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
|
# This file is a part of Julia. License is MIT: https://julialang.org/license
using SuiteSparse: increment!
using Serialization
using LinearAlgebra: Adjoint, Transpose, SingularException
@testset "UMFPACK wrappers" begin
se33 = sparse(1.0I, 3, 3)
do33 = fill(1., 3)
@test isequal(se33 \ do33, do33)
# based on deps/Suitesparse-4.0.2/UMFPACK/Demo/umfpack_di_demo.c
A0 = sparse(increment!([0,4,1,1,2,2,0,1,2,3,4,4]),
increment!([0,4,0,2,1,2,1,4,3,2,1,2]),
[2.,1.,3.,4.,-1.,-3.,3.,6.,2.,1.,4.,2.], 5, 5)
@testset "Core functionality for $Tv elements" for Tv in (Float64, ComplexF64)
# We might be able to support two index sizes one day
for Ti in Base.uniontypes(SuiteSparse.UMFPACK.UMFITypes)
A = convert(SparseMatrixCSC{Tv,Ti}, A0)
lua = lu(A)
@test nnz(lua) == 18
@test_throws ErrorException lua.Z
L,U,p,q,Rs = lua.:(:)
@test (Diagonal(Rs) * A)[p,q] ≈ L * U
det(lua) ≈ det(Array(A))
b = [8., 45., -3., 3., 19.]
x = lua\b
@test x ≈ float([1:5;])
@test A*x ≈ b
z = complex.(b)
x = LinearAlgebra.ldiv!(lua, z)
@test x ≈ float([1:5;])
@test z === x
y = similar(z)
LinearAlgebra.ldiv!(y, lua, complex.(b))
@test y ≈ x
@test A*x ≈ b
b = [8., 20., 13., 6., 17.]
x = lua'\b
@test x ≈ float([1:5;])
@test A'*x ≈ b
z = complex.(b)
x = LinearAlgebra.ldiv!(adjoint(lua), z)
@test x ≈ float([1:5;])
@test x === z
y = similar(x)
LinearAlgebra.ldiv!(y, adjoint(lua), complex.(b))
@test y ≈ x
@test A'*x ≈ b
x = transpose(lua) \ b
@test x ≈ float([1:5;])
@test transpose(A) * x ≈ b
x = LinearAlgebra.ldiv!(transpose(lua), complex.(b))
@test x ≈ float([1:5;])
y = similar(x)
LinearAlgebra.ldiv!(y, transpose(lua), complex.(b))
@test y ≈ x
@test transpose(A) * x ≈ b
# Element promotion and type inference
@inferred lua\fill(1, size(A, 2))
end
end
@testset "More tests for complex cases" begin
Ac0 = complex.(A0,A0)
for Ti in Base.uniontypes(SuiteSparse.UMFPACK.UMFITypes)
Ac = convert(SparseMatrixCSC{ComplexF64,Ti}, Ac0)
x = fill(1.0 + im, size(Ac,1))
lua = lu(Ac)
L,U,p,q,Rs = lua.:(:)
@test (Diagonal(Rs) * Ac)[p,q] ≈ L * U
b = Ac*x
@test Ac\b ≈ x
b = Ac'*x
@test Ac'\b ≈ x
b = transpose(Ac)*x
@test transpose(Ac)\b ≈ x
end
end
@testset "Rectangular cases. elty=$elty, m=$m, n=$n" for
elty in (Float64, ComplexF64),
(m, n) in ((10,5), (5, 10))
Random.seed!(30072018)
A = sparse([1:min(m,n); rand(1:m, 10)], [1:min(m,n); rand(1:n, 10)], elty == Float64 ? randn(min(m, n) + 10) : complex.(randn(min(m, n) + 10), randn(min(m, n) + 10)))
F = lu(A)
L, U, p, q, Rs = F.:(:)
@test (Diagonal(Rs) * A)[p,q] ≈ L * U
end
@testset "Issue #4523 - complex sparse \\" begin
A, b = sparse((1.0 + im)I, 2, 2), fill(1., 2)
@test A * (lu(A)\b) ≈ b
@test det(sparse([1,3,3,1], [1,1,3,3], [1,1,1,1])) == 0
end
@testset "UMFPACK_ERROR_n_nonpositive" begin
@test_throws ArgumentError lu(sparse(Int[], Int[], Float64[], 5, 0))
end
@testset "Issue #15099" for (Tin, Tout) in (
(ComplexF16, ComplexF64),
(ComplexF32, ComplexF64),
(ComplexF64, ComplexF64),
(Float16, Float64),
(Float32, Float64),
(Float64, Float64),
(Int, Float64),
)
F = lu(sparse(fill(Tin(1), 1, 1)))
L = sparse(fill(Tout(1), 1, 1))
@test F.p == F.q == [1]
@test F.Rs == [1.0]
@test F.L == F.U == L
@test F.:(:) == (L, L, [1], [1], [1.0])
end
@testset "BigFloat not supported" for T in (BigFloat, Complex{BigFloat})
@test_throws ArgumentError lu(sparse(fill(T(1), 1, 1)))
end
@testset "size(::UmfpackLU)" begin
m = n = 1
F = lu(sparse(fill(1., m, n)))
@test size(F) == (m, n)
@test size(F, 1) == m
@test size(F, 2) == n
@test size(F, 3) == 1
@test_throws ArgumentError size(F,-1)
end
@testset "Test aliasing" begin
a = rand(5)
@test_throws ArgumentError SuiteSparse.UMFPACK.solve!(a, lu(sparse(1.0I, 5, 5)), a, SuiteSparse.UMFPACK.UMFPACK_A)
aa = complex(a)
@test_throws ArgumentError SuiteSparse.UMFPACK.solve!(aa, lu(sparse((1.0im)I, 5, 5)), aa, SuiteSparse.UMFPACK.UMFPACK_A)
end
@testset "Issues #18246,18244 - lu sparse pivot" begin
A = sparse(1.0I, 4, 4)
A[1:2,1:2] = [-.01 -200; 200 .001]
F = lu(A)
@test F.p == [3 ; 4 ; 2 ; 1]
end
@testset "Test that A[c|t]_ldiv_B!{T<:Complex}(X::StridedMatrix{T}, lu::UmfpackLU{Float64}, B::StridedMatrix{T}) works as expected." begin
N = 10
p = 0.5
A = N*I + sprand(N, N, p)
X = zeros(Complex{Float64}, N, N)
B = complex.(rand(N, N), rand(N, N))
luA, lufA = lu(A), lu(Array(A))
@test LinearAlgebra.ldiv!(copy(X), luA, B) ≈ LinearAlgebra.ldiv!(copy(X), lufA, B)
@test LinearAlgebra.ldiv!(copy(X), adjoint(luA), B) ≈ LinearAlgebra.ldiv!(copy(X), adjoint(lufA), B)
@test LinearAlgebra.ldiv!(copy(X), transpose(luA), B) ≈ LinearAlgebra.ldiv!(copy(X), transpose(lufA), B)
end
@testset "singular matrix" begin
for A in sparse.((Float64[1 2; 0 0], ComplexF64[1 2; 0 0]))
@test_throws SingularException lu(A)
@test !issuccess(lu(A; check = false))
end
end
@testset "deserialization" begin
A = 10*I + sprandn(10, 10, 0.4)
F1 = lu(A)
b = IOBuffer()
serialize(b, F1)
seekstart(b)
F2 = deserialize(b)
for nm in (:colptr, :m, :n, :nzval, :rowval, :status)
@test getfield(F1, nm) == getfield(F2, nm)
end
end
@testset "Reuse symbolic LU factorization" begin
A1 = sparse(increment!([0,4,1,1,2,2,0,1,2,3,4,4]),
increment!([0,4,0,2,1,2,1,4,3,2,1,2]),
[2.,1.,3.,4.,-1.,-3.,3.,9.,2.,1.,4.,2.], 5, 5)
for Tv in (Float64, ComplexF64, Float16, Float32, ComplexF16, ComplexF32)
for Ti in Base.uniontypes(SuiteSparse.UMFPACK.UMFITypes)
A = convert(SparseMatrixCSC{Tv,Ti}, A0)
B = convert(SparseMatrixCSC{Tv,Ti}, A1)
b = Tv[8., 45., -3., 3., 19.]
F = lu(A)
lu!(F, B)
@test F\b ≈ B\b ≈ Matrix(B)\b
# singular matrix
C = copy(B)
C[4, 3] = Tv(0)
F = lu(A)
@test_throws SingularException lu!(F, C)
# change of nonzero pattern
D = copy(B)
D[5, 1] = Tv(1.0)
F = lu(A)
@test_throws ArgumentError lu!(F, D)
end
end
end
end
@testset "REPL printing of UmfpackLU" begin
# regular matrix
A = sparse([1, 2], [1, 2], Float64[1.0, 1.0])
F = lu(A)
facstring = sprint((t, s) -> show(t, "text/plain", s), F)
lstring = sprint((t, s) -> show(t, "text/plain", s), F.L)
ustring = sprint((t, s) -> show(t, "text/plain", s), F.U)
@test facstring == "$(summary(F))\nL factor:\n$lstring\nU factor:\n$ustring"
# singular matrix
B = sparse(zeros(Float64, 2, 2))
F = lu(B; check=false)
facstring = sprint((t, s) -> show(t, "text/plain", s), F)
@test facstring == "Failed factorization of type $(summary(F))"
end
|