-1], 0)
3220
+
3221
+ t = result[0]
3222
+ z = result[1]
3223
+
3224
+ if dtype in COMPLEX_DTYPES:
3225
+ assert_allclose(t, np.triu(t), rtol=0, atol=atol)
3226
+
3227
+ assert_allclose(z @ t @ z.conj().T, a, rtol=0, atol=atol)
3228
+
3229
+ assert_allclose(t[0, 0], d2, rtol=0, atol=atol)
3230
+
3231
+
3232
+ @pytest.mark.parametrize(
3233
+ "t, q, expect, select, expect_s, expect_sep",
3234
+ [(np.array([[0.7995, -0.1144, 0.0060, 0.0336],
3235
+ [0.0000, -0.0994, 0.2478, 0.3474],
3236
+ [0.0000, -0.6483, -0.0994, 0.2026],
3237
+ [0.0000, 0.0000, 0.0000, -0.1007]]),
3238
+ np.array([[0.6551, 0.1037, 0.3450, 0.6641],
3239
+ [0.5236, -0.5807, -0.6141, -0.1068],
3240
+ [-0.5362, -0.3073, -0.2935, 0.7293],
3241
+ [0.0956, 0.7467, -0.6463, 0.1249]]),
3242
+ np.array([[0.3500, 0.4500, -0.1400, -0.1700],
3243
+ [0.0900, 0.0700, -0.5399, 0.3500],
3244
+ [-0.4400, -0.3300, -0.0300, 0.1700],
3245
+ [0.2500, -0.3200, -0.1300, 0.1100]]),
3246
+ np.array([1, 0, 0, 1]),
3247
+ 1.75e+00, 3.22e+00),
3248
+ (np.array([[-6.0004 - 6.9999j, 0.3637 - 0.3656j,
3249
+ -0.1880 + 0.4787j, 0.8785 - 0.2539j],
3250
+ [0.0000 + 0.0000j, -5.0000 + 2.0060j,
3251
+ -0.0307 - 0.7217j, -0.2290 + 0.1313j],
3252
+ [0.0000 + 0.0000j, 0.0000 + 0.0000j,
3253
+ 7.9982 - 0.9964j, 0.9357 + 0.5359j],
3254
+ [0.0000 + 0.0000j, 0.0000 + 0.0000j,
3255
+ 0.0000 + 0.0000j, 3.0023 - 3.9998j]]),
3256
+ np.array([[-0.8347 - 0.1364j, -0.0628 + 0.3806j,
3257
+ 0.2765 - 0.0846j, 0.0633 - 0.2199j],
3258
+ [0.0664 - 0.2968j, 0.2365 + 0.5240j,
3259
+ -0.5877 - 0.4208j, 0.0835 + 0.2183j],
3260
+ [-0.0362 - 0.3215j, 0.3143 - 0.5473j,
3261
+ 0.0576 - 0.5736j, 0.0057 - 0.4058j],
3262
+ [0.0086 + 0.2958j, -0.3416 - 0.0757j,
3263
+ -0.1900 - 0.1600j, 0.8327 - 0.1868j]]),
3264
+ np.array([[-3.9702 - 5.0406j, -4.1108 + 3.7002j,
3265
+ -0.3403 + 1.0098j, 1.2899 - 0.8590j],
3266
+ [0.3397 - 1.5006j, 1.5201 - 0.4301j,
3267
+ 1.8797 - 5.3804j, 3.3606 + 0.6498j],
3268
+ [3.3101 - 3.8506j, 2.4996 + 3.4504j,
3269
+ 0.8802 - 1.0802j, 0.6401 - 1.4800j],
3270
+ [-1.0999 + 0.8199j, 1.8103 - 1.5905j,
3271
+ 3.2502 + 1.3297j, 1.5701 - 3.4397j]]),
3272
+ np.array([1, 0, 0, 1]),
3273
+ 1.02e+00, 1.82e-01)])
3274
+ def test_trsen_NAG(t, q, select, expect, expect_s, expect_sep):
3275
+ """
3276
+ This test implements the example found in the NAG manual,
3277
+ f08qgc, f08quc.
3278
+ """
3279
+ # NAG manual provides accuracy up to 4 and 2 decimals
3280
+ atol = 1e-4
3281
+ atol2 = 1e-2
3282
+ trsen, trsen_lwork = get_lapack_funcs(
3283
+ ('trsen', 'trsen_lwork'), dtype=t.dtype)
3284
+
3285
+ lwork = _compute_lwork(trsen_lwork, select, t)
3286
+
3287
+ if t.dtype in COMPLEX_DTYPES:
3288
+ result = trsen(select, t, q, lwork=lwork)
3289
+ else:
3290
+ result = trsen(select, t, q, lwork=lwork, liwork=lwork[1])
3291
+ assert_equal(result[-1], 0)
3292
+
3293
+ t = result[0]
3294
+ q = result[1]
3295
+ if t.dtype in COMPLEX_DTYPES:
3296
+ s = result[4]
3297
+ sep = result[5]
3298
+ else:
3299
+ s = result[5]
3300
+ sep = result[6]
3301
+
3302
+ assert_allclose(expect, q @ t @ q.conj().T, atol=atol)
3303
+ assert_allclose(expect_s, 1 / s, atol=atol2)
3304
+ assert_allclose(expect_sep, 1 / sep, atol=atol2)
3305
+
3306
+
3307
+ @pytest.mark.parametrize('dtype', DTYPES)
3308
+ def test_gges_tgsen(dtype):
3309
+ rng = np.random.RandomState(1234)
3310
+ atol = np.finfo(dtype).eps*100
3311
+
3312
+ n = 10
3313
+ a = generate_random_dtype_array([n, n], dtype=dtype, rng=rng)
3314
+ b = generate_random_dtype_array([n, n], dtype=dtype, rng=rng)
3315
+
3316
+ gges, tgsen, tgsen_lwork = get_lapack_funcs(
3317
+ ('gges', 'tgsen', 'tgsen_lwork'), dtype=dtype)
3318
+
3319
+ result = gges(lambda x: None, a, b, overwrite_a=False, overwrite_b=False)
3320
+ assert_equal(result[-1], 0)
3321
+
3322
+ s = result[0]
3323
+ t = result[1]
3324
+ q = result[-4]
3325
+ z = result[-3]
3326
+
3327
+ d1 = s[0, 0] / t[0, 0]
3328
+ d2 = s[6, 6] / t[6, 6]
3329
+
3330
+ if dtype in COMPLEX_DTYPES:
3331
+ assert_allclose(s, np.triu(s), rtol=0, atol=atol)
3332
+ assert_allclose(t, np.triu(t), rtol=0, atol=atol)
3333
+
3334
+ assert_allclose(q @ s @ z.conj().T, a, rtol=0, atol=atol)
3335
+ assert_allclose(q @ t @ z.conj().T, b, rtol=0, atol=atol)
3336
+
3337
+ select = np.zeros(n)
3338
+ select[6] = 1
3339
+
3340
+ lwork = _compute_lwork(tgsen_lwork, select, s, t)
3341
+
3342
+ # off-by-one error in LAPACK, see gh-issue #13397
3343
+ lwork = (lwork[0]+1, lwork[1])
3344
+
3345
+ result = tgsen(select, s, t, q, z, lwork=lwork)
3346
+ assert_equal(result[-1], 0)
3347
+
3348
+ s = result[0]
3349
+ t = result[1]
3350
+ q = result[-7]
3351
+ z = result[-6]
3352
+
3353
+ if dtype in COMPLEX_DTYPES:
3354
+ assert_allclose(s, np.triu(s), rtol=0, atol=atol)
3355
+ assert_allclose(t, np.triu(t), rtol=0, atol=atol)
3356
+
3357
+ assert_allclose(q @ s @ z.conj().T, a, rtol=0, atol=atol)
3358
+ assert_allclose(q @ t @ z.conj().T, b, rtol=0, atol=atol)
3359
+
3360
+ assert_allclose(s[0, 0] / t[0, 0], d2, rtol=0, atol=atol)
3361
+ assert_allclose(s[1, 1] / t[1, 1], d1, rtol=0, atol=atol)
3362
+
3363
+
3364
+ @pytest.mark.parametrize(
3365
+ "a, b, c, d, e, f, rans, lans",
3366
+ [(np.array([[4.0, 1.0, 1.0, 2.0],
3367
+ [0.0, 3.0, 4.0, 1.0],
3368
+ [0.0, 1.0, 3.0, 1.0],
3369
+ [0.0, 0.0, 0.0, 6.0]]),
3370
+ np.array([[1.0, 1.0, 1.0, 1.0],
3371
+ [0.0, 3.0, 4.0, 1.0],
3372
+ [0.0, 1.0, 3.0, 1.0],
3373
+ [0.0, 0.0, 0.0, 4.0]]),
3374
+ np.array([[-4.0, 7.0, 1.0, 12.0],
3375
+ [-9.0, 2.0, -2.0, -2.0],
3376
+ [-4.0, 2.0, -2.0, 8.0],
3377
+ [-7.0, 7.0, -6.0, 19.0]]),
3378
+ np.array([[2.0, 1.0, 1.0, 3.0],
3379
+ [0.0, 1.0, 2.0, 1.0],
3380
+ [0.0, 0.0, 1.0, 1.0],
3381
+ [0.0, 0.0, 0.0, 2.0]]),
3382
+ np.array([[1.0, 1.0, 1.0, 2.0],
3383
+ [0.0, 1.0, 4.0, 1.0],
3384
+ [0.0, 0.0, 1.0, 1.0],
3385
+ [0.0, 0.0, 0.0, 1.0]]),
3386
+ np.array([[-7.0, 5.0, 0.0, 7.0],
3387
+ [-5.0, 1.0, -8.0, 0.0],
3388
+ [-1.0, 2.0, -3.0, 5.0],
3389
+ [-3.0, 2.0, 0.0, 5.0]]),
3390
+ np.array([[1.0, 1.0, 1.0, 1.0],
3391
+ [-1.0, 2.0, -1.0, -1.0],
3392
+ [-1.0, 1.0, 3.0, 1.0],
3393
+ [-1.0, 1.0, -1.0, 4.0]]),
3394
+ np.array([[4.0, -1.0, 1.0, -1.0],
3395
+ [1.0, 3.0, -1.0, 1.0],
3396
+ [-1.0, 1.0, 2.0, -1.0],
3397
+ [1.0, -1.0, 1.0, 1.0]]))])
3398
+ @pytest.mark.parametrize('dtype', REAL_DTYPES)
3399
+ def test_tgsyl_NAG(a, b, c, d, e, f, rans, lans, dtype):
3400
+ atol = 1e-4
3401
+
3402
+ tgsyl = get_lapack_funcs(('tgsyl'), dtype=dtype)
3403
+ rout, lout, scale, dif, info = tgsyl(a, b, c, d, e, f)
3404
+
3405
+ assert_equal(info, 0)
3406
+ assert_allclose(scale, 1.0, rtol=0, atol=np.finfo(dtype).eps*100,
3407
+ err_msg="SCALE must be 1.0")
3408
+ assert_allclose(dif, 0.0, rtol=0, atol=np.finfo(dtype).eps*100,
3409
+ err_msg="DIF must be nearly 0")
3410
+ assert_allclose(rout, rans, atol=atol,
3411
+ err_msg="Solution for R is incorrect")
3412
+ assert_allclose(lout, lans, atol=atol,
3413
+ err_msg="Solution for L is incorrect")
3414
+
3415
+
3416
+ @pytest.mark.parametrize('dtype', REAL_DTYPES)
3417
+ @pytest.mark.parametrize('trans', ('N', 'T'))
3418
+ @pytest.mark.parametrize('ijob', [0, 1, 2, 3, 4])
3419
+ def test_tgsyl(dtype, trans, ijob):
3420
+
3421
+ atol = 1e-3 if dtype == np.float32 else 1e-10
3422
+ rng = np.random.default_rng(1685779866898198)
3423
+ m, n = 10, 15
3424
+
3425
+ a, d, *_ = qz(rng.uniform(-10, 10, [m, m]).astype(dtype),
3426
+ rng.uniform(-10, 10, [m, m]).astype(dtype),
3427
+ output='real')
3428
+
3429
+ b, e, *_ = qz(rng.uniform(-10, 10, [n, n]).astype(dtype),
3430
+ rng.uniform(-10, 10, [n, n]).astype(dtype),
3431
+ output='real')
3432
+
3433
+ c = rng.uniform(-2, 2, [m, n]).astype(dtype)
3434
+ f = rng.uniform(-2, 2, [m, n]).astype(dtype)
3435
+
3436
+ tgsyl = get_lapack_funcs(('tgsyl'), dtype=dtype)
3437
+ rout, lout, scale, dif, info = tgsyl(a, b, c, d, e, f,
3438
+ trans=trans, ijob=ijob)
3439
+
3440
+ assert info == 0, "INFO is non-zero"
3441
+ assert scale >= 0.0, "SCALE must be non-negative"
3442
+ if ijob == 0:
3443
+ assert_allclose(dif, 0.0, rtol=0, atol=np.finfo(dtype).eps*100,
3444
+ err_msg="DIF must be 0 for ijob =0")
3445
+ else:
3446
+ assert dif >= 0.0, "DIF must be non-negative"
3447
+
3448
+ # Only DIF is calculated for ijob = 3/4
3449
+ if ijob <= 2:
3450
+ if trans == 'N':
3451
+ lhs1 = a @ rout - lout @ b
3452
+ rhs1 = scale*c
3453
+ lhs2 = d @ rout - lout @ e
3454
+ rhs2 = scale*f
3455
+ elif trans == 'T':
3456
+ lhs1 = np.transpose(a) @ rout + np.transpose(d) @ lout
3457
+ rhs1 = scale*c
3458
+ lhs2 = rout @ np.transpose(b) + lout @ np.transpose(e)
3459
+ rhs2 = -1.0*scale*f
3460
+
3461
+ assert_allclose(lhs1, rhs1, atol=atol, rtol=0.,
3462
+ err_msg='lhs1 and rhs1 do not match')
3463
+ assert_allclose(lhs2, rhs2, atol=atol, rtol=0.,
3464
+ err_msg='lhs2 and rhs2 do not match')
3465
+
3466
+
3467
+ @pytest.mark.parametrize('mtype', ['sy', 'he']) # matrix type
3468
+ @pytest.mark.parametrize('dtype', DTYPES)
3469
+ @pytest.mark.parametrize('lower', (0, 1))
3470
+ def test_sy_hetrs(mtype, dtype, lower):
3471
+ if mtype == 'he' and dtype in REAL_DTYPES:
3472
+ pytest.skip("hetrs not for real dtypes.")
3473
+ rng = np.random.default_rng(1723059677121834)
3474
+ n, nrhs = 20, 5
3475
+ if dtype in COMPLEX_DTYPES:
3476
+ A = (rng.uniform(size=(n, n)) + rng.uniform(size=(n, n))*1j).astype(dtype)
3477
+ else:
3478
+ A = rng.uniform(size=(n, n)).astype(dtype)
3479
+
3480
+ A = A + A.T if mtype == 'sy' else A + A.conj().T
3481
+ b = rng.uniform(size=(n, nrhs)).astype(dtype)
3482
+ names = f'{mtype}trf', f'{mtype}trf_lwork', f'{mtype}trs'
3483
+ trf, trf_lwork, trs = get_lapack_funcs(names, dtype=dtype)
3484
+ lwork = trf_lwork(n, lower=lower)
3485
+ ldu, ipiv, info = trf(A, lwork=lwork, lower=lower)
3486
+ assert info == 0
3487
+ x, info = trs(a=ldu, ipiv=ipiv, b=b, lower=lower)
3488
+ assert info == 0
3489
+ eps = np.finfo(dtype).eps
3490
+ assert_allclose(A@x, b, atol=100*n*eps)
3491
+
3492
+
3493
+ @pytest.mark.parametrize('mtype', ['sy', 'he']) # matrix type
3494
+ @pytest.mark.parametrize('dtype', DTYPES)
3495
+ @pytest.mark.parametrize('lower', (0, 1))
3496
+ def test_sy_he_tri(dtype, lower, mtype):
3497
+ if mtype == 'he' and dtype in REAL_DTYPES:
3498
+ pytest.skip("hetri not for real dtypes.")
3499
+ if sysconfig.get_platform() == 'win-arm64' and dtype in COMPLEX_DTYPES:
3500
+ pytest.skip("Test segfaulting on win-arm64 in CI, see gh-23133")
3501
+
3502
+ rng = np.random.default_rng(1723059677121834)
3503
+ n = 20
3504
+ A = rng.random((n, n)) + rng.random((n, n))*1j
3505
+ if np.issubdtype(dtype, np.floating):
3506
+ A = A.real
3507
+ A = A.astype(dtype)
3508
+ A = A + A.T if mtype == 'sy' else A + A.conj().T
3509
+ names = f'{mtype}trf', f'{mtype}tri'
3510
+ trf, tri = get_lapack_funcs(names, dtype=dtype)
3511
+ ldu, ipiv, info = trf(A, lower=lower)
3512
+ assert info == 0
3513
+ A_inv, info = tri(a=ldu, ipiv=ipiv, lower=lower)
3514
+ assert info == 0
3515
+ eps = np.finfo(dtype).eps
3516
+ ref = np.linalg.inv(A)
3517
+ if lower:
3518
+ assert_allclose(np.tril(A_inv), np.tril(ref), atol=100*n*eps)
3519
+ else:
3520
+ assert_allclose(np.triu(A_inv), np.triu(ref), atol=100*n*eps)
3521
+
3522
+
3523
+ @pytest.mark.parametrize('norm', list('Mm1OoIiFfEe'))
3524
+ @pytest.mark.parametrize('uplo, m, n', [('U', 5, 10), ('U', 10, 10),
3525
+ ('L', 10, 5), ('L', 10, 10)])
3526
+ @pytest.mark.parametrize('diag', ['N', 'U'])
3527
+ @pytest.mark.parametrize('dtype', DTYPES)
3528
+ def test_lantr(norm, uplo, m, n, diag, dtype):
3529
+ rng = np.random.default_rng(98426598246982456)
3530
+ A = rng.random(size=(m, n)).astype(dtype)
3531
+ lantr, lange = get_lapack_funcs(('lantr', 'lange'), (A,))
3532
+ res = lantr(norm, A, uplo=uplo, diag=diag)
3533
+
3534
+ # now modify the matrix according to assumptions made by `lantr`
3535
+ A = np.triu(A) if uplo == 'U' else np.tril(A)
3536
+ if diag == 'U':
3537
+ i = np.arange(min(m, n))
3538
+ A[i, i] = 1
3539
+ ref = lange(norm, A)
3540
+
3541
+ assert_allclose(res, ref, rtol=2e-6)
3542
+
3543
+
3544
+ @pytest.mark.parametrize('dtype', DTYPES)
3545
+ @pytest.mark.parametrize('norm', ['1', 'I', 'O'])
3546
+ def test_gbcon(dtype, norm):
3547
+ rng = np.random.default_rng(17273783424)
3548
+
3549
+ # A is of shape n x n with ku/kl super/sub-diagonals
3550
+ n, ku, kl = 10, 2, 2
3551
+ A = rng.random((n, n)) + rng.random((n, n))*1j
3552
+ # make the condition numbers more interesting
3553
+ offset = rng.permuted(np.logspace(0, rng.integers(0, 10), n))
3554
+ A += offset
3555
+ if np.issubdtype(dtype, np.floating):
3556
+ A = A.real
3557
+ A = A.astype(dtype)
3558
+ A[np.triu_indices(n, ku + 1)] = 0
3559
+ A[np.tril_indices(n, -kl - 1)] = 0
3560
+
3561
+ # construct banded form
3562
+ tmp = _to_banded(kl, ku, A)
3563
+ # add rows required by ?gbtrf
3564
+ LDAB = 2*kl + ku + 1
3565
+ ab = np.zeros((LDAB, n), dtype=dtype)
3566
+ ab[kl:, :] = tmp
3567
+
3568
+ anorm = np.linalg.norm(A, ord=np.inf if norm == 'I' else 1)
3569
+ gbcon, gbtrf = get_lapack_funcs(("gbcon", "gbtrf"), (ab,))
3570
+ lu_band, ipiv, _ = gbtrf(ab, kl, ku)
3571
+ res = gbcon(norm=norm, kl=kl, ku=ku, ab=lu_band, ipiv=ipiv,
3572
+ anorm=anorm)[0]
3573
+
3574
+ gecon, getrf = get_lapack_funcs(('gecon', 'getrf'), (A,))
3575
+ lu = getrf(A)[0]
3576
+ ref = gecon(lu, anorm, norm=norm)[0]
3577
+ # This is an estimate of reciprocal condition number; we just need order of
3578
+ # magnitude.
3579
+ assert_allclose(res, ref, rtol=1)
3580
+
3581
+
3582
+ @pytest.mark.parametrize('norm', list('Mm1OoIiFfEe'))
3583
+ @pytest.mark.parametrize('dtype', DTYPES)
3584
+ def test_langb(dtype, norm):
3585
+ rng = np.random.default_rng(17273783424)
3586
+
3587
+ # A is of shape n x n with ku/kl super/sub-diagonals
3588
+ n, ku, kl = 10, 2, 2
3589
+ A = rng.random((n, n)) + rng.random((n, n))*1j
3590
+ if np.issubdtype(dtype, np.floating):
3591
+ A = A.real
3592
+ A = A.astype(dtype)
3593
+ A[np.triu_indices(n, ku + 1)] = 0
3594
+ A[np.tril_indices(n, -kl - 1)] = 0
3595
+ ab = _to_banded(kl, ku, A)
3596
+
3597
+ langb, lange = get_lapack_funcs(('langb', 'lange'), (A,))
3598
+ ref = lange(norm, A)
3599
+ res = langb(norm, kl, ku, ab)
3600
+ assert_allclose(res, ref, rtol=2e-6)
3601
+
3602
+
3603
+ @pytest.mark.parametrize('dtype', REAL_DTYPES)
3604
+ @pytest.mark.parametrize('compute_v', (0, 1))
3605
+ def test_stevd(dtype, compute_v):
3606
+ rng = np.random.default_rng(266474747488348746)
3607
+ n = 10
3608
+ d = rng.random(n, dtype=dtype)
3609
+ e = rng.random(n - 1, dtype=dtype)
3610
+ A = np.diag(e, -1) + np.diag(d) + np.diag(e, 1)
3611
+ ref = np.linalg.eigvalsh(A)
3612
+
3613
+ stevd = get_lapack_funcs('stevd')
3614
+ U, V, info = stevd(d, e, compute_v=compute_v)
3615
+ assert info == 0
3616
+ assert_allclose(np.sort(U), np.sort(ref))
3617
+ if compute_v:
3618
+ eps = np.finfo(dtype).eps
3619
+ assert_allclose(V @ np.diag(U) @ V.T, A, atol=eps**0.8)
3620
+