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#!/usr/bin/env python3
# Copyright (c) 2017-2023 California Institute of Technology ("Caltech"). U.S.
# Government sponsorship acknowledged. All rights reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
import sys
import os
import numpy as np
import numpysane as nps
testdir = os.path.dirname(os.path.realpath(__file__))
# I import the LOCAL mrcal since that's what I'm testing
sys.path[:0] = f"{testdir}/..",
import mrcal
import testutils
np.random.seed(0)
@nps.broadcast_define( (('N','N',),),
() )
def worstdirection_stdev_ref(V):
if V.size == 1:
return np.sqrt(nps.atleast_dims(V,-1).ravel()[0])
return np.sqrt( np.sort( np.linalg.eigvalsh(V) ) [-1] )
def random_positive_definite(shape):
if len(shape) == 0:
return np.abs(np.random.random(1)[0])
if len(shape) == 1:
if shape[0] != 1:
raise Exception("Variance matrices should be square")
return np.abs(np.random.random(1))
if shape[-1] != shape[-2]:
raise Exception("Variance matrices should be square")
N = shape[-1]
M = np.random.random(shape)
return nps.matmult(nps.transpose(M), M)
for shape in ((2,3,5,5),
(5,5),
(3,2,2),
(2,2),
(1,1),
(1,),
()):
V = random_positive_definite(shape)
testutils.confirm_equal( mrcal.worst_direction_stdev(V),
worstdirection_stdev_ref(V),
msg = f"Checking shape {shape}" )
testutils.finish()
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