File: test_decomp.py

package info (click to toggle)
python-scipy 0.5.2-0.1
  • links: PTS
  • area: main
  • in suites: etch, etch-m68k
  • size: 33,888 kB
  • ctags: 44,231
  • sloc: ansic: 156,256; cpp: 90,347; python: 89,604; fortran: 73,083; sh: 1,318; objc: 424; makefile: 342
file content (740 lines) | stat: -rw-r--r-- 26,685 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
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
#!/usr/bin/env python
#
# Created by: Pearu Peterson, March 2002
#
""" Test functions for linalg.decomp module

"""
__usage__ = """
Build linalg:
  python setup_linalg.py build
Run tests if scipy is installed:
  python -c 'import scipy;scipy.linalg.test(<level>)'
Run tests if linalg is not installed:
  python tests/test_decomp.py [<level>]
"""

import sys
from numpy.testing import *

set_package_path()
from linalg import eig,eigvals,lu,svd,svdvals,cholesky,qr,schur,rsf2csf
from linalg import lu_solve,lu_factor,solve,diagsvd,hessenberg
from linalg import eig_banded,eigvals_banded
from linalg.flapack import dgbtrf, dgbtrs, zgbtrf, zgbtrs
from linalg.flapack import dsbev, dsbevd, dsbevx, zhbevd, zhbevx

restore_path()

from numpy import *
from numpy.random import rand

def random(size):
    return rand(*size)

class test_eigvals(ScipyTestCase):

    def check_simple(self):
        a = [[1,2,3],[1,2,3],[2,5,6]]
        w = eigvals(a)
        exact_w = [(9+sqrt(93))/2,0,(9-sqrt(93))/2]
        assert_array_almost_equal(w,exact_w)

    def check_simple_tr(self):
        a = array([[1,2,3],[1,2,3],[2,5,6]],'d')
        a = transpose(a).copy()
        a = transpose(a)
        w = eigvals(a)
        exact_w = [(9+sqrt(93))/2,0,(9-sqrt(93))/2]
        assert_array_almost_equal(w,exact_w)

    def check_simple_complex(self):
        a = [[1,2,3],[1,2,3],[2,5,6+1j]]
        w = eigvals(a)
        exact_w = [(9+1j+sqrt(92+6j))/2,
                   0,
                   (9+1j-sqrt(92+6j))/2]
        assert_array_almost_equal(w,exact_w)

    def bench_random(self,level=5):
        import numpy.linalg as linalg
        Numeric_eigvals = linalg.eigvals
        print
        print '           Finding matrix eigenvalues'
        print '      =================================='
        print '      |    contiguous     '#'|   non-contiguous '
        print '----------------------------------------------'
        print ' size |  scipy  '#'| core |  scipy  | core '

        for size,repeat in [(20,150),(100,7),(200,2)]:
            repeat *= 1
            print '%5s' % size,
            sys.stdout.flush()

            a = random([size,size])

            print '| %6.2f ' % self.measure('eigvals(a)',repeat),
            sys.stdout.flush()

            print '   (secs for %s calls)' % (repeat)

class test_eig(ScipyTestCase):

    def check_simple(self):
        a = [[1,2,3],[1,2,3],[2,5,6]]
        w,v = eig(a)
        exact_w = [(9+sqrt(93))/2,0,(9-sqrt(93))/2]
        v0 = array([1,1,(1+sqrt(93)/3)/2])
        v1 = array([3.,0,-1])
        v2 = array([1,1,(1-sqrt(93)/3)/2])
        v0 = v0 / sqrt(dot(v0,transpose(v0)))
        v1 = v1 / sqrt(dot(v1,transpose(v1)))
        v2 = v2 / sqrt(dot(v2,transpose(v2)))
        assert_array_almost_equal(w,exact_w)
        assert_array_almost_equal(v0,v[:,0]*sign(v[0,0]))
        assert_array_almost_equal(v1,v[:,1]*sign(v[0,1]))
        assert_array_almost_equal(v2,v[:,2]*sign(v[0,2]))
        for i in range(3):
            assert_array_almost_equal(dot(a,v[:,i]),w[i]*v[:,i])
        w,v = eig(a,left=1,right=0)
        for i in range(3):
            assert_array_almost_equal(dot(transpose(a),v[:,i]),w[i]*v[:,i])

    def check_simple_complex(self):
        a = [[1,2,3],[1,2,3],[2,5,6+1j]]
        w,vl,vr = eig(a,left=1,right=1)
        for i in range(3):
            assert_array_almost_equal(dot(a,vr[:,i]),w[i]*vr[:,i])
        for i in range(3):
            assert_array_almost_equal(dot(conjugate(transpose(a)),vl[:,i]),
                                      conjugate(w[i])*vl[:,i])



class test_eig_banded(ScipyTestCase):

    def __init__(self, *args):
        ScipyTestCase.__init__(self, *args)

        self.create_bandmat()

    def create_bandmat(self):
        """Create the full matrix `self.fullmat` and 
           the corresponding band matrix `self.bandmat`."""
        N  = 10
        self.KL = 2   # number of subdiagonals (below the diagonal)
        self.KU = 2   # number of superdiagonals (above the diagonal)

        # symmetric band matrix
        self.sym_mat = ( diag(1.0*ones(N))
                     +  diag(-1.0*ones(N-1), -1) + diag(-1.0*ones(N-1), 1) 
                     + diag(-2.0*ones(N-2), -2) + diag(-2.0*ones(N-2), 2) )

        # hermitian band matrix
        self.herm_mat = ( diag(-1.0*ones(N))
                     + 1j*diag(1.0*ones(N-1), -1) - 1j*diag(1.0*ones(N-1), 1)
                     + diag(-2.0*ones(N-2), -2) + diag(-2.0*ones(N-2), 2) )

        # general real band matrix
        self.real_mat = ( diag(1.0*ones(N))
                     +  diag(-1.0*ones(N-1), -1) + diag(-3.0*ones(N-1), 1) 
                     + diag(2.0*ones(N-2), -2) + diag(-2.0*ones(N-2), 2) )

        # general complex band matrix
        self.comp_mat = ( 1j*diag(1.0*ones(N))
                     +  diag(-1.0*ones(N-1), -1) + 1j*diag(-3.0*ones(N-1), 1) 
                     + diag(2.0*ones(N-2), -2) + diag(-2.0*ones(N-2), 2) )


        # Eigenvalues and -vectors from linalg.eig
        ew, ev = linalg.eig(self.sym_mat)
        ew = ew.real
        args = argsort(ew)
        self.w_sym_lin = ew[args]
        self.evec_sym_lin = ev[:,args]

        ew, ev = linalg.eig(self.herm_mat)
        ew = ew.real
        args = argsort(ew)
        self.w_herm_lin = ew[args]
        self.evec_herm_lin = ev[:,args]


        # Extract upper bands from symmetric and hermitian band matrices
        # (for use in dsbevd, dsbevx, zhbevd, zhbevx
        #  and their single precision versions) 
        LDAB = self.KU + 1
        self.bandmat_sym  = zeros((LDAB, N), dtype=float)
        self.bandmat_herm = zeros((LDAB, N), dtype=complex)
        for i in xrange(LDAB):
            self.bandmat_sym[LDAB-i-1,i:N]  = diag(self.sym_mat, i)
            self.bandmat_herm[LDAB-i-1,i:N] = diag(self.herm_mat, i)


        # Extract bands from general real and complex band matrix
        # (for use in dgbtrf, dgbtrs and their single precision versions)
        LDAB = 2*self.KL + self.KU + 1
        self.bandmat_real = zeros((LDAB, N), dtype=float)
        self.bandmat_real[2*self.KL,:] = diag(self.real_mat)     # diagonal
        for i in xrange(self.KL):
            # superdiagonals
            self.bandmat_real[2*self.KL-1-i,i+1:N]   = diag(self.real_mat, i+1)
            # subdiagonals
            self.bandmat_real[2*self.KL+1+i,0:N-1-i] = diag(self.real_mat,-i-1)

        self.bandmat_comp = zeros((LDAB, N), dtype=complex)
        self.bandmat_comp[2*self.KL,:] = diag(self.comp_mat)     # diagonal
        for i in xrange(self.KL):
            # superdiagonals
            self.bandmat_comp[2*self.KL-1-i,i+1:N]   = diag(self.comp_mat, i+1)
            # subdiagonals
            self.bandmat_comp[2*self.KL+1+i,0:N-1-i] = diag(self.comp_mat,-i-1)

        # absolute value for linear equation system A*x = b
        self.b = 1.0*arange(N)
        self.bc = self.b *(1 + 1j) 
        

    #####################################################################

        
    def check_dsbev(self):
        """Compare dsbev eigenvalues and eigenvectors with
           the result of linalg.eig."""
        w, evec, info  = dsbev(self.bandmat_sym, compute_v=1)
        evec_ = evec[:,argsort(w)]
        assert_array_almost_equal(sort(w), self.w_sym_lin)
        assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin))


    
    def check_dsbevd(self):
        """Compare dsbevd eigenvalues and eigenvectors with
           the result of linalg.eig."""
        w, evec, info = dsbevd(self.bandmat_sym, compute_v=1)
        evec_ = evec[:,argsort(w)]
        assert_array_almost_equal(sort(w), self.w_sym_lin)
        assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin))



    def check_dsbevx(self):
        """Compare dsbevx eigenvalues and eigenvectors
           with the result of linalg.eig."""
        N,N = shape(self.sym_mat)
        ## Achtung: Argumente 0.0,0.0,range?
        w, evec, num, ifail, info = dsbevx(self.bandmat_sym, 0.0, 0.0, 1, N,
                                       compute_v=1, range=2)
        evec_ = evec[:,argsort(w)]
        assert_array_almost_equal(sort(w), self.w_sym_lin)
        assert_array_almost_equal(abs(evec_), abs(self.evec_sym_lin))


    def check_zhbevd(self):
        """Compare zhbevd eigenvalues and eigenvectors
           with the result of linalg.eig."""
        w, evec, info = zhbevd(self.bandmat_herm, compute_v=1)
        evec_ = evec[:,argsort(w)]
        assert_array_almost_equal(sort(w), self.w_herm_lin)
        assert_array_almost_equal(abs(evec_), abs(self.evec_herm_lin))



    def check_zhbevx(self):
        """Compare zhbevx eigenvalues and eigenvectors
           with the result of linalg.eig."""
        N,N = shape(self.herm_mat)
        ## Achtung: Argumente 0.0,0.0,range?
        w, evec, num, ifail, info = zhbevx(self.bandmat_herm, 0.0, 0.0, 1, N,
                                       compute_v=1, range=2)
        evec_ = evec[:,argsort(w)]
        assert_array_almost_equal(sort(w), self.w_herm_lin)
        assert_array_almost_equal(abs(evec_), abs(self.evec_herm_lin))



    def check_eigvals_banded(self):
        """Compare eigenvalues of eigvals_banded with those of linalg.eig."""
        w_sym = eigvals_banded(self.bandmat_sym)
        w_sym = w_sym.real
        assert_array_almost_equal(sort(w_sym), self.w_sym_lin)

        w_herm = eigvals_banded(self.bandmat_herm)
        w_herm = w_herm.real
        assert_array_almost_equal(sort(w_herm), self.w_herm_lin)

        # extracting eigenvalues with respect to an index range
        ind1 = 2   
        ind2 = 6
        w_sym_ind = eigvals_banded(self.bandmat_sym,
                                    select='i', select_range=(ind1, ind2) )
        assert_array_almost_equal(sort(w_sym_ind),
                                  self.w_sym_lin[ind1:ind2+1])
        w_herm_ind = eigvals_banded(self.bandmat_herm,
                                    select='i', select_range=(ind1, ind2) )
        assert_array_almost_equal(sort(w_herm_ind),
                                  self.w_herm_lin[ind1:ind2+1])

        # extracting eigenvalues with respect to a value range
        v_lower = self.w_sym_lin[ind1] - 1.0e-5
        v_upper = self.w_sym_lin[ind2] + 1.0e-5
        w_sym_val = eigvals_banded(self.bandmat_sym,
                                select='v', select_range=(v_lower, v_upper) )
        assert_array_almost_equal(sort(w_sym_val),
                                  self.w_sym_lin[ind1:ind2+1])

        v_lower = self.w_herm_lin[ind1] - 1.0e-5
        v_upper = self.w_herm_lin[ind2] + 1.0e-5
        w_herm_val = eigvals_banded(self.bandmat_herm,
                                select='v', select_range=(v_lower, v_upper) )
        assert_array_almost_equal(sort(w_herm_val),
                                  self.w_herm_lin[ind1:ind2+1])



    def check_eig_banded(self):
        """Compare eigenvalues and eigenvectors of eig_banded
           with those of linalg.eig. """
        w_sym, evec_sym = eig_banded(self.bandmat_sym)
        evec_sym_ = evec_sym[:,argsort(w_sym.real)]
        assert_array_almost_equal(sort(w_sym), self.w_sym_lin)
        assert_array_almost_equal(abs(evec_sym_), abs(self.evec_sym_lin))

        w_herm, evec_herm = eig_banded(self.bandmat_herm)
        evec_herm_ = evec_herm[:,argsort(w_herm.real)]
        assert_array_almost_equal(sort(w_herm), self.w_herm_lin)
        assert_array_almost_equal(abs(evec_herm_), abs(self.evec_herm_lin))
        
        # extracting eigenvalues with respect to an index range
        ind1 = 2   
        ind2 = 6
        w_sym_ind, evec_sym_ind = eig_banded(self.bandmat_sym,
                                    select='i', select_range=(ind1, ind2) )
        assert_array_almost_equal(sort(w_sym_ind),
                                  self.w_sym_lin[ind1:ind2+1])
        assert_array_almost_equal(abs(evec_sym_ind),
                                  abs(self.evec_sym_lin[:,ind1:ind2+1]) )

        w_herm_ind, evec_herm_ind = eig_banded(self.bandmat_herm,
                                    select='i', select_range=(ind1, ind2) )
        assert_array_almost_equal(sort(w_herm_ind),
                                  self.w_herm_lin[ind1:ind2+1])
        assert_array_almost_equal(abs(evec_herm_ind),
                                  abs(self.evec_herm_lin[:,ind1:ind2+1]) )

        # extracting eigenvalues with respect to a value range
        v_lower = self.w_sym_lin[ind1] - 1.0e-5
        v_upper = self.w_sym_lin[ind2] + 1.0e-5
        w_sym_val, evec_sym_val = eig_banded(self.bandmat_sym,
                                select='v', select_range=(v_lower, v_upper) )
        assert_array_almost_equal(sort(w_sym_val),
                                  self.w_sym_lin[ind1:ind2+1])
        assert_array_almost_equal(abs(evec_sym_val),
                                  abs(self.evec_sym_lin[:,ind1:ind2+1]) )

        v_lower = self.w_herm_lin[ind1] - 1.0e-5
        v_upper = self.w_herm_lin[ind2] + 1.0e-5
        w_herm_val, evec_herm_val = eig_banded(self.bandmat_herm,
                                select='v', select_range=(v_lower, v_upper) )
        assert_array_almost_equal(sort(w_herm_val),
                                  self.w_herm_lin[ind1:ind2+1])
        assert_array_almost_equal(abs(evec_herm_val),
                                  abs(self.evec_herm_lin[:,ind1:ind2+1]) )


    def check_dgbtrf(self):
        """Compare dgbtrf  LU factorisation with the LU factorisation result
           of linalg.lu."""
        M,N = shape(self.real_mat)        
        lu_symm_band, ipiv, info = dgbtrf(self.bandmat_real, self.KL, self.KU)

        # extract matrix u from lu_symm_band
        u = diag(lu_symm_band[2*self.KL,:])
        for i in xrange(self.KL + self.KU):
            u += diag(lu_symm_band[2*self.KL-1-i,i+1:N], i+1)

        p_lin, l_lin, u_lin = lu(self.real_mat, permute_l=0)
        assert_array_almost_equal(u, u_lin)


    def check_zgbtrf(self):
        """Compare zgbtrf  LU factorisation with the LU factorisation result
           of linalg.lu."""
        M,N = shape(self.comp_mat)        
        lu_symm_band, ipiv, info = zgbtrf(self.bandmat_comp, self.KL, self.KU)

        # extract matrix u from lu_symm_band
        u = diag(lu_symm_band[2*self.KL,:])
        for i in xrange(self.KL + self.KU):
            u += diag(lu_symm_band[2*self.KL-1-i,i+1:N], i+1)

        p_lin, l_lin, u_lin =lu(self.comp_mat, permute_l=0)
        assert_array_almost_equal(u, u_lin)



    def check_dgbtrs(self):
        """Compare dgbtrs  solutions for linear equation system  A*x = b
           with solutions of linalg.solve."""
        
        lu_symm_band, ipiv, info = dgbtrf(self.bandmat_real, self.KL, self.KU)
        y, info = dgbtrs(lu_symm_band, self.KL, self.KU, self.b, ipiv)

        y_lin = linalg.solve(self.real_mat, self.b)
        assert_array_almost_equal(y, y_lin)

    def check_zgbtrs(self):
        """Compare zgbtrs  solutions for linear equation system  A*x = b
           with solutions of linalg.solve."""
        
        lu_symm_band, ipiv, info = zgbtrf(self.bandmat_comp, self.KL, self.KU)
        y, info = zgbtrs(lu_symm_band, self.KL, self.KU, self.bc, ipiv)

        y_lin = linalg.solve(self.comp_mat, self.bc)
        assert_array_almost_equal(y, y_lin)




class test_lu(ScipyTestCase):

    def check_simple(self):
        a = [[1,2,3],[1,2,3],[2,5,6]]
        p,l,u = lu(a)
        assert_array_almost_equal(dot(dot(p,l),u),a)
        pl,u = lu(a,permute_l=1)
        assert_array_almost_equal(dot(pl,u),a)

    def check_simple_complex(self):
        a = [[1,2,3],[1,2,3],[2,5j,6]]
        p,l,u = lu(a)
        assert_array_almost_equal(dot(dot(p,l),u),a)
        pl,u = lu(a,permute_l=1)
        assert_array_almost_equal(dot(pl,u),a)

    #XXX: need more tests

class test_lu_solve(ScipyTestCase):
    def check_lu(self):
        a = random((10,10))
        b = random((10,))

        x1 = solve(a,b)

        lu_a = lu_factor(a)
        x2 = lu_solve(lu_a,b)

        assert_array_equal(x1,x2)

class test_svd(ScipyTestCase):

    def check_simple(self):
        a = [[1,2,3],[1,20,3],[2,5,6]]
        u,s,vh = svd(a)
        assert_array_almost_equal(dot(transpose(u),u),identity(3))
        assert_array_almost_equal(dot(transpose(vh),vh),identity(3))
        sigma = zeros((u.shape[0],vh.shape[0]),s.dtype.char)
        for i in range(len(s)): sigma[i,i] = s[i]
        assert_array_almost_equal(dot(dot(u,sigma),vh),a)

    def check_simple_singular(self):
        a = [[1,2,3],[1,2,3],[2,5,6]]
        u,s,vh = svd(a)
        assert_array_almost_equal(dot(transpose(u),u),identity(3))
        assert_array_almost_equal(dot(transpose(vh),vh),identity(3))
        sigma = zeros((u.shape[0],vh.shape[0]),s.dtype.char)
        for i in range(len(s)): sigma[i,i] = s[i]
        assert_array_almost_equal(dot(dot(u,sigma),vh),a)

    def check_simple_underdet(self):
        a = [[1,2,3],[4,5,6]]
        u,s,vh = svd(a)
        assert_array_almost_equal(dot(transpose(u),u),identity(2))
        assert_array_almost_equal(dot(transpose(vh),vh),identity(3))
        sigma = zeros((u.shape[0],vh.shape[0]),s.dtype.char)
        for i in range(len(s)): sigma[i,i] = s[i]
        assert_array_almost_equal(dot(dot(u,sigma),vh),a)

    def check_simple_overdet(self):
        a = [[1,2],[4,5],[3,4]]
        u,s,vh = svd(a)
        assert_array_almost_equal(dot(transpose(u),u),identity(3))
        assert_array_almost_equal(dot(transpose(vh),vh),identity(2))
        sigma = zeros((u.shape[0],vh.shape[0]),s.dtype.char)
        for i in range(len(s)): sigma[i,i] = s[i]
        assert_array_almost_equal(dot(dot(u,sigma),vh),a)

    def check_random(self):
        n = 20
        m = 15
        for i in range(3):
            for a in [random([n,m]),random([m,n])]:
                u,s,vh = svd(a)
                assert_array_almost_equal(dot(transpose(u),u),identity(len(u)))
                assert_array_almost_equal(dot(transpose(vh),vh),identity(len(vh)))
                sigma = zeros((u.shape[0],vh.shape[0]),s.dtype.char)
                for i in range(len(s)): sigma[i,i] = s[i]
                assert_array_almost_equal(dot(dot(u,sigma),vh),a)

    def check_simple_complex(self):
        a = [[1,2,3],[1,2j,3],[2,5,6]]
        u,s,vh = svd(a)
        assert_array_almost_equal(dot(conj(transpose(u)),u),identity(3))
        assert_array_almost_equal(dot(conj(transpose(vh)),vh),identity(3))
        sigma = zeros((u.shape[0],vh.shape[0]),s.dtype.char)
        for i in range(len(s)): sigma[i,i] = s[i]
        assert_array_almost_equal(dot(dot(u,sigma),vh),a)

    def check_random_complex(self):
        n = 20
        m = 15
        for i in range(3):
            for a in [random([n,m]),random([m,n])]:
                a = a + 1j*random(list(a.shape))
                u,s,vh = svd(a)
                assert_array_almost_equal(dot(conj(transpose(u)),u),identity(len(u)))
                # This fails when [m,n]
                #assert_array_almost_equal(dot(conj(transpose(vh)),vh),identity(len(vh),dtype=vh.dtype.char))
                sigma = zeros((u.shape[0],vh.shape[0]),s.dtype.char)
                for i in range(len(s)): sigma[i,i] = s[i]
                assert_array_almost_equal(dot(dot(u,sigma),vh),a)

class test_svdvals(ScipyTestCase):

    def check_simple(self):
        a = [[1,2,3],[1,2,3],[2,5,6]]
        s = svdvals(a)
        assert len(s)==3
        assert s[0]>=s[1]>=s[2]

    def check_simple_underdet(self):
        a = [[1,2,3],[4,5,6]]
        s = svdvals(a)
        assert len(s)==2
        assert s[0]>=s[1]

    def check_simple_overdet(self):
        a = [[1,2],[4,5],[3,4]]
        s = svdvals(a)
        assert len(s)==2
        assert s[0]>=s[1]

    def check_simple_complex(self):
        a = [[1,2,3],[1,20,3j],[2,5,6]]
        s = svdvals(a)
        assert len(s)==3
        assert s[0]>=s[1]>=s[2]

    def check_simple_underdet_complex(self):
        a = [[1,2,3],[4,5j,6]]
        s = svdvals(a)
        assert len(s)==2
        assert s[0]>=s[1]

    def check_simple_overdet_complex(self):
        a = [[1,2],[4,5],[3j,4]]
        s = svdvals(a)
        assert len(s)==2
        assert s[0]>=s[1]

class test_diagsvd(ScipyTestCase):

    def check_simple(self):
        assert_array_almost_equal(diagsvd([1,0,0],3,3),[[1,0,0],[0,0,0],[0,0,0]])

class test_cholesky(ScipyTestCase):

    def check_simple(self):
        a = [[8,2,3],[2,9,3],[3,3,6]]
        c = cholesky(a)
        assert_array_almost_equal(dot(transpose(c),c),a)
        c = transpose(c)
        a = dot(c,transpose(c))
        assert_array_almost_equal(cholesky(a,lower=1),c)

    def check_simple_complex(self):
        m = array([[3+1j,3+4j,5],[0,2+2j,2+7j],[0,0,7+4j]])
        a = dot(transpose(conjugate(m)),m)
        c = cholesky(a)
        a1 = dot(transpose(conjugate(c)),c)
        assert_array_almost_equal(a,a1)
        c = transpose(c)
        a = dot(c,transpose(conjugate(c)))
        assert_array_almost_equal(cholesky(a,lower=1),c)

    def check_random(self):
        n = 20
        for k in range(2):
            m = random([n,n])
            for i in range(n):
                m[i,i] = 20*(.1+m[i,i])
            a = dot(transpose(m),m)
            c = cholesky(a)
            a1 = dot(transpose(c),c)
            assert_array_almost_equal(a,a1)
            c = transpose(c)
            a = dot(c,transpose(c))
            assert_array_almost_equal(cholesky(a,lower=1),c)

    def check_random_complex(self):
        n = 20
        for k in range(2):
            m = random([n,n])+1j*random([n,n])
            for i in range(n):
                m[i,i] = 20*(.1+abs(m[i,i]))
            a = dot(transpose(conjugate(m)),m)
            c = cholesky(a)
            a1 = dot(transpose(conjugate(c)),c)
            assert_array_almost_equal(a,a1)
            c = transpose(c)
            a = dot(c,transpose(conjugate(c)))
            assert_array_almost_equal(cholesky(a,lower=1),c)


class test_qr(ScipyTestCase):

    def check_simple(self):
        a = [[8,2,3],[2,9,3],[5,3,6]]
        q,r = qr(a)
        assert_array_almost_equal(dot(transpose(q),q),identity(3))
        assert_array_almost_equal(dot(q,r),a)

    def check_simple_trap(self):
        a = [[8,2,3],[2,9,3]]
        q,r = qr(a)
        assert_array_almost_equal(dot(transpose(q),q),identity(2))
        assert_array_almost_equal(dot(q,r),a)

    def check_simple_tall(self):
        # full version
        a = [[8,2],[2,9],[5,3]]
        q,r = qr(a)
        assert_array_almost_equal(dot(transpose(q),q),identity(3))
        assert_array_almost_equal(dot(q,r),a)

    def check_simple_tall_e(self):
        # economy version
        a = [[8,2],[2,9],[5,3]]
        q,r = qr(a,econ=True)
        assert_array_almost_equal(dot(transpose(q),q),identity(2))
        assert_array_almost_equal(dot(q,r),a)
        assert_equal(q.shape, (3,2))
        assert_equal(r.shape, (2,2))

    def check_simple_complex(self):
        a = [[3,3+4j,5],[5,2,2+7j],[3,2,7]]
        q,r = qr(a)
        assert_array_almost_equal(dot(conj(transpose(q)),q),identity(3))
        assert_array_almost_equal(dot(q,r),a)

    def check_random(self):
        n = 20
        for k in range(2):
            a = random([n,n])
            q,r = qr(a)
            assert_array_almost_equal(dot(transpose(q),q),identity(n))
            assert_array_almost_equal(dot(q,r),a)

    def check_random_tall(self):
        # full version
        m = 200
        n = 100
        for k in range(2):
            a = random([m,n])
            q,r = qr(a)
            assert_array_almost_equal(dot(transpose(q),q),identity(m))
            assert_array_almost_equal(dot(q,r),a)

    def check_random_tall_e(self):
        # economy version
        m = 200
        n = 100
        for k in range(2):
            a = random([m,n])
            q,r = qr(a,econ=True)
            assert_array_almost_equal(dot(transpose(q),q),identity(n))
            assert_array_almost_equal(dot(q,r),a)
            assert_equal(q.shape, (m,n))
            assert_equal(r.shape, (n,n))

    def check_random_trap(self):
        m = 100
        n = 200
        for k in range(2):
            a = random([m,n])
            q,r = qr(a)
            assert_array_almost_equal(dot(transpose(q),q),identity(m))
            assert_array_almost_equal(dot(q,r),a)

    def check_random_complex(self):
        n = 20
        for k in range(2):
            a = random([n,n])+1j*random([n,n])
            q,r = qr(a)
            assert_array_almost_equal(dot(conj(transpose(q)),q),identity(n))
            assert_array_almost_equal(dot(q,r),a)

transp = transpose
any = sometrue

class test_schur(ScipyTestCase):

    def check_simple(self):
        a = [[8,12,3],[2,9,3],[10,3,6]]
        t,z = schur(a)
        assert_array_almost_equal(dot(dot(z,t),transp(conj(z))),a)
        tc,zc = schur(a,'complex')
        assert(any(ravel(iscomplex(zc))) and any(ravel(iscomplex(tc))))
        assert_array_almost_equal(dot(dot(zc,tc),transp(conj(zc))),a)
        tc2,zc2 = rsf2csf(tc,zc)
        assert_array_almost_equal(dot(dot(zc2,tc2),transp(conj(zc2))),a)

class test_hessenberg(ScipyTestCase):

    def check_simple(self):
        a = [[-149, -50,-154],
             [ 537, 180, 546],
             [ -27,  -9, -25]]
        h1 = [[-149.0000,42.2037,-156.3165],
              [-537.6783,152.5511,-554.9272],
              [0,0.0728, 2.4489]]
        h,q = hessenberg(a,calc_q=1)
        assert_array_almost_equal(dot(transp(q),dot(a,q)),h)
        assert_array_almost_equal(h,h1,decimal=4)

    def check_simple_complex(self):
        a = [[-149, -50,-154],
             [ 537, 180j, 546],
             [ -27j,  -9, -25]]
        h,q = hessenberg(a,calc_q=1)
        h1 = dot(transp(conj(q)),dot(a,q))
        assert_array_almost_equal(h1,h)

    def check_simple2(self):
        a = [[1,2,3,4,5,6,7],
             [0,2,3,4,6,7,2],
             [0,2,2,3,0,3,2],
             [0,0,2,8,0,0,2],
             [0,3,1,2,0,1,2],
             [0,1,2,3,0,1,0],
             [0,0,0,0,0,1,2]]
        h,q = hessenberg(a,calc_q=1)
        assert_array_almost_equal(dot(transp(q),dot(a,q)),h)

    def check_random(self):
        n = 20
        for k in range(2):
            a = random([n,n])
            h,q = hessenberg(a,calc_q=1)
            assert_array_almost_equal(dot(transp(q),dot(a,q)),h)

    def check_random_complex(self):
        n = 20
        for k in range(2):
            a = random([n,n])+1j*random([n,n])
            h,q = hessenberg(a,calc_q=1)
            h1 = dot(transp(conj(q)),dot(a,q))
            assert_array_almost_equal(h1,h)

if __name__ == "__main__":
    ScipyTest().run()