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# This file is a part of Julia. License is MIT: https://julialang.org/license
module TestTridiagonal
using Test, LinearAlgebra, SparseArrays, Random
include("testutils.jl") # test_approx_eq_modphase
#Test equivalence of eigenvectors/singular vectors taking into account possible phase (sign) differences
function test_approx_eq_vecs(a::StridedVecOrMat{S}, b::StridedVecOrMat{T}, error=nothing) where {S<:Real,T<:Real}
n = size(a, 1)
@test n==size(b,1) && size(a,2)==size(b,2)
error===nothing && (error=n^3*(eps(S)+eps(T)))
for i=1:n
ev1, ev2 = a[:,i], b[:,i]
deviation = min(abs(norm(ev1-ev2)),abs(norm(ev1+ev2)))
if !isnan(deviation)
@test deviation ≈ 0.0 atol=error
end
end
end
@testset for elty in (Float32, Float64, ComplexF32, ComplexF64, Int)
n = 12 #Size of matrix problem to test
Random.seed!(123)
if elty == Int
Random.seed!(61516384)
d = rand(1:100, n)
dl = -rand(0:10, n-1)
du = -rand(0:10, n-1)
v = rand(1:100, n)
B = rand(1:100, n, 2)
a = rand(1:100, n-1)
b = rand(1:100, n)
c = rand(1:100, n-1)
else
d = convert(Vector{elty}, 1 .+ randn(n))
dl = convert(Vector{elty}, randn(n - 1))
du = convert(Vector{elty}, randn(n - 1))
v = convert(Vector{elty}, randn(n))
B = convert(Matrix{elty}, randn(n, 2))
a = convert(Vector{elty}, randn(n - 1))
b = convert(Vector{elty}, randn(n))
c = convert(Vector{elty}, randn(n - 1))
if elty <: Complex
a += im*convert(Vector{elty}, randn(n - 1))
b += im*convert(Vector{elty}, randn(n))
c += im*convert(Vector{elty}, randn(n - 1))
end
end
@test_throws DimensionMismatch SymTridiagonal(dl, fill(elty(1), n+1))
@test_throws ArgumentError SymTridiagonal(rand(n, n))
@test_throws ArgumentError Tridiagonal(dl, dl, dl)
@test_throws ArgumentError convert(SymTridiagonal{elty}, Tridiagonal(dl, d, du))
if elty != Int
@testset "issue #1490" begin
@test det(fill(elty(1),3,3)) ≈ zero(elty) atol=3*eps(real(one(elty)))
@test det(SymTridiagonal(elty[],elty[])) == one(elty)
end
end
@testset "constructor" begin
for (x, y) in ((d, dl), (GenericArray(d), GenericArray(dl)))
ST = (SymTridiagonal(x, y))::SymTridiagonal{elty, typeof(x)}
@test ST == Matrix(ST)
@test ST.dv === x
@test ST.ev === y
TT = (Tridiagonal(y, x, y))::Tridiagonal{elty, typeof(x)}
@test TT == Matrix(TT)
@test TT.dl === y
@test TT.d === x
@test TT.du === y
end
ST = SymTridiagonal{elty}([1,2,3,4], [1,2,3])
@test eltype(ST) == elty
TT = Tridiagonal{elty}([1,2,3], [1,2,3,4], [1,2,3])
@test eltype(TT) == elty
ST = SymTridiagonal{elty,Vector{elty}}(d, GenericArray(dl))
@test isa(ST, SymTridiagonal{elty,Vector{elty}})
TT = Tridiagonal{elty,Vector{elty}}(GenericArray(dl), d, GenericArray(dl))
@test isa(TT, Tridiagonal{elty,Vector{elty}})
@test_throws MethodError SymTridiagonal(d, GenericArray(dl))
@test_throws MethodError SymTridiagonal(GenericArray(d), dl)
@test_throws MethodError Tridiagonal(GenericArray(dl), d, GenericArray(dl))
@test_throws MethodError Tridiagonal(dl, GenericArray(d), dl)
@test_throws MethodError SymTridiagonal{elty}(d, GenericArray(dl))
@test_throws MethodError Tridiagonal{elty}(GenericArray(dl), d,GenericArray(dl))
STI = SymTridiagonal([1,2,3,4], [1,2,3])
TTI = Tridiagonal([1,2,3], [1,2,3,4], [1,2,3])
TTI2 = Tridiagonal([1,2,3], [1,2,3,4], [1,2,3], [1,2])
@test SymTridiagonal(STI) === STI
@test Tridiagonal(TTI) === TTI
@test Tridiagonal(TTI2) === TTI2
@test isa(SymTridiagonal{elty}(STI), SymTridiagonal{elty})
@test isa(Tridiagonal{elty}(TTI), Tridiagonal{elty})
TTI2y = Tridiagonal{elty}(TTI2)
@test isa(TTI2y, Tridiagonal{elty})
@test TTI2y.du2 == convert(Vector{elty}, [1,2])
end
@testset "interconversion of Tridiagonal and SymTridiagonal" begin
@test Tridiagonal(dl, d, dl) == SymTridiagonal(d, dl)
@test SymTridiagonal(d, dl) == Tridiagonal(dl, d, dl)
@test Tridiagonal(dl, d, du) + Tridiagonal(du, d, dl) == SymTridiagonal(2d, dl+du)
@test SymTridiagonal(d, dl) + Tridiagonal(dl, d, du) == Tridiagonal(dl + dl, d+d, dl+du)
@test convert(SymTridiagonal,Tridiagonal(SymTridiagonal(d, dl))) == SymTridiagonal(d, dl)
@test Array(convert(SymTridiagonal{ComplexF32},Tridiagonal(SymTridiagonal(d, dl)))) == convert(Matrix{ComplexF32}, SymTridiagonal(d, dl))
end
@testset "tril/triu" begin
zerosd = fill!(similar(d), 0)
zerosdl = fill!(similar(dl), 0)
zerosdu = fill!(similar(du), 0)
@test_throws ArgumentError tril!(SymTridiagonal(d, dl), -n - 2)
@test_throws ArgumentError tril!(SymTridiagonal(d, dl), n)
@test_throws ArgumentError tril!(Tridiagonal(dl, d, du), -n - 2)
@test_throws ArgumentError tril!(Tridiagonal(dl, d, du), n)
@test tril(SymTridiagonal(d,dl)) == Tridiagonal(dl,d,zerosdl)
@test tril(SymTridiagonal(d,dl),1) == Tridiagonal(dl,d,dl)
@test tril(SymTridiagonal(d,dl),-1) == Tridiagonal(dl,zerosd,zerosdl)
@test tril(SymTridiagonal(d,dl),-2) == Tridiagonal(zerosdl,zerosd,zerosdl)
@test tril(Tridiagonal(dl,d,du)) == Tridiagonal(dl,d,zerosdu)
@test tril(Tridiagonal(dl,d,du),1) == Tridiagonal(dl,d,du)
@test tril(Tridiagonal(dl,d,du),-1) == Tridiagonal(dl,zerosd,zerosdu)
@test tril(Tridiagonal(dl,d,du),-2) == Tridiagonal(zerosdl,zerosd,zerosdu)
@test_throws ArgumentError triu!(SymTridiagonal(d, dl), -n)
@test_throws ArgumentError triu!(SymTridiagonal(d, dl), n + 2)
@test_throws ArgumentError triu!(Tridiagonal(dl, d, du), -n)
@test_throws ArgumentError triu!(Tridiagonal(dl, d, du), n + 2)
@test triu(SymTridiagonal(d,dl)) == Tridiagonal(zerosdl,d,dl)
@test triu(SymTridiagonal(d,dl),-1) == Tridiagonal(dl,d,dl)
@test triu(SymTridiagonal(d,dl),1) == Tridiagonal(zerosdl,zerosd,dl)
@test triu(SymTridiagonal(d,dl),2) == Tridiagonal(zerosdl,zerosd,zerosdl)
@test triu(Tridiagonal(dl,d,du)) == Tridiagonal(zerosdl,d,du)
@test triu(Tridiagonal(dl,d,du),-1) == Tridiagonal(dl,d,du)
@test triu(Tridiagonal(dl,d,du),1) == Tridiagonal(zerosdl,zerosd,du)
@test triu(Tridiagonal(dl,d,du),2) == Tridiagonal(zerosdl,zerosd,zerosdu)
@test !istril(SymTridiagonal(d,dl))
@test !istriu(SymTridiagonal(d,dl))
@test istriu(Tridiagonal(zerosdl,d,du))
@test istril(Tridiagonal(dl,d,zerosdu))
end
@testset for mat_type in (Tridiagonal, SymTridiagonal)
A = mat_type == Tridiagonal ? mat_type(dl, d, du) : mat_type(d, dl)
fA = map(elty <: Complex ? ComplexF64 : Float64, Array(A))
@testset "similar, size, and copyto!" begin
B = similar(A)
@test size(B) == size(A)
if mat_type == Tridiagonal # doesn't work for SymTridiagonal yet
copyto!(B, A)
@test B == A
end
@test isa(similar(A), mat_type{elty})
@test isa(similar(A, Int), mat_type{Int})
@test isa(similar(A, (3, 2)), SparseMatrixCSC)
@test isa(similar(A, Int, (3, 2)), SparseMatrixCSC{Int})
@test size(A, 3) == 1
@test size(A, 1) == n
@test size(A) == (n, n)
@test_throws ArgumentError size(A, 0)
end
@testset "getindex" begin
@test_throws BoundsError A[n + 1, 1]
@test_throws BoundsError A[1, n + 1]
@test A[1, n] == convert(elty, 0.0)
@test A[1, 1] == d[1]
end
@testset "setindex!" begin
@test_throws BoundsError A[n + 1, 1] = 0 # test bounds check
@test_throws BoundsError A[1, n + 1] = 0 # test bounds check
@test_throws ArgumentError A[1, 3] = 1 # test assignment off the main/sub/super diagonal
if mat_type == Tridiagonal
@test (A[3, 3] = A[3, 3]; A == fA) # test assignment on the main diagonal
@test (A[3, 2] = A[3, 2]; A == fA) # test assignment on the subdiagonal
@test (A[2, 3] = A[2, 3]; A == fA) # test assignment on the superdiagonal
@test ((A[1, 3] = 0) == 0; A == fA) # test zero assignment off the main/sub/super diagonal
else # mat_type is SymTridiagonal
@test ((A[3, 3] = A[3, 3]) == A[3, 3]; A == fA) # test assignment on the main diagonal
@test_throws ArgumentError A[3, 2] = 1 # test assignment on the subdiagonal
@test_throws ArgumentError A[2, 3] = 1 # test assignment on the superdiagonal
end
end
@testset "diag" begin
@test (@inferred diag(A))::typeof(d) == d
@test (@inferred diag(A, 0))::typeof(d) == d
@test (@inferred diag(A, 1))::typeof(d) == (mat_type == Tridiagonal ? du : dl)
@test (@inferred diag(A, -1))::typeof(d) == dl
@test (@inferred diag(A, n-1))::typeof(d) == zeros(elty, 1)
@test_throws ArgumentError diag(A, -n - 1)
@test_throws ArgumentError diag(A, n + 1)
GA = mat_type == Tridiagonal ? mat_type(GenericArray.((dl, d, du))...) : mat_type(GenericArray.((d, dl))...)
@test (@inferred diag(GA))::typeof(GenericArray(d)) == GenericArray(d)
@test (@inferred diag(GA, -1))::typeof(GenericArray(d)) == GenericArray(dl)
end
@testset "Idempotent tests" begin
for func in (conj, transpose, adjoint)
@test func(func(A)) == A
end
end
if elty != Int
@testset "Simple unary functions" begin
for func in (det, inv)
@test func(A) ≈ func(fA) atol=n^2*sqrt(eps(real(one(elty))))
end
end
end
ds = mat_type == Tridiagonal ? (dl, d, du) : (d, dl)
for f in (real, imag)
@test f(A)::mat_type == mat_type(map(f, ds)...)
end
if elty <: Real
for f in (round, trunc, floor, ceil)
fds = [f.(d) for d in ds]
@test f.(A)::mat_type == mat_type(fds...)
@test f.(Int, A)::mat_type == f.(Int, fA)
end
end
fds = [abs.(d) for d in ds]
@test abs.(A)::mat_type == mat_type(fds...)
@testset "Multiplication with strided matrix/vector" begin
@test (x = fill(1.,n); A*x ≈ Array(A)*x)
@test (X = fill(1.,n,2); A*X ≈ Array(A)*X)
end
@testset "Binary operations" begin
B = mat_type == Tridiagonal ? mat_type(a, b, c) : mat_type(b, a)
fB = map(elty <: Complex ? ComplexF64 : Float64, Array(B))
for op in (+, -, *)
@test Array(op(A, B)) ≈ op(fA, fB)
end
α = rand(elty)
@test Array(α*A) ≈ α*Array(A)
@test Array(A*α) ≈ Array(A)*α
@test Array(A/α) ≈ Array(A)/α
@testset "Matmul with Triangular types" begin
@test A*LinearAlgebra.UnitUpperTriangular(Matrix(1.0I, n, n)) ≈ fA
@test A*LinearAlgebra.UnitLowerTriangular(Matrix(1.0I, n, n)) ≈ fA
@test A*UpperTriangular(Matrix(1.0I, n, n)) ≈ fA
@test A*LowerTriangular(Matrix(1.0I, n, n)) ≈ fA
end
@testset "mul! errors" begin
Cnn, Cnm, Cmn = Matrix{elty}.(undef, ((n,n), (n,n+1), (n+1,n)))
@test_throws DimensionMismatch LinearAlgebra.mul!(Cnn,A,Cnm)
@test_throws DimensionMismatch LinearAlgebra.mul!(Cnn,A,Cmn)
@test_throws DimensionMismatch LinearAlgebra.mul!(Cnn,B,Cmn)
@test_throws DimensionMismatch LinearAlgebra.mul!(Cmn,B,Cnn)
@test_throws DimensionMismatch LinearAlgebra.mul!(Cnm,B,Cnn)
end
end
if mat_type == SymTridiagonal
@testset "Tridiagonal/SymTridiagonal mixing ops" begin
B = convert(Tridiagonal{elty}, A)
@test B == A
@test B + A == A + B
@test B - A == A - B
end
if elty <: LinearAlgebra.BlasReal
@testset "Eigensystems" begin
zero, infinity = convert(elty, 0), convert(elty, Inf)
@testset "stebz! and stein!" begin
w, iblock, isplit = LAPACK.stebz!('V', 'B', -infinity, infinity, 0, 0, zero, b, a)
evecs = LAPACK.stein!(b, a, w)
(e, v) = eigen(SymTridiagonal(b, a))
@test e ≈ w
test_approx_eq_vecs(v, evecs)
end
@testset "stein! call using iblock and isplit" begin
w, iblock, isplit = LAPACK.stebz!('V', 'B', -infinity, infinity, 0, 0, zero, b, a)
evecs = LAPACK.stein!(b, a, w, iblock, isplit)
test_approx_eq_vecs(v, evecs)
end
@testset "stegr! call with index range" begin
F = eigen(SymTridiagonal(b, a),1:2)
fF = eigen(Symmetric(Array(SymTridiagonal(b, a))),1:2)
test_approx_eq_modphase(F.vectors, fF.vectors)
@test F.values ≈ fF.values
end
@testset "stegr! call with value range" begin
F = eigen(SymTridiagonal(b, a),0.0,1.0)
fF = eigen(Symmetric(Array(SymTridiagonal(b, a))),0.0,1.0)
test_approx_eq_modphase(F.vectors, fF.vectors)
@test F.values ≈ fF.values
end
@testset "eigenvalues/eigenvectors of symmetric tridiagonal" begin
if elty === Float32 || elty === Float64
DT, VT = @inferred eigen(A)
@inferred eigen(A, 2:4)
@inferred eigen(A, 1.0, 2.0)
D, Vecs = eigen(fA)
@test DT ≈ D
@test abs.(VT'Vecs) ≈ Matrix(elty(1)I, n, n)
test_approx_eq_modphase(eigvecs(A), eigvecs(fA))
#call to LAPACK.stein here
test_approx_eq_modphase(eigvecs(A,eigvals(A)),eigvecs(A))
elseif elty != Int
# check that undef is determined accurately even if type inference
# bails out due to the number of try/catch blocks in this code.
@test_throws UndefVarError fA
end
end
end
end
if elty <: Real
Ts = SymTridiagonal(d, dl)
Fs = Array(Ts)
Tldlt = factorize(Ts)
@testset "symmetric tridiagonal" begin
@test_throws DimensionMismatch Tldlt\rand(elty,n+1)
@test size(Tldlt) == size(Ts)
if elty <: AbstractFloat
@test LinearAlgebra.LDLt{elty,SymTridiagonal{elty,Vector{elty}}}(Tldlt) === Tldlt
@test LinearAlgebra.LDLt{elty}(Tldlt) === Tldlt
@test typeof(convert(LinearAlgebra.LDLt{Float32,Matrix{Float32}},Tldlt)) ==
LinearAlgebra.LDLt{Float32,Matrix{Float32}}
@test typeof(convert(LinearAlgebra.LDLt{Float32},Tldlt)) ==
LinearAlgebra.LDLt{Float32,SymTridiagonal{Float32,Vector{Float32}}}
end
for vv in (copy(v), view(v, 1:n))
invFsv = Fs\vv
x = Ts\vv
@test x ≈ invFsv
@test Array(Tldlt) ≈ Fs
end
@testset "similar" begin
@test isa(similar(Ts), SymTridiagonal{elty})
@test isa(similar(Ts, Int), SymTridiagonal{Int})
@test isa(similar(Ts, (3, 2)), SparseMatrixCSC)
@test isa(similar(Ts, Int, (3, 2)), SparseMatrixCSC{Int})
end
@test first(logabsdet(Tldlt)) ≈ first(logabsdet(Fs))
@test last(logabsdet(Tldlt)) ≈ last(logabsdet(Fs))
# just test that the det method exists. The numerical value of the
# determinant is unreliable
det(Tldlt)
end
end
else # mat_type is Tridiagonal
@testset "tridiagonal linear algebra" begin
for (BB, vv) in ((copy(B), copy(v)), (view(B, 1:n, 1), view(v, 1:n)))
@test A*vv ≈ fA*vv
invFv = fA\vv
@test A\vv ≈ invFv
# @test Base.solve(T,v) ≈ invFv
# @test Base.solve(T, B) ≈ F\B
Tlu = factorize(A)
x = Tlu\vv
@test x ≈ invFv
end
end
end
end
end
@testset "Issue 12068" begin
@test SymTridiagonal([1, 2], [0])^3 == [1 0; 0 8]
end
@testset "convert for SymTridiagonal" begin
STF32 = SymTridiagonal{Float32}(fill(1f0, 5), fill(1f0, 4))
@test convert(SymTridiagonal{Float64}, STF32)::SymTridiagonal{Float64} == STF32
@test convert(AbstractMatrix{Float64}, STF32)::SymTridiagonal{Float64} == STF32
end
@testset "constructors from matrix" begin
@test SymTridiagonal([1 2 3; 2 5 6; 0 6 9]) == [1 2 0; 2 5 6; 0 6 9]
@test Tridiagonal([1 2 3; 4 5 6; 7 8 9]) == [1 2 0; 4 5 6; 0 8 9]
end
@testset "constructors with range and other abstract vectors" begin
@test SymTridiagonal(1:3, 1:2) == [1 1 0; 1 2 2; 0 2 3]
@test Tridiagonal(4:5, 1:3, 1:2) == [1 1 0; 4 2 2; 0 5 3]
end
@testset "Issue #26994 (and the empty case)" begin
T = SymTridiagonal([1.0],[3.0])
x = ones(1)
@test T*x == ones(1)
@test SymTridiagonal(ones(0), ones(0)) * ones(0, 2) == ones(0, 2)
end
@testset "issue #29644" begin
F = lu(Tridiagonal(sparse(1.0I, 3, 3)))
@test F.L == Matrix(I, 3, 3)
@test startswith(sprint(show, MIME("text/plain"), F),
"LinearAlgebra.LU{Float64,LinearAlgebra.Tridiagonal{Float64,SparseArrays.SparseVector")
end
@testset "Issue 29630" begin
function central_difference_discretization(N; dfunc = x -> 12x^2 - 2N^2,
dufunc = x -> N^2 + 4N*x,
dlfunc = x -> N^2 - 4N*x,
bfunc = x -> 114ℯ^-x * (1 + 3x),
b0 = 0, bf = 57/ℯ,
x0 = 0, xf = 1)
h = 1/N
d, du, dl, b = map(dfunc, (x0+h):h:(xf-h)), map(dufunc, (x0+h):h:(xf-2h)),
map(dlfunc, (x0+2h):h:(xf-h)), map(bfunc, (x0+h):h:(xf-h))
b[1] -= dlfunc(x0)*b0 # subtract the boundary term
b[end] -= dufunc(xf)*bf # subtract the boundary term
Tridiagonal(dl, d, du), b
end
A90, b90 = central_difference_discretization(90)
@test A90\b90 ≈ inv(A90)*b90
end
end # module TestTridiagonal
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