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# This file is a part of Julia. License is MIT: https://julialang.org/license
module TestDense
using Test, LinearAlgebra, Random
using LinearAlgebra: BlasComplex, BlasFloat, BlasReal
@testset "Check that non-floats are correctly promoted" begin
@test [1 0 0; 0 1 0]\[1,1] ≈ [1;1;0]
end
n = 10
# Split n into 2 parts for tests needing two matrices
n1 = div(n, 2)
n2 = 2*n1
Random.seed!(1234321)
@testset "Matrix condition number" begin
ainit = rand(n,n)
@testset "for $elty" for elty in (Float32, Float64, ComplexF32, ComplexF64)
ainit = convert(Matrix{elty}, ainit)
for a in (copy(ainit), view(ainit, 1:n, 1:n))
@test cond(a,1) ≈ 4.837320054554436e+02 atol=0.01
@test cond(a,2) ≈ 1.960057871514615e+02 atol=0.01
@test cond(a,Inf) ≈ 3.757017682707787e+02 atol=0.01
@test cond(a[:,1:5]) ≈ 10.233059337453463 atol=0.01
@test_throws ArgumentError cond(a,3)
end
end
end
areal = randn(n,n)/2
aimg = randn(n,n)/2
a2real = randn(n,n)/2
a2img = randn(n,n)/2
breal = randn(n,2)/2
bimg = randn(n,2)/2
@testset "For A containing $eltya" for eltya in (Float32, Float64, ComplexF32, ComplexF64, Int)
ainit = eltya == Int ? rand(1:7, n, n) : convert(Matrix{eltya}, eltya <: Complex ? complex.(areal, aimg) : areal)
ainit2 = eltya == Int ? rand(1:7, n, n) : convert(Matrix{eltya}, eltya <: Complex ? complex.(a2real, a2img) : a2real)
ε = εa = eps(abs(float(one(eltya))))
apd = ainit'*ainit # symmetric positive-definite
@testset "Positive definiteness" begin
@test !isposdef(ainit)
@test isposdef(apd)
if eltya != Int # cannot perform cholesky! for Matrix{Int}
@test !isposdef!(copy(ainit))
@test isposdef!(copy(apd))
end
end
@testset "For b containing $eltyb" for eltyb in (Float32, Float64, ComplexF32, ComplexF64, Int)
binit = eltyb == Int ? rand(1:5, n, 2) : convert(Matrix{eltyb}, eltyb <: Complex ? complex.(breal, bimg) : breal)
εb = eps(abs(float(one(eltyb))))
ε = max(εa,εb)
for (a, b) in ((copy(ainit), copy(binit)), (view(ainit, 1:n, 1:n), view(binit, 1:n, 1:2)))
@testset "Solve square general system of equations" begin
κ = cond(a,1)
x = a \ b
@test_throws DimensionMismatch b'\b
@test_throws DimensionMismatch b\b'
@test norm(a*x - b, 1)/norm(b) < ε*κ*n*2 # Ad hoc, revisit!
@test zeros(eltya,n)\fill(eltya(1),n) ≈ (zeros(eltya,n,1)\fill(eltya(1),n,1))[1,1]
end
@testset "Test nullspace" begin
a15null = nullspace(a[:,1:n1]')
@test rank([a[:,1:n1] a15null]) == 10
@test norm(a[:,1:n1]'a15null,Inf) ≈ zero(eltya) atol=300ε
@test norm(a15null'a[:,1:n1],Inf) ≈ zero(eltya) atol=400ε
@test size(nullspace(b), 2) == 0
@test size(nullspace(b, 100*εb), 2) == 0
@test nullspace(zeros(eltya,n)) == Matrix(I, 1, 1)
@test nullspace(zeros(eltya,n), 0.1) == Matrix(I, 1, 1)
# test empty cases
@test nullspace(zeros(n, 0)) == Matrix(I, 0, 0)
@test nullspace(zeros(0, n)) == Matrix(I, n, n)
end
end
end # for eltyb
for (a, a2) in ((copy(ainit), copy(ainit2)), (view(ainit, 1:n, 1:n), view(ainit2, 1:n, 1:n)))
@testset "Test pinv" begin
pinva15 = pinv(a[:,1:n1])
@test a[:,1:n1]*pinva15*a[:,1:n1] ≈ a[:,1:n1]
@test pinva15*a[:,1:n1]*pinva15 ≈ pinva15
pinva15 = pinv(a[:,1:n1]') # the Adjoint case
@test a[:,1:n1]'*pinva15*a[:,1:n1]' ≈ a[:,1:n1]'
@test pinva15*a[:,1:n1]'*pinva15 ≈ pinva15
@test size(pinv(Matrix{eltya}(undef,0,0))) == (0,0)
end
@testset "Lyapunov/Sylvester" begin
x = lyap(a, a2)
@test -a2 ≈ a*x + x*a'
x2 = sylvester(a[1:3, 1:3], a[4:n, 4:n], a2[1:3,4:n])
@test -a2[1:3, 4:n] ≈ a[1:3, 1:3]*x2 + x2*a[4:n, 4:n]
end
@testset "Matrix square root" begin
asq = sqrt(a)
@test asq*asq ≈ a
asym = a + a' # symmetric indefinite
asymsq = sqrt(asym)
@test asymsq*asymsq ≈ asym
end
@testset "Powers" begin
if eltya <: AbstractFloat
z = zero(eltya)
t = convert(eltya,2)
r = convert(eltya,2.5)
@test a^z ≈ Matrix(I, size(a))
@test a^t ≈ a^2
@test Matrix{eltya}(I, n, n)^r ≈ Matrix(I, size(a))
end
end
end # end for loop over arraytype
@testset "Factorize" begin
d = rand(eltya,n)
e = rand(eltya,n-1)
e2 = rand(eltya,n-1)
f = rand(eltya,n-2)
A = diagm(0 => d)
@test factorize(A) == Diagonal(d)
A += diagm(-1 => e)
@test factorize(A) == Bidiagonal(d,e,:L)
A += diagm(-2 => f)
@test factorize(A) == LowerTriangular(A)
A = diagm(0 => d, 1 => e)
@test factorize(A) == Bidiagonal(d,e,:U)
if eltya <: Real
A = diagm(0 => d, 1 => e, -1 => e)
@test Matrix(factorize(A)) ≈ Matrix(factorize(SymTridiagonal(d,e)))
A = diagm(0 => d, 1 => e, -1 => e, 2 => f, -2 => f)
@test inv(factorize(A)) ≈ inv(factorize(Symmetric(A)))
end
A = diagm(0 => d, 1 => e, -1 => e2)
@test Matrix(factorize(A)) ≈ Matrix(factorize(Tridiagonal(e2,d,e)))
A = diagm(0 => d, 1 => e, 2 => f)
@test factorize(A) == UpperTriangular(A)
end
end # for eltya
@testset "test out of bounds triu/tril" begin
local m, n = 5, 7
ainit = rand(m, n)
for a in (copy(ainit), view(ainit, 1:m, 1:n))
@test triu(a, -m) == a
@test triu(a, n + 2) == zero(a)
@test tril(a, -m - 2) == zero(a)
@test tril(a, n) == a
end
end
@testset "triu M > N case bug fix" begin
mat=[1 2;
3 4;
5 6;
7 8]
res=[1 2;
3 4;
0 6;
0 0]
@test triu(mat, -1) == res
end
@testset "Tests norms" begin
nnorm = 10
mmat = 10
nmat = 8
@testset "For $elty" for elty in (Float32, Float64, BigFloat, Complex{Float32}, Complex{Float64}, Complex{BigFloat}, Int32, Int64, BigInt)
x = fill(elty(1),10)
@testset "Vector" begin
xs = view(x,1:2:10)
@test norm(x, -Inf) ≈ 1
@test norm(x, -1) ≈ 1/10
@test norm(x, 0) ≈ 10
@test norm(x, 1) ≈ 10
@test norm(x, 2) ≈ sqrt(10)
@test norm(x, 3) ≈ cbrt(10)
@test norm(x, Inf) ≈ 1
if elty <: LinearAlgebra.BlasFloat
@test norm(x, 1:4) ≈ 2
@test_throws BoundsError norm(x,-1:4)
@test_throws BoundsError norm(x,1:11)
end
@test norm(xs, -Inf) ≈ 1
@test norm(xs, -1) ≈ 1/5
@test norm(xs, 0) ≈ 5
@test norm(xs, 1) ≈ 5
@test norm(xs, 2) ≈ sqrt(5)
@test norm(xs, 3) ≈ cbrt(5)
@test norm(xs, Inf) ≈ 1
end
@testset "Issue #12552:" begin
if real(elty) <: AbstractFloat
for p in [-Inf,-1,1,2,3,Inf]
@test isnan(norm(elty[0,NaN],p))
@test isnan(norm(elty[NaN,0],p))
end
end
end
@testset "Number" begin
norm(x[1:1]) === norm(x[1], -Inf)
norm(x[1:1]) === norm(x[1], 0)
norm(x[1:1]) === norm(x[1], 1)
norm(x[1:1]) === norm(x[1], 2)
norm(x[1:1]) === norm(x[1], Inf)
end
@testset "Absolute homogeneity, triangle inequality, & vectorized versions" begin
for i = 1:10
xinit = elty <: Integer ? convert(Vector{elty}, rand(1:10, nnorm)) :
elty <: Complex ? convert(Vector{elty}, complex.(randn(nnorm), randn(nnorm))) :
convert(Vector{elty}, randn(nnorm))
yinit = elty <: Integer ? convert(Vector{elty}, rand(1:10, nnorm)) :
elty <: Complex ? convert(Vector{elty}, complex.(randn(nnorm), randn(nnorm))) :
convert(Vector{elty}, randn(nnorm))
α = elty <: Integer ? randn() :
elty <: Complex ? convert(elty, complex(randn(),randn())) :
convert(elty, randn())
for (x, y) in ((copy(xinit), copy(yinit)), (view(xinit,1:2:nnorm), view(yinit,1:2:nnorm)))
# Absolute homogeneity
@test norm(α*x,-Inf) ≈ abs(α)*norm(x,-Inf)
@test norm(α*x,-1) ≈ abs(α)*norm(x,-1)
@test norm(α*x,1) ≈ abs(α)*norm(x,1)
@test norm(α*x) ≈ abs(α)*norm(x) # two is default
@test norm(α*x,3) ≈ abs(α)*norm(x,3)
@test norm(α*x,Inf) ≈ abs(α)*norm(x,Inf)
# Triangle inequality
@test norm(x + y,1) <= norm(x,1) + norm(y,1)
@test norm(x + y) <= norm(x) + norm(y) # two is default
@test norm(x + y,3) <= norm(x,3) + norm(y,3)
@test norm(x + y,Inf) <= norm(x,Inf) + norm(y,Inf)
# Against vectorized versions
@test norm(x,-Inf) ≈ minimum(abs.(x))
@test norm(x,-1) ≈ inv(sum(1 ./ abs.(x)))
@test norm(x,0) ≈ sum(x .!= 0)
@test norm(x,1) ≈ sum(abs.(x))
@test norm(x) ≈ sqrt(sum(abs2.(x)))
@test norm(x,3) ≈ cbrt(sum(abs.(x).^3.))
@test norm(x,Inf) ≈ maximum(abs.(x))
end
end
end
@testset "Matrix (Operator) opnorm" begin
A = fill(elty(1),10,10)
As = view(A,1:5,1:5)
@test opnorm(A, 1) ≈ 10
elty <: Union{BigFloat,Complex{BigFloat},BigInt} || @test opnorm(A, 2) ≈ 10
@test opnorm(A, Inf) ≈ 10
@test opnorm(As, 1) ≈ 5
elty <: Union{BigFloat,Complex{BigFloat},BigInt} || @test opnorm(As, 2) ≈ 5
@test opnorm(As, Inf) ≈ 5
end
@testset "Absolute homogeneity, triangle inequality, & norm" begin
for i = 1:10
Ainit = elty <: Integer ? convert(Matrix{elty}, rand(1:10, mmat, nmat)) :
elty <: Complex ? convert(Matrix{elty}, complex.(randn(mmat, nmat), randn(mmat, nmat))) :
convert(Matrix{elty}, randn(mmat, nmat))
Binit = elty <: Integer ? convert(Matrix{elty}, rand(1:10, mmat, nmat)) :
elty <: Complex ? convert(Matrix{elty}, complex.(randn(mmat, nmat), randn(mmat, nmat))) :
convert(Matrix{elty}, randn(mmat, nmat))
α = elty <: Integer ? randn() :
elty <: Complex ? convert(elty, complex(randn(),randn())) :
convert(elty, randn())
for (A, B) in ((copy(Ainit), copy(Binit)), (view(Ainit,1:nmat,1:nmat), view(Binit,1:nmat,1:nmat)))
# Absolute homogeneity
@test norm(α*A,1) ≈ abs(α)*norm(A,1)
elty <: Union{BigFloat,Complex{BigFloat},BigInt} || @test norm(α*A) ≈ abs(α)*norm(A) # two is default
@test norm(α*A,Inf) ≈ abs(α)*norm(A,Inf)
# Triangle inequality
@test norm(A + B,1) <= norm(A,1) + norm(B,1)
elty <: Union{BigFloat,Complex{BigFloat},BigInt} || @test norm(A + B) <= norm(A) + norm(B) # two is default
@test norm(A + B,Inf) <= norm(A,Inf) + norm(B,Inf)
# norm
for p in (-Inf, Inf, (-2:3)...)
@test norm(A, p) == norm(vec(A), p)
end
end
end
@testset "issue #10234" begin
if elty <: AbstractFloat || elty <: Complex
z = zeros(elty, 100)
z[1] = -Inf
for p in [-2,-1.5,-1,-0.5,0.5,1,1.5,2,Inf]
@test norm(z, p) == (p < 0 ? 0 : Inf)
@test norm(elty[Inf],p) == Inf
end
end
end
end
end
@testset "issue #10234" begin
@test norm(Any[Inf],-2) == norm(Any[Inf],-1) == norm(Any[Inf],1) == norm(Any[Inf],1.5) == norm(Any[Inf],2) == norm(Any[Inf],Inf) == Inf
end
@testset "overflow/underflow in norms" begin
@test norm(Float64[1e-300, 1], -3)*1e300 ≈ 1
@test norm(Float64[1e300, 1], 3)*1e-300 ≈ 1
end
end
## Issue related tests
@testset "issue #1447" begin
A = [1.0+0.0im 0; 0 1]
B = pinv(A)
for i = 1:4
@test A[i] ≈ B[i]
end
end
@testset "issue #2246" begin
A = [1 2 0 0; 0 1 0 0; 0 0 0 0; 0 0 0 0]
Asq = sqrt(A)
@test Asq*Asq ≈ A
A2 = view(A, 1:2, 1:2)
A2sq = sqrt(A2)
@test A2sq*A2sq ≈ A2
N = 3
@test log(det(Matrix(1.0I, N, N))) ≈ logdet(Matrix(1.0I, N, N))
end
@testset "issue #2637" begin
a = [1, 2, 3]
b = [4, 5, 6]
@test kron(Matrix(I, 2, 2), Matrix(I, 2, 2)) == Matrix(I, 4, 4)
@test kron(a,b) == [4,5,6,8,10,12,12,15,18]
@test kron(a',b') == [4 5 6 8 10 12 12 15 18]
@test kron(a,b') == [4 5 6; 8 10 12; 12 15 18]
@test kron(a',b) == [4 8 12; 5 10 15; 6 12 18]
@test kron(a, Matrix(1I, 2, 2)) == [1 0; 0 1; 2 0; 0 2; 3 0; 0 3]
@test kron(Matrix(1I, 2, 2), a) == [ 1 0; 2 0; 3 0; 0 1; 0 2; 0 3]
@test kron(Matrix(1I, 2, 2), 2) == Matrix(2I, 2, 2)
@test kron(3, Matrix(1I, 3, 3)) == Matrix(3I, 3, 3)
@test kron(a,2) == [2, 4, 6]
@test kron(b',2) == [8 10 12]
end
@testset "issue #4796" begin
dim=2
S=zeros(Complex,dim,dim)
T=zeros(Complex,dim,dim)
fill!(T, 1)
z = 2.5 + 1.5im
S[1] = z
@test S*T == [z z; 0 0]
# similar issue for Array{Real}
@test Real[1 2] * Real[1.5; 2.0] == Real[5.5]
end
@testset "Matrix exponential" begin
@testset "Tests for $elty" for elty in (Float32, Float64, ComplexF32, ComplexF64)
A1 = convert(Matrix{elty}, [4 2 0; 1 4 1; 1 1 4])
eA1 = convert(Matrix{elty}, [147.866622446369 127.781085523181 127.781085523182;
183.765138646367 183.765138646366 163.679601723179;
71.797032399996 91.8825693231832 111.968106246371]')
@test exp(A1) ≈ eA1
A2 = convert(Matrix{elty},
[29.87942128909879 0.7815750847907159 -2.289519314033932;
0.7815750847907159 25.72656945571064 8.680737820540137;
-2.289519314033932 8.680737820540137 34.39400925519054])
eA2 = convert(Matrix{elty},
[ 5496313853692458.0 -18231880972009236.0 -30475770808580460.0;
-18231880972009252.0 60605228702221920.0 101291842930249760.0;
-30475770808580480.0 101291842930249728.0 169294411240851968.0])
@test exp(A2) ≈ eA2
A3 = convert(Matrix{elty}, [-131 19 18;-390 56 54;-387 57 52])
eA3 = convert(Matrix{elty}, [-1.50964415879218 -5.6325707998812 -4.934938326092;
0.367879439109187 1.47151775849686 1.10363831732856;
0.135335281175235 0.406005843524598 0.541341126763207]')
@test exp(A3) ≈ eA3
A4 = convert(Matrix{elty}, [0.25 0.25; 0 0])
eA4 = convert(Matrix{elty}, [1.2840254166877416 0.2840254166877415; 0 1])
@test exp(A4) ≈ eA4
A5 = convert(Matrix{elty}, [0 0.02; 0 0])
eA5 = convert(Matrix{elty}, [1 0.02; 0 1])
@test exp(A5) ≈ eA5
# Hessenberg
@test hessenberg(A1).H ≈ convert(Matrix{elty},
[4.000000000000000 -1.414213562373094 -1.414213562373095
-1.414213562373095 4.999999999999996 -0.000000000000000
0 -0.000000000000002 3.000000000000000])
end
@testset "Additional tests for $elty" for elty in (Float64, Complex{Float64})
A4 = convert(Matrix{elty}, [1/2 1/3 1/4 1/5+eps();
1/3 1/4 1/5 1/6;
1/4 1/5 1/6 1/7;
1/5 1/6 1/7 1/8])
@test exp(log(A4)) ≈ A4
A5 = convert(Matrix{elty}, [1 1 0 1; 0 1 1 0; 0 0 1 1; 1 0 0 1])
@test exp(log(A5)) ≈ A5
A6 = convert(Matrix{elty}, [-5 2 0 0 ; 1/2 -7 3 0; 0 1/3 -9 4; 0 0 1/4 -11])
@test exp(log(A6)) ≈ A6
A7 = convert(Matrix{elty}, [1 0 0 1e-8; 0 1 0 0; 0 0 1 0; 0 0 0 1])
@test exp(log(A7)) ≈ A7
end
@testset "Integer promotion tests" begin
for (elty1, elty2) in ((Int64, Float64), (Complex{Int64}, Complex{Float64}))
A4int = convert(Matrix{elty1}, [1 2; 3 4])
A4float = convert(Matrix{elty2}, A4int)
@test exp(A4int) == exp(A4float)
end
end
A8 = 100 * [-1+1im 0 0 1e-8; 0 1 0 0; 0 0 1 0; 0 0 0 1]
@test exp(log(A8)) ≈ A8
end
@testset "Matrix trigonometry" begin
@testset "Tests for $elty" for elty in (Float32, Float64, ComplexF32, ComplexF64)
A1 = convert(Matrix{elty}, [3 2 0; 1 3 1; 1 1 3])
A2 = convert(Matrix{elty},
[3.975884257819758 0.15631501695814318 -0.4579038628067864;
0.15631501695814318 4.545313891142127 1.7361475641080275;
-0.4579038628067864 1.7361475641080275 6.478801851038108])
A3 = convert(Matrix{elty}, [0.25 0.25; 0 0])
A4 = convert(Matrix{elty}, [0 0.02; 0 0])
cosA1 = convert(Matrix{elty},[-0.18287716254368605 -0.29517205254584633 0.761711400552759;
0.23326967400345625 0.19797853773269333 -0.14758602627292305;
0.23326967400345636 0.6141253742798355 -0.5637328628200653])
sinA1 = convert(Matrix{elty}, [0.2865568596627417 -1.107751980582015 -0.13772915374386513;
-0.6227405671629401 0.2176922827908092 -0.5538759902910078;
-0.6227405671629398 -0.6916051440348725 0.3554214365346742])
@test cos(A1) ≈ cosA1
@test sin(A1) ≈ sinA1
cosA2 = convert(Matrix{elty}, [-0.6331745163802187 0.12878366262380136 -0.17304181968301532;
0.12878366262380136 -0.5596234510748788 0.5210483146041339;
-0.17304181968301532 0.5210483146041339 0.002263776356015268])
sinA2 = convert(Matrix{elty},[-0.6677253518411841 -0.32599318928375437 0.020799609079003523;
-0.32599318928375437 -0.04568726058081066 0.5388748740270427;
0.020799609079003523 0.5388748740270427 0.6385462428126032])
@test cos(A2) ≈ cosA2
@test sin(A2) ≈ sinA2
cosA3 = convert(Matrix{elty}, [0.9689124217106446 -0.031087578289355197; 0.0 1.0])
sinA3 = convert(Matrix{elty}, [0.24740395925452285 0.24740395925452285; 0.0 0.0])
@test cos(A3) ≈ cosA3
@test sin(A3) ≈ sinA3
cosA4 = convert(Matrix{elty}, [1.0 0.0; 0.0 1.0])
sinA4 = convert(Matrix{elty}, [0.0 0.02; 0.0 0.0])
@test cos(A4) ≈ cosA4
@test sin(A4) ≈ sinA4
# Identities
for (i, A) in enumerate((A1, A2, A3, A4))
@test sincos(A) == (sin(A), cos(A))
@test cos(A)^2 + sin(A)^2 ≈ Matrix(I, size(A))
@test cos(A) ≈ cos(-A)
@test sin(A) ≈ -sin(-A)
@test tan(A) ≈ sin(A) / cos(A)
@test cos(A) ≈ real(exp(im*A))
@test sin(A) ≈ imag(exp(im*A))
@test cosh(A) ≈ 0.5 * (exp(A) + exp(-A))
@test sinh(A) ≈ 0.5 * (exp(A) - exp(-A))
@test cosh(A) ≈ cosh(-A)
@test sinh(A) ≈ -sinh(-A)
# Some of the following identities fail for A3, A4 because the matrices are singular
if i in (1, 2)
@test sec(A) ≈ inv(cos(A))
@test csc(A) ≈ inv(sin(A))
@test cot(A) ≈ inv(tan(A))
@test sech(A) ≈ inv(cosh(A))
@test csch(A) ≈ inv(sinh(A))
@test coth(A) ≈ inv(tanh(A))
end
# The following identities fail for A1, A2 due to rounding errors;
# probably needs better algorithm for the general case
if i in (3, 4)
@test cosh(A)^2 - sinh(A)^2 ≈ Matrix(I, size(A))
@test tanh(A) ≈ sinh(A) / cosh(A)
end
end
end
@testset "Additional tests for $elty" for elty in (ComplexF32, ComplexF64)
A5 = convert(Matrix{elty}, [1im 2; 0.02+0.5im 3])
@test sincos(A5) == (sin(A5), cos(A5))
@test cos(A5)^2 + sin(A5)^2 ≈ Matrix(I, size(A5))
@test cosh(A5)^2 - sinh(A5)^2 ≈ Matrix(I, size(A5))
@test cos(A5)^2 + sin(A5)^2 ≈ Matrix(I, size(A5))
@test tan(A5) ≈ sin(A5) / cos(A5)
@test tanh(A5) ≈ sinh(A5) / cosh(A5)
@test sec(A5) ≈ inv(cos(A5))
@test csc(A5) ≈ inv(sin(A5))
@test cot(A5) ≈ inv(tan(A5))
@test sech(A5) ≈ inv(cosh(A5))
@test csch(A5) ≈ inv(sinh(A5))
@test coth(A5) ≈ inv(tanh(A5))
@test cos(A5) ≈ 0.5 * (exp(im*A5) + exp(-im*A5))
@test sin(A5) ≈ -0.5im * (exp(im*A5) - exp(-im*A5))
@test cosh(A5) ≈ 0.5 * (exp(A5) + exp(-A5))
@test sinh(A5) ≈ 0.5 * (exp(A5) - exp(-A5))
end
@testset "Additional tests for $elty" for elty in (Int32, Int64, Complex{Int32}, Complex{Int64})
A1 = convert(Matrix{elty}, [1 2; 3 4])
A2 = convert(Matrix{elty}, [1 2; 2 1])
cosA1 = convert(Matrix{float(elty)}, [0.855423165077998 -0.11087638101074865;
-0.16631457151612294 0.689108593561875])
cosA2 = convert(Matrix{float(elty)}, [-0.22484509536615283 -0.7651474012342925;
-0.7651474012342925 -0.22484509536615283])
@test cos(A1) ≈ cosA1
@test cos(A2) ≈ cosA2
sinA1 = convert(Matrix{float(elty)}, [-0.46558148631373036 -0.14842445991317652;
-0.22263668986976476 -0.6882181761834951])
sinA2 = convert(Matrix{float(elty)}, [-0.3501754883740146 0.4912954964338818;
0.4912954964338818 -0.3501754883740146])
@test sin(A1) ≈ sinA1
@test sin(A2) ≈ sinA2
end
@testset "Inverse functions for $elty" for elty in (Float32, Float64)
A1 = convert(Matrix{elty}, [0.244637 -0.63578;
0.22002 0.189026])
A2 = convert(Matrix{elty}, [1.11656 -0.098672 0.158485;
-0.098672 0.100933 -0.107107;
0.158485 -0.107107 0.612404])
for A in (A1, A2)
@test cos(acos(cos(A))) ≈ cos(A)
@test sin(asin(sin(A))) ≈ sin(A)
@test tan(atan(tan(A))) ≈ tan(A)
@test cosh(acosh(cosh(A))) ≈ cosh(A)
@test sinh(asinh(sinh(A))) ≈ sinh(A)
@test tanh(atanh(tanh(A))) ≈ tanh(A)
@test sec(asec(sec(A))) ≈ sec(A)
@test csc(acsc(csc(A))) ≈ csc(A)
@test cot(acot(cot(A))) ≈ cot(A)
@test sech(asech(sech(A))) ≈ sech(A)
@test csch(acsch(csch(A))) ≈ csch(A)
@test coth(acoth(coth(A))) ≈ coth(A)
end
end
@testset "Inverse functions for $elty" for elty in (Complex{Float32}, Complex{Float64})
A1 = convert(Matrix{elty}, [ 0.143721-0.0im -0.138386-0.106905im;
-0.138386+0.106905im 0.306224-0.0im])
A2 = convert(Matrix{elty}, [1im 2; 0.02+0.5im 3])
A3 = convert(Matrix{elty}, [0.138721-0.266836im 0.0971722-0.13715im 0.205046-0.137136im;
-0.0154974-0.00358254im 0.152163-0.445452im 0.0314575-0.536521im;
-0.387488+0.0294059im -0.0448773+0.114305im 0.230684-0.275894im])
for A in (A1, A2, A3)
@test cos(acos(cos(A))) ≈ cos(A)
@test sin(asin(sin(A))) ≈ sin(A)
@test tan(atan(tan(A))) ≈ tan(A)
@test cosh(acosh(cosh(A))) ≈ cosh(A)
@test sinh(asinh(sinh(A))) ≈ sinh(A)
@test tanh(atanh(tanh(A))) ≈ tanh(A)
@test sec(asec(sec(A))) ≈ sec(A)
@test csc(acsc(csc(A))) ≈ csc(A)
@test cot(acot(cot(A))) ≈ cot(A)
@test sech(asech(sech(A))) ≈ sech(A)
@test csch(acsch(csch(A))) ≈ csch(A)
@test coth(acoth(coth(A))) ≈ coth(A)
# Definition of principal values (Aprahamian & Higham, 2016, pp. 4-5)
abstol = sqrt(eps(real(elty))) * norm(acosh(A))
@test all(z -> (0 < real(z) < π ||
abs(real(z)) < abstol && imag(z) >= 0 ||
abs(real(z) - π) < abstol && imag(z) <= 0),
eigen(acos(A)).values)
@test all(z -> (-π/2 < real(z) < π/2 ||
abs(real(z) + π/2) < abstol && imag(z) >= 0 ||
abs(real(z) - π/2) < abstol && imag(z) <= 0),
eigen(asin(A)).values)
@test all(z -> (-π < imag(z) < π && real(z) > 0 ||
0 <= imag(z) < π && abs(real(z)) < abstol ||
abs(imag(z) - π) < abstol && real(z) >= 0),
eigen(acosh(A)).values)
@test all(z -> (-π/2 < imag(z) < π/2 ||
abs(imag(z) + π/2) < abstol && real(z) <= 0 ||
abs(imag(z) - π/2) < abstol && real(z) <= 0),
eigen(asinh(A)).values)
end
end
end
@testset "issue 5116" begin
A9 = [0 10 0 0; -1 0 0 0; 0 0 0 0; -2 0 0 0]
eA9 = [-0.999786072879326 -0.065407069689389 0.0 0.0
0.006540706968939 -0.999786072879326 0.0 0.0
0.0 0.0 1.0 0.0
0.013081413937878 -3.999572145758650 0.0 1.0]
@test exp(A9) ≈ eA9
A10 = [ 0. 0. 0. 0. ; 0. 0. -im 0.; 0. im 0. 0.; 0. 0. 0. 0.]
eA10 = [ 1.0+0.0im 0.0+0.0im 0.0+0.0im 0.0+0.0im
0.0+0.0im 1.543080634815244+0.0im 0.0-1.175201193643801im 0.0+0.0im
0.0+0.0im 0.0+1.175201193643801im 1.543080634815243+0.0im 0.0+0.0im
0.0+0.0im 0.0+0.0im 0.0+0.0im 1.0+0.0im]
@test exp(A10) ≈ eA10
end
@testset "Additional matrix logarithm tests" for elty in (Float64, Complex{Float64})
A11 = convert(Matrix{elty}, [3 2; -5 -3])
@test exp(log(A11)) ≈ A11
A12 = convert(Matrix{elty}, [1 -1; 1 -1])
@test typeof(log(A12)) == Array{Complex{Float64}, 2}
A13 = convert(Matrix{elty}, [2 0; 0 2])
@test typeof(log(A13)) == Array{elty, 2}
T = elty == Float64 ? Symmetric : Hermitian
@test typeof(log(T(A13))) == T{elty, Array{elty, 2}}
A1 = convert(Matrix{elty}, [4 2 0; 1 4 1; 1 1 4])
logA1 = convert(Matrix{elty}, [1.329661349 0.5302876358 -0.06818951543;
0.2310490602 1.295566591 0.2651438179;
0.2310490602 0.1969543025 1.363756107])
@test log(A1) ≈ logA1
@test exp(log(A1)) ≈ A1
A4 = convert(Matrix{elty}, [1/2 1/3 1/4 1/5+eps();
1/3 1/4 1/5 1/6;
1/4 1/5 1/6 1/7;
1/5 1/6 1/7 1/8])
logA4 = convert(Matrix{elty}, [-1.73297159 1.857349738 0.4462766564 0.2414170219;
1.857349738 -5.335033737 2.994142974 0.5865285289;
0.4462766564 2.994142974 -7.351095988 3.318413247;
0.2414170219 0.5865285289 3.318413247 -5.444632124])
@test log(A4) ≈ logA4
@test exp(log(A4)) ≈ A4
end
@testset "issue #7181" begin
A = [ 1 5 9
2 6 10
3 7 11
4 8 12 ]
@test diag(A,-5) == []
@test diag(A,-4) == []
@test diag(A,-3) == [4]
@test diag(A,-2) == [3,8]
@test diag(A,-1) == [2,7,12]
@test diag(A, 0) == [1,6,11]
@test diag(A, 1) == [5,10]
@test diag(A, 2) == [9]
@test diag(A, 3) == []
@test diag(A, 4) == []
@test diag(zeros(0,0)) == []
@test diag(zeros(0,0),1) == []
@test diag(zeros(0,0),-1) == []
@test diag(zeros(1,0)) == []
@test diag(zeros(1,0),-1) == []
@test diag(zeros(1,0),1) == []
@test diag(zeros(1,0),-2) == []
@test diag(zeros(0,1)) == []
@test diag(zeros(0,1),1) == []
@test diag(zeros(0,1),-1) == []
@test diag(zeros(0,1),2) == []
end
@testset "Matrix to real power" for elty in (Float64, Complex{Float64})
# Tests proposed at Higham, Deadman: Testing Matrix Function Algorithms Using Identities, March 2014
#Aa : only positive real eigenvalues
Aa = convert(Matrix{elty}, [5 4 2 1; 0 1 -1 -1; -1 -1 3 0; 1 1 -1 2])
#Ab : both positive and negative real eigenvalues
Ab = convert(Matrix{elty}, [1 2 3; 4 7 1; 2 1 4])
#Ac : complex eigenvalues
Ac = convert(Matrix{elty}, [5 4 2 1;0 1 -1 -1;-1 -1 3 6;1 1 -1 5])
#Ad : defective Matrix
Ad = convert(Matrix{elty}, [3 1; 0 3])
#Ah : Hermitian Matrix
Ah = convert(Matrix{elty}, [3 1; 1 3])
if elty <: LinearAlgebra.BlasComplex
Ah += [0 im; -im 0]
end
#ADi : Diagonal Matrix
ADi = convert(Matrix{elty}, [3 0; 0 3])
if elty <: LinearAlgebra.BlasComplex
ADi += [im 0; 0 im]
end
for A in (Aa, Ab, Ac, Ad, Ah, ADi)
@test A^(1/2) ≈ sqrt(A)
@test A^(-1/2) ≈ inv(sqrt(A))
@test A^(3/4) ≈ sqrt(A) * sqrt(sqrt(A))
@test A^(-3/4) ≈ inv(A) * sqrt(sqrt(A))
@test A^(17/8) ≈ A^2 * sqrt(sqrt(sqrt(A)))
@test A^(-17/8) ≈ inv(A^2 * sqrt(sqrt(sqrt(A))))
@test (A^0.2)^5 ≈ A
@test (A^(2/3))*(A^(1/3)) ≈ A
@test (A^im)^(-im) ≈ A
end
end
@testset "diagonal integer matrix to real power" begin
A = Matrix(Diagonal([1, 2, 3]))
@test A^2.3 ≈ float(A)^2.3
end
@testset "issue #23366 (Int Matrix to Int power)" begin
@testset "Tests for $elty" for elty in (Int128, Int16, Int32, Int64, Int8,
UInt128, UInt16, UInt32, UInt64, UInt8,
BigInt)
#@info "Testing $elty"
@test elty[1 1;1 0]^-1 == [0 1; 1 -1]
@test elty[1 1;1 0]^-2 == [1 -1; -1 2]
@test (@inferred elty[1 1;1 0]^2) == elty[2 1;1 1]
I_ = elty[1 0;0 1]
@test I_^-1 == I_
if !(elty<:Unsigned)
@test (@inferred (-I_)^-1) == -I_
@test (@inferred (-I_)^-2) == I_
end
# make sure that type promotion for ^(::Matrix{<:Integer}, ::Integer)
# is analogous to type promotion for ^(::Integer, ::Integer)
# e.g. [1 1;1 0]^big(10000) should return Matrix{BigInt}, the same
# way as 2^big(10000) returns BigInt
for elty2 = (Int64, BigInt)
TT = Base.promote_op(^, elty, elty2)
@test (@inferred elty[1 1;1 0]^elty2(1))::Matrix{TT} == [1 1;1 0]
end
end
end
@testset "Least squares solutions" begin
a = [fill(1, 20) 1:20 1:20]
b = reshape(Matrix(1.0I, 8, 5), 20, 2)
@testset "Tests for type $elty" for elty in (Float32, Float64, ComplexF32, ComplexF64)
a = convert(Matrix{elty}, a)
b = convert(Matrix{elty}, b)
# Vector rhs
x = a[:,1:2]\b[:,1]
@test ((a[:,1:2]*x-b[:,1])'*(a[:,1:2]*x-b[:,1]))[1] ≈ convert(elty, 2.546616541353384)
# Matrix rhs
x = a[:,1:2]\b
@test det((a[:,1:2]*x-b)'*(a[:,1:2]*x-b)) ≈ convert(elty, 4.437969924812031)
# Rank deficient
x = a\b
@test det((a*x-b)'*(a*x-b)) ≈ convert(elty, 4.437969924812031)
# Underdetermined minimum norm
x = convert(Matrix{elty}, [1 0 0; 0 1 -1]) \ convert(Vector{elty}, [1,1])
@test x ≈ convert(Vector{elty}, [1, 0.5, -0.5])
# symmetric, positive definite
@test inv(convert(Matrix{elty}, [6. 2; 2 1])) ≈ convert(Matrix{elty}, [0.5 -1; -1 3])
# symmetric, indefinite
@test inv(convert(Matrix{elty}, [1. 2; 2 1])) ≈ convert(Matrix{elty}, [-1. 2; 2 -1]/3)
end
end
function test_rdiv_pinv_consistency(a, b)
@test (a*b)/b ≈ a*(b/b) ≈ (a*b)*pinv(b) ≈ a*(b*pinv(b))
@test typeof((a*b)/b) == typeof(a*(b/b)) == typeof((a*b)*pinv(b)) == typeof(a*(b*pinv(b)))
end
function test_ldiv_pinv_consistency(a, b)
@test a\(a*b) ≈ (a\a)*b ≈ (pinv(a)*a)*b ≈ pinv(a)*(a*b)
@test typeof(a\(a*b)) == typeof((a\a)*b) == typeof((pinv(a)*a)*b) == typeof(pinv(a)*(a*b))
end
function test_div_pinv_consistency(a, b)
test_rdiv_pinv_consistency(a, b)
test_ldiv_pinv_consistency(a, b)
end
@testset "/ and \\ consistency with pinv for vectors" begin
@testset "Tests for type $elty" for elty in (Float32, Float64, ComplexF32, ComplexF64)
c = rand(elty, 5)
r = (elty <: Complex ? adjoint : transpose)(rand(elty, 5))
cm = rand(elty, 5, 1)
rm = rand(elty, 1, 5)
@testset "dot products" begin
test_div_pinv_consistency(r, c)
test_div_pinv_consistency(rm, c)
test_div_pinv_consistency(r, cm)
test_div_pinv_consistency(rm, cm)
end
@testset "outer products" begin
test_div_pinv_consistency(c, r)
test_div_pinv_consistency(cm, rm)
end
@testset "matrix/vector" begin
m = rand(5, 5)
test_ldiv_pinv_consistency(m, c)
test_rdiv_pinv_consistency(r, m)
end
end
end
@testset "test ops on Numbers for $elty" for elty in [Float32,Float64,ComplexF32,ComplexF64]
a = rand(elty)
@test isposdef(one(elty))
@test lyap(one(elty),a) == -a/2
end
@testset "strides" begin
a = rand(10)
b = view(a,2:2:10)
A = rand(10,10)
B = view(A, 2:2:10, 2:2:10)
@test LinearAlgebra.stride1(a) == 1
@test LinearAlgebra.stride1(b) == 2
@test strides(a) == (1,)
@test strides(b) == (2,)
@test strides(A) == (1,10)
@test strides(B) == (2,20)
for M in (a, b, A, B)
@inferred strides(M)
strides_M = strides(M)
for (i, _stride) in enumerate(collect(strides_M))
@test _stride == stride(M, i)
end
end
end
@testset "inverse of Adjoint" begin
A = randn(n, n)
@test inv(A')*A' ≈ I
@test inv(transpose(A))*transpose(A) ≈ I
B = complex.(A, randn(n, n))
B = B + transpose(B)
# The following two cases fail because ldiv!(F::Adjoint/Transpose{BunchKaufman},b)
# isn't implemented yet
@test_broken inv(B')*B' ≈ I
@test_broken inv(transpose(B))*transpose(B) ≈ I
end
end # module TestDense
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