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__usage__ = """
To run tests locally:
python tests/test_arpack.py [-l<int>] [-v<int>]
"""
import numpy as np
from numpy.testing import assert_allclose, \
assert_array_almost_equal_nulp, TestCase, run_module_suite, dec, \
assert_raises, verbose, assert_equal
from numpy import array, finfo, argsort, dot, round, conj, random
from scipy.linalg import eig, eigh
from scipy.sparse import csc_matrix, csr_matrix, lil_matrix, isspmatrix
from scipy.sparse.linalg import LinearOperator, aslinearoperator
from scipy.sparse.linalg.eigen.arpack import eigs, eigsh, svds, \
ArpackNoConvergence
from scipy.linalg import svd
# precision for tests
_ndigits = {'f': 3, 'd': 11, 'F': 3, 'D': 11}
def _get_test_tolerance(type_char, mattype=None, sigma=None):
"""
Return tolerance values suitable for a given test:
Parameters
----------
type_char : {'f', 'd', 'F', 'D'}
Data type in ARPACK eigenvalue problem
mattype : {csr_matrix, aslinearoperator, asarray}, optional
Linear operator type
Returns
-------
tol
Tolerance to pass to the ARPACK routine
rtol
Relative tolerance for outputs
atol
Absolute tolerance for outputs
"""
rtol = {'f': 3000 * np.finfo(np.float32).eps,
'F': 3000 * np.finfo(np.float32).eps,
'd': 2000 * np.finfo(np.float64).eps,
'D': 2000 * np.finfo(np.float64).eps}[type_char]
atol = rtol
tol = 0
if mattype is aslinearoperator and type_char in ('f', 'F'):
# iterative methods in single precision: worse errors
# also: bump ARPACK tolerance so that the iterative method converges
tol = 30 * np.finfo(np.float32).eps
rtol *= 5
if sigma is not None:
# XXX: do not check the results in this case: the operation
# involves iterative single-precision inverses, which can
# fail on certain platforms. Still check the test runs,
# though.
atol = np.inf
rtol = np.inf
if mattype is csr_matrix and type_char in ('f', 'F'):
# sparse in single precision: worse errors
rtol *= 5
return tol, rtol, atol
def generate_matrix(N, complex=False, hermitian=False,
pos_definite=False, sparse=False):
M = np.random.random((N,N))
if complex:
M = M + 1j * np.random.random((N,N))
if hermitian:
if pos_definite:
if sparse:
i = np.arange(N)
j = np.random.randint(N, size=N-2)
i, j = np.meshgrid(i, j)
M[i,j] = 0
M = np.dot(M.conj(), M.T)
else:
M = np.dot(M.conj(), M.T)
if sparse:
i = np.random.randint(N, size=N * N / 4)
j = np.random.randint(N, size=N * N / 4)
ind = np.where(i == j)
j[ind] = (j[ind] + 1) % N
M[i,j] = 0
M[j,i] = 0
else:
if sparse:
i = np.random.randint(N, size=N * N / 2)
j = np.random.randint(N, size=N * N / 2)
M[i,j] = 0
return M
def _aslinearoperator_with_dtype(m):
m = aslinearoperator(m)
if not hasattr(m, 'dtype'):
x = np.zeros(m.shape[1])
m.dtype = (m * x).dtype
return m
def assert_allclose_cc(actual, desired, **kw):
"""Almost equal or complex conjugates almost equal"""
try:
assert_allclose(actual, desired, **kw)
except:
assert_allclose(actual, conj(desired), **kw)
def argsort_which(eval, typ, k, which,
sigma=None, OPpart=None, mode=None):
"""Return sorted indices of eigenvalues using the "which" keyword
from eigs and eigsh"""
if sigma is None:
reval = np.round(eval, decimals=_ndigits[typ])
else:
if mode is None or mode=='normal':
if OPpart is None:
reval = 1. / (eval - sigma)
elif OPpart == 'r':
reval = 0.5 * (1. / (eval - sigma)
+ 1. / (eval - np.conj(sigma)))
elif OPpart == 'i':
reval = -0.5j * (1. / (eval - sigma)
- 1. / (eval - np.conj(sigma)))
elif mode=='cayley':
reval = (eval + sigma) / (eval - sigma)
elif mode=='buckling':
reval = eval / (eval - sigma)
else:
raise ValueError("mode='%s' not recognized" % mode)
reval = np.round(reval, decimals=_ndigits[typ])
if which in ['LM', 'SM']:
ind = np.argsort(abs(reval))
elif which in ['LR', 'SR', 'LA', 'SA', 'BE']:
ind = np.argsort(np.real(reval))
elif which in ['LI', 'SI']:
# for LI,SI ARPACK returns largest,smallest abs(imaginary) why?
if typ.islower():
ind = np.argsort(abs(np.imag(reval)))
else:
ind = np.argsort(np.imag(reval))
else:
raise ValueError("which='%s' is unrecognized" % which)
if which in ['LM', 'LA', 'LR', 'LI']:
return ind[-k:]
elif which in ['SM', 'SA', 'SR', 'SI']:
return ind[:k]
elif which == 'BE':
return np.concatenate((ind[:k/2], ind[k/2-k:]))
def eval_evec(symmetric, d, typ, k, which, v0=None, sigma=None,
mattype=np.asarray, OPpart=None, mode='normal'):
general = ('bmat' in d)
if symmetric:
eigs_func = eigsh
else:
eigs_func = eigs
if general:
err = ("error for %s:general, typ=%s, which=%s, sigma=%s, "
"mattype=%s, OPpart=%s, mode=%s" % (eigs_func.__name__,
typ, which, sigma,
mattype.__name__,
OPpart, mode))
else:
err = ("error for %s:standard, typ=%s, which=%s, sigma=%s, "
"mattype=%s, OPpart=%s, mode=%s" % (eigs_func.__name__,
typ, which, sigma,
mattype.__name__,
OPpart, mode))
a = d['mat'].astype(typ)
ac = mattype(a)
if general:
b = d['bmat'].astype(typ.lower())
bc = mattype(b)
# get exact eigenvalues
exact_eval = d['eval'].astype(typ.upper())
ind = argsort_which(exact_eval, typ, k, which,
sigma, OPpart, mode)
exact_eval_a = exact_eval
exact_eval = exact_eval[ind]
# compute arpack eigenvalues
kwargs = dict(which=which, v0=v0, sigma=sigma)
if eigs_func is eigsh:
kwargs['mode'] = mode
else:
kwargs['OPpart'] = OPpart
# compute suitable tolerances
kwargs['tol'], rtol, atol = _get_test_tolerance(typ, mattype, sigma)
# solve
if general:
try:
eval, evec = eigs_func(ac, k, bc, **kwargs)
except ArpackNoConvergence:
kwargs['maxiter'] = 20*a.shape[0]
eval, evec = eigs_func(ac, k, bc, **kwargs)
else:
try:
eval, evec = eigs_func(ac, k, **kwargs)
except ArpackNoConvergence:
kwargs['maxiter'] = 20*a.shape[0]
eval, evec = eigs_func(ac, k, **kwargs)
ind = argsort_which(eval, typ, k, which,
sigma, OPpart, mode)
eval_a = eval
eval = eval[ind]
evec = evec[:,ind]
# check eigenvalues
assert_allclose_cc(eval, exact_eval, rtol=rtol, atol=atol, err_msg=err)
# check eigenvectors
LHS = np.dot(a, evec)
if general:
RHS = eval * np.dot(b, evec)
else:
RHS = eval * evec
assert_allclose(LHS, RHS, rtol=rtol, atol=atol, err_msg=err)
class DictWithRepr(dict):
def __init__(self, name):
self.name = name
def __repr__(self):
return "<%s>" % self.name
class SymmetricParams:
def __init__(self):
self.eigs = eigsh
self.which = ['LM', 'SM', 'LA', 'SA', 'BE']
self.mattypes = [csr_matrix, aslinearoperator, np.asarray]
self.sigmas_modes = {None : ['normal'],
0.5 : ['normal', 'buckling', 'cayley']}
#generate matrices
# these should all be float32 so that the eigenvalues
# are the same in float32 and float64
N = 6
np.random.seed(2300)
Ar = generate_matrix(N, hermitian=True,
pos_definite=True).astype('f').astype('d')
M = generate_matrix(N, hermitian=True,
pos_definite=True).astype('f').astype('d')
Ac = generate_matrix(N, hermitian=True, pos_definite=True,
complex=True).astype('F').astype('D')
v0 = np.random.random(N)
# standard symmetric problem
SS = DictWithRepr("std-symmetric")
SS['mat'] = Ar
SS['v0'] = v0
SS['eval'] = eigh(SS['mat'], eigvals_only=True)
# general symmetric problem
GS = DictWithRepr("gen-symmetric")
GS['mat'] = Ar
GS['bmat'] = M
GS['v0'] = v0
GS['eval'] = eigh(GS['mat'], GS['bmat'], eigvals_only=True)
# standard hermitian problem
SH = DictWithRepr("std-hermitian")
SH['mat'] = Ac
SH['v0'] = v0
SH['eval'] = eigh(SH['mat'], eigvals_only=True)
# general hermitian problem
GH = DictWithRepr("gen-hermitian")
GH['mat'] = Ac
GH['bmat'] = M
GH['v0'] = v0
GH['eval'] = eigh(GH['mat'], GH['bmat'], eigvals_only=True)
self.real_test_cases = [SS, GS]
self.complex_test_cases = [SH, GH]
class NonSymmetricParams:
def __init__(self):
self.eigs = eigs
self.which = ['LM', 'LR', 'LI']#, 'SM', 'LR', 'SR', 'LI', 'SI']
self.mattypes = [csr_matrix, aslinearoperator, np.asarray]
self.sigmas_OPparts = {None : [None],
0.1 : ['r'],
0.1 + 0.1j : ['r', 'i']}
#generate matrices
# these should all be float32 so that the eigenvalues
# are the same in float32 and float64
N = 6
np.random.seed(2300)
Ar = generate_matrix(N).astype('f').astype('d')
M = generate_matrix(N, hermitian=True,
pos_definite=True).astype('f').astype('d')
Ac = generate_matrix(N, complex=True).astype('F').astype('D')
v0 = np.random.random(N)
# standard real nonsymmetric problem
SNR = DictWithRepr("std-real-nonsym")
SNR['mat'] = Ar
SNR['v0'] = v0
SNR['eval'] = eig(SNR['mat'], left=False, right=False)
# general real nonsymmetric problem
GNR = DictWithRepr("gen-real-nonsym")
GNR['mat'] = Ar
GNR['bmat'] = M
GNR['v0'] = v0
GNR['eval'] = eig(GNR['mat'], GNR['bmat'], left=False, right=False)
# standard complex nonsymmetric problem
SNC = DictWithRepr("std-cmplx-nonsym")
SNC['mat'] = Ac
SNC['v0'] = v0
SNC['eval'] = eig(SNC['mat'], left=False, right=False)
# general complex nonsymmetric problem
GNC = DictWithRepr("gen-cmplx-nonsym")
GNC['mat'] = Ac
GNC['bmat'] = M
GNC['v0'] = v0
GNC['eval'] = eig(GNC['mat'], GNC['bmat'], left=False, right=False)
self.real_test_cases = [SNR, GNR]
self.complex_test_cases = [SNC, GNC]
def test_symmetric_modes():
params = SymmetricParams()
k = 2
symmetric = True
for D in params.real_test_cases:
for typ in 'fd':
for which in params.which:
for mattype in params.mattypes:
for (sigma, modes) in params.sigmas_modes.iteritems():
for mode in modes:
yield (eval_evec, symmetric, D, typ, k, which,
None, sigma, mattype, None, mode)
def test_hermitian_modes():
params = SymmetricParams()
k = 2
symmetric = True
for D in params.complex_test_cases:
for typ in 'FD':
for which in params.which:
if which == 'BE': continue # BE invalid for complex
for mattype in params.mattypes:
for sigma in params.sigmas_modes:
yield (eval_evec, symmetric, D, typ, k, which,
None, sigma, mattype)
def test_symmetric_starting_vector():
params = SymmetricParams()
symmetric = True
for k in [1, 2, 3, 4, 5]:
for D in params.real_test_cases:
for typ in 'fd':
v0 = random.rand(len(D['v0'])).astype(typ)
yield (eval_evec, symmetric, D, typ, k, 'LM', v0)
def test_symmetric_no_convergence():
np.random.seed(1234)
m = generate_matrix(30, hermitian=True, pos_definite=True)
tol, rtol, atol = _get_test_tolerance('d')
try:
w, v = eigsh(m, 4, which='LM', v0=m[:, 0], maxiter=5, tol=tol)
raise AssertionError("Spurious no-error exit")
except ArpackNoConvergence, err:
k = len(err.eigenvalues)
if k <= 0:
raise AssertionError("Spurious no-eigenvalues-found case")
w, v = err.eigenvalues, err.eigenvectors
assert_allclose(dot(m, v), w * v, rtol=rtol, atol=atol)
def test_real_nonsymmetric_modes():
params = NonSymmetricParams()
k = 2
symmetric = False
for D in params.real_test_cases:
for typ in 'fd':
for which in params.which:
for mattype in params.mattypes:
for sigma, OPparts in params.sigmas_OPparts.iteritems():
for OPpart in OPparts:
yield (eval_evec, symmetric, D, typ, k, which,
None, sigma, mattype, OPpart)
def test_complex_nonsymmetric_modes():
params = NonSymmetricParams()
k = 2
symmetric = False
for D in params.complex_test_cases:
for typ in 'DF':
for which in params.which:
for mattype in params.mattypes:
for sigma in params.sigmas_OPparts:
yield (eval_evec, symmetric, D, typ, k, which,
None, sigma, mattype)
def test_standard_nonsymmetric_starting_vector():
params = NonSymmetricParams()
sigma = None
symmetric = False
for k in [1, 2, 3, 4]:
for d in params.complex_test_cases:
for typ in 'FD':
A = d['mat']
n = A.shape[0]
v0 = random.rand(n).astype(typ)
yield (eval_evec, symmetric, d, typ, k, "LM", v0, sigma)
def test_general_nonsymmetric_starting_vector():
params = NonSymmetricParams()
sigma = None
symmetric = False
for k in [1, 2, 3, 4]:
for d in params.complex_test_cases:
for typ in 'FD':
A = d['mat']
n = A.shape[0]
v0 = random.rand(n).astype(typ)
yield (eval_evec, symmetric, d, typ, k, "LM", v0, sigma)
def test_standard_nonsymmetric_no_convergence():
np.random.seed(1234)
m = generate_matrix(30, complex=True)
tol, rtol, atol = _get_test_tolerance('d')
try:
w, v = eigs(m, 4, which='LM', v0=m[:, 0], maxiter=5, tol=tol)
raise AssertionError("Spurious no-error exit")
except ArpackNoConvergence, err:
k = len(err.eigenvalues)
if k <= 0:
raise AssertionError("Spurious no-eigenvalues-found case")
w, v = err.eigenvalues, err.eigenvectors
for ww, vv in zip(w, v.T):
assert_allclose(dot(m, vv), ww * vv, rtol=rtol, atol=atol)
def test_eigen_bad_shapes():
# A is not square.
A = csc_matrix(np.zeros((2, 3)))
assert_raises(ValueError, eigs, A)
def test_eigen_bad_kwargs():
# Test eigen on wrong keyword argument
A = csc_matrix(np.zeros((2, 2)))
assert_raises(ValueError, eigs, A, which='XX')
def test_ticket_1459_arpack_crash():
for dtype in [np.float32, np.float64]:
# XXX: this test does not seem to catch the issue for float32,
# but we made the same fix there, just to be sure
N = 6
k = 2
np.random.seed(2301)
A = np.random.random((N, N)).astype(dtype)
v0 = np.array([-0.71063568258907849895, -0.83185111795729227424,
-0.34365925382227402451, 0.46122533684552280420,
-0.58001341115969040629, -0.78844877570084292984e-01],
dtype=dtype)
# Should not crash:
evals, evecs = eigs(A, k, v0=v0)
#----------------------------------------------------------------------
# sparse SVD tests
def sorted_svd(m, k):
#Compute svd of a dense matrix m, and return singular vectors/values
#sorted.
if isspmatrix(m):
m = m.todense()
u, s, vh = svd(m)
ii = np.argsort(s)[-k:]
return u[:, ii], s[ii], vh[ii]
def svd_estimate(u, s, vh):
return np.dot(u, np.dot(np.diag(s), vh))
def test_svd_simple_real():
x = np.array([[1, 2, 3],
[3, 4, 3],
[1, 0, 2],
[0, 0, 1]], np.float)
y = np.array([[1, 2, 3, 8],
[3, 4, 3, 5],
[1, 0, 2, 3],
[0, 0, 1, 0]], np.float)
z = csc_matrix(x)
for m in [x.T, x, y, z, z.T]:
for k in range(1, min(m.shape)):
u, s, vh = sorted_svd(m, k)
su, ss, svh = svds(m, k)
m_hat = svd_estimate(u, s, vh)
sm_hat = svd_estimate(su, ss, svh)
assert_array_almost_equal_nulp(m_hat, sm_hat, nulp=1000)
def test_svd_simple_complex():
x = np.array([[1, 2, 3],
[3, 4, 3],
[1 + 1j, 0, 2],
[0, 0, 1]], np.complex)
y = np.array([[1, 2, 3, 8 + 5j],
[3 - 2j, 4, 3, 5],
[1, 0, 2, 3],
[0, 0, 1, 0]], np.complex)
z = csc_matrix(x)
for m in [x, x.T.conjugate(), x.T, y, y.conjugate(), z, z.T]:
for k in range(1, min(m.shape) - 1):
u, s, vh = sorted_svd(m, k)
su, ss, svh = svds(m, k)
m_hat = svd_estimate(u, s, vh)
sm_hat = svd_estimate(su, ss, svh)
assert_array_almost_equal_nulp(m_hat, sm_hat, nulp=1000)
if __name__ == "__main__":
run_module_suite()
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