93 lines
2.6 KiB
Python
93 lines
2.6 KiB
Python
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from __future__ import division, print_function, absolute_import
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import numpy as np
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from numpy.linalg import norm
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from numpy.testing import (assert_, assert_allclose, assert_equal)
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from scipy.linalg import polar, eigh
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diag2 = np.array([[2, 0], [0, 3]])
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a13 = np.array([[1, 2, 2]])
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precomputed_cases = [
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[[[0]], 'right', [[1]], [[0]]],
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[[[0]], 'left', [[1]], [[0]]],
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[[[9]], 'right', [[1]], [[9]]],
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[[[9]], 'left', [[1]], [[9]]],
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[diag2, 'right', np.eye(2), diag2],
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[diag2, 'left', np.eye(2), diag2],
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[a13, 'right', a13/norm(a13[0]), a13.T.dot(a13)/norm(a13[0])],
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]
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verify_cases = [
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[[1, 2], [3, 4]],
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[[1, 2, 3]],
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[[1], [2], [3]],
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[[1, 2, 3], [3, 4, 0]],
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[[1, 2], [3, 4], [5, 5]],
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[[1, 2], [3, 4+5j]],
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[[1, 2, 3j]],
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[[1], [2], [3j]],
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[[1, 2, 3+2j], [3, 4-1j, -4j]],
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[[1, 2], [3-2j, 4+0.5j], [5, 5]],
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[[10000, 10, 1], [-1, 2, 3j], [0, 1, 2]],
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]
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def check_precomputed_polar(a, side, expected_u, expected_p):
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# Compare the result of the polar decomposition to a
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# precomputed result.
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u, p = polar(a, side=side)
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assert_allclose(u, expected_u, atol=1e-15)
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assert_allclose(p, expected_p, atol=1e-15)
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def verify_polar(a):
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# Compute the polar decomposition, and then verify that
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# the result has all the expected properties.
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product_atol = np.sqrt(np.finfo(float).eps)
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aa = np.asarray(a)
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m, n = aa.shape
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u, p = polar(a, side='right')
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assert_equal(u.shape, (m, n))
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assert_equal(p.shape, (n, n))
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# a = up
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assert_allclose(u.dot(p), a, atol=product_atol)
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if m >= n:
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assert_allclose(u.conj().T.dot(u), np.eye(n), atol=1e-15)
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else:
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assert_allclose(u.dot(u.conj().T), np.eye(m), atol=1e-15)
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# p is Hermitian positive semidefinite.
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assert_allclose(p.conj().T, p)
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evals = eigh(p, eigvals_only=True)
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nonzero_evals = evals[abs(evals) > 1e-14]
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assert_((nonzero_evals >= 0).all())
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u, p = polar(a, side='left')
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assert_equal(u.shape, (m, n))
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assert_equal(p.shape, (m, m))
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# a = pu
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assert_allclose(p.dot(u), a, atol=product_atol)
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if m >= n:
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assert_allclose(u.conj().T.dot(u), np.eye(n), atol=1e-15)
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else:
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assert_allclose(u.dot(u.conj().T), np.eye(m), atol=1e-15)
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# p is Hermitian positive semidefinite.
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assert_allclose(p.conj().T, p)
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evals = eigh(p, eigvals_only=True)
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nonzero_evals = evals[abs(evals) > 1e-14]
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assert_((nonzero_evals >= 0).all())
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def test_precomputed_cases():
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for a, side, expected_u, expected_p in precomputed_cases:
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check_precomputed_polar(a, side, expected_u, expected_p)
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def test_verify_cases():
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for a in verify_cases:
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verify_polar(a)
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