138 lines
5 KiB
Python
138 lines
5 KiB
Python
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from __future__ import division, print_function, absolute_import
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import itertools
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from numpy.testing import assert_array_almost_equal, assert_allclose, assert_
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from numpy import (array, eye, zeros, empty_like, empty, tril_indices_from,
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tril, triu_indices_from, spacing, float32, float64,
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complex64, complex128)
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from numpy.random import rand, randint, seed
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from scipy.linalg import ldl
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from pytest import raises as assert_raises, warns
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from numpy import ComplexWarning
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def test_args():
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A = eye(3)
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# Nonsquare array
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assert_raises(ValueError, ldl, A[:, :2])
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# Complex matrix with imaginary diagonal entries with "hermitian=True"
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with warns(ComplexWarning):
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ldl(A*1j)
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def test_empty_array():
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a = empty((0, 0), dtype=complex)
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l, d, p = ldl(empty((0, 0)))
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assert_array_almost_equal(l, empty_like(a))
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assert_array_almost_equal(d, empty_like(a))
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assert_array_almost_equal(p, array([], dtype=int))
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def test_simple():
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a = array([[-0.39-0.71j, 5.14-0.64j, -7.86-2.96j, 3.80+0.92j],
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[5.14-0.64j, 8.86+1.81j, -3.52+0.58j, 5.32-1.59j],
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[-7.86-2.96j, -3.52+0.58j, -2.83-0.03j, -1.54-2.86j],
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[3.80+0.92j, 5.32-1.59j, -1.54-2.86j, -0.56+0.12j]])
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b = array([[5., 10, 1, 18],
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[10., 2, 11, 1],
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[1., 11, 19, 9],
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[18., 1, 9, 0]])
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c = array([[52., 97, 112, 107, 50],
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[97., 114, 89, 98, 13],
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[112., 89, 64, 33, 6],
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[107., 98, 33, 60, 73],
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[50., 13, 6, 73, 77]])
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d = array([[2., 2, -4, 0, 4],
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[2., -2, -2, 10, -8],
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[-4., -2, 6, -8, -4],
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[0., 10, -8, 6, -6],
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[4., -8, -4, -6, 10]])
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e = array([[-1.36+0.00j, 0+0j, 0+0j, 0+0j],
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[1.58-0.90j, -8.87+0j, 0+0j, 0+0j],
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[2.21+0.21j, -1.84+0.03j, -4.63+0j, 0+0j],
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[3.91-1.50j, -1.78-1.18j, 0.11-0.11j, -1.84+0.00j]])
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for x in (b, c, d):
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l, d, p = ldl(x)
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assert_allclose(l.dot(d).dot(l.T), x, atol=spacing(1000.), rtol=0)
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u, d, p = ldl(x, lower=False)
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assert_allclose(u.dot(d).dot(u.T), x, atol=spacing(1000.), rtol=0)
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l, d, p = ldl(a, hermitian=False)
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assert_allclose(l.dot(d).dot(l.T), a, atol=spacing(1000.), rtol=0)
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u, d, p = ldl(a, lower=False, hermitian=False)
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assert_allclose(u.dot(d).dot(u.T), a, atol=spacing(1000.), rtol=0)
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# Use upper part for the computation and use the lower part for comparison
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l, d, p = ldl(e.conj().T, lower=0)
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assert_allclose(tril(l.dot(d).dot(l.conj().T)-e), zeros((4, 4)),
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atol=spacing(1000.), rtol=0)
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def test_permutations():
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seed(1234)
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for _ in range(10):
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n = randint(1, 100)
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# Random real/complex array
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x = rand(n, n) if randint(2) else rand(n, n) + rand(n, n)*1j
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x = x + x.conj().T
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x += eye(n)*randint(5, 1e6)
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l_ind = tril_indices_from(x, k=-1)
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u_ind = triu_indices_from(x, k=1)
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# Test whether permutations lead to a triangular array
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u, d, p = ldl(x, lower=0)
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# lower part should be zero
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assert_(not any(u[p, :][l_ind]), 'Spin {} failed'.format(_))
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l, d, p = ldl(x, lower=1)
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# upper part should be zero
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assert_(not any(l[p, :][u_ind]), 'Spin {} failed'.format(_))
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def test_ldl_type_size_combinations():
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seed(1234)
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sizes = [30, 750]
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real_dtypes = [float32, float64]
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complex_dtypes = [complex64, complex128]
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for n, dtype in itertools.product(sizes, real_dtypes):
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msg = ("Failed for size: {}, dtype: {}".format(n, dtype))
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x = rand(n, n).astype(dtype)
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x = x + x.T
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x += eye(n, dtype=dtype)*dtype(randint(5, 1e6))
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l, d1, p = ldl(x)
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u, d2, p = ldl(x, lower=0)
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rtol = 1e-4 if dtype is float32 else 1e-10
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assert_allclose(l.dot(d1).dot(l.T), x, rtol=rtol, err_msg=msg)
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assert_allclose(u.dot(d2).dot(u.T), x, rtol=rtol, err_msg=msg)
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for n, dtype in itertools.product(sizes, complex_dtypes):
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msg1 = ("Her failed for size: {}, dtype: {}".format(n, dtype))
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msg2 = ("Sym failed for size: {}, dtype: {}".format(n, dtype))
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# Complex hermitian upper/lower
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x = (rand(n, n)+1j*rand(n, n)).astype(dtype)
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x = x+x.conj().T
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x += eye(n, dtype=dtype)*dtype(randint(5, 1e6))
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l, d1, p = ldl(x)
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u, d2, p = ldl(x, lower=0)
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rtol = 1e-4 if dtype is complex64 else 1e-10
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assert_allclose(l.dot(d1).dot(l.conj().T), x, rtol=rtol, err_msg=msg1)
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assert_allclose(u.dot(d2).dot(u.conj().T), x, rtol=rtol, err_msg=msg1)
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# Complex symmetric upper/lower
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x = (rand(n, n)+1j*rand(n, n)).astype(dtype)
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x = x+x.T
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x += eye(n, dtype=dtype)*dtype(randint(5, 1e6))
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l, d1, p = ldl(x, hermitian=0)
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u, d2, p = ldl(x, lower=0, hermitian=0)
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assert_allclose(l.dot(d1).dot(l.T), x, rtol=rtol, err_msg=msg2)
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assert_allclose(u.dot(d2).dot(u.T), x, rtol=rtol, err_msg=msg2)
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