File: tridiag.jl

package info (click to toggle)
julia 1.0.3%2Bdfsg-4
  • links: PTS, VCS
  • area: main
  • in suites: buster
  • size: 49,452 kB
  • sloc: lisp: 236,453; ansic: 55,579; cpp: 25,603; makefile: 1,685; pascal: 1,130; sh: 956; asm: 86; xml: 76
file content (414 lines) | stat: -rw-r--r-- 19,933 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
# 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