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"""Test functions for the sparse.linalg._onenormest module
"""
from __future__ import division, print_function, absolute_import
import numpy as np
from numpy.testing import assert_allclose, assert_equal, assert_
import pytest
import scipy.linalg
import scipy.sparse.linalg
from scipy.sparse.linalg._onenormest import _onenormest_core, _algorithm_2_2
class MatrixProductOperator(scipy.sparse.linalg.LinearOperator):
"""
This is purely for onenormest testing.
"""
def __init__(self, A, B):
if A.ndim != 2 or B.ndim != 2:
raise ValueError('expected ndarrays representing matrices')
if A.shape[1] != B.shape[0]:
raise ValueError('incompatible shapes')
self.A = A
self.B = B
self.ndim = 2
self.shape = (A.shape[0], B.shape[1])
def _matvec(self, x):
return np.dot(self.A, np.dot(self.B, x))
def _rmatvec(self, x):
return np.dot(np.dot(x, self.A), self.B)
def _matmat(self, X):
return np.dot(self.A, np.dot(self.B, X))
@property
def T(self):
return MatrixProductOperator(self.B.T, self.A.T)
class TestOnenormest(object):
@pytest.mark.xslow
def test_onenormest_table_3_t_2(self):
# This will take multiple seconds if your computer is slow like mine.
# It is stochastic, so the tolerance could be too strict.
np.random.seed(1234)
t = 2
n = 100
itmax = 5
nsamples = 5000
observed = []
expected = []
nmult_list = []
nresample_list = []
for i in range(nsamples):
A = scipy.linalg.inv(np.random.randn(n, n))
est, v, w, nmults, nresamples = _onenormest_core(A, A.T, t, itmax)
observed.append(est)
expected.append(scipy.linalg.norm(A, 1))
nmult_list.append(nmults)
nresample_list.append(nresamples)
observed = np.array(observed, dtype=float)
expected = np.array(expected, dtype=float)
relative_errors = np.abs(observed - expected) / expected
# check the mean underestimation ratio
underestimation_ratio = observed / expected
assert_(0.99 < np.mean(underestimation_ratio) < 1.0)
# check the max and mean required column resamples
assert_equal(np.max(nresample_list), 2)
assert_(0.05 < np.mean(nresample_list) < 0.2)
# check the proportion of norms computed exactly correctly
nexact = np.count_nonzero(relative_errors < 1e-14)
proportion_exact = nexact / float(nsamples)
assert_(0.9 < proportion_exact < 0.95)
# check the average number of matrix*vector multiplications
assert_(3.5 < np.mean(nmult_list) < 4.5)
@pytest.mark.xslow
def test_onenormest_table_4_t_7(self):
# This will take multiple seconds if your computer is slow like mine.
# It is stochastic, so the tolerance could be too strict.
np.random.seed(1234)
t = 7
n = 100
itmax = 5
nsamples = 5000
observed = []
expected = []
nmult_list = []
nresample_list = []
for i in range(nsamples):
A = np.random.randint(-1, 2, size=(n, n))
est, v, w, nmults, nresamples = _onenormest_core(A, A.T, t, itmax)
observed.append(est)
expected.append(scipy.linalg.norm(A, 1))
nmult_list.append(nmults)
nresample_list.append(nresamples)
observed = np.array(observed, dtype=float)
expected = np.array(expected, dtype=float)
relative_errors = np.abs(observed - expected) / expected
# check the mean underestimation ratio
underestimation_ratio = observed / expected
assert_(0.90 < np.mean(underestimation_ratio) < 0.99)
# check the required column resamples
assert_equal(np.max(nresample_list), 0)
# check the proportion of norms computed exactly correctly
nexact = np.count_nonzero(relative_errors < 1e-14)
proportion_exact = nexact / float(nsamples)
assert_(0.15 < proportion_exact < 0.25)
# check the average number of matrix*vector multiplications
assert_(3.5 < np.mean(nmult_list) < 4.5)
def test_onenormest_table_5_t_1(self):
# "note that there is no randomness and hence only one estimate for t=1"
t = 1
n = 100
itmax = 5
alpha = 1 - 1e-6
A = -scipy.linalg.inv(np.identity(n) + alpha*np.eye(n, k=1))
first_col = np.array([1] + [0]*(n-1))
first_row = np.array([(-alpha)**i for i in range(n)])
B = -scipy.linalg.toeplitz(first_col, first_row)
assert_allclose(A, B)
est, v, w, nmults, nresamples = _onenormest_core(B, B.T, t, itmax)
exact_value = scipy.linalg.norm(B, 1)
underest_ratio = est / exact_value
assert_allclose(underest_ratio, 0.05, rtol=1e-4)
assert_equal(nmults, 11)
assert_equal(nresamples, 0)
# check the non-underscored version of onenormest
est_plain = scipy.sparse.linalg.onenormest(B, t=t, itmax=itmax)
assert_allclose(est, est_plain)
@pytest.mark.xslow
def test_onenormest_table_6_t_1(self):
#TODO this test seems to give estimates that match the table,
#TODO even though no attempt has been made to deal with
#TODO complex numbers in the one-norm estimation.
# This will take multiple seconds if your computer is slow like mine.
# It is stochastic, so the tolerance could be too strict.
np.random.seed(1234)
t = 1
n = 100
itmax = 5
nsamples = 5000
observed = []
expected = []
nmult_list = []
nresample_list = []
for i in range(nsamples):
A_inv = np.random.rand(n, n) + 1j * np.random.rand(n, n)
A = scipy.linalg.inv(A_inv)
est, v, w, nmults, nresamples = _onenormest_core(A, A.T, t, itmax)
observed.append(est)
expected.append(scipy.linalg.norm(A, 1))
nmult_list.append(nmults)
nresample_list.append(nresamples)
observed = np.array(observed, dtype=float)
expected = np.array(expected, dtype=float)
relative_errors = np.abs(observed - expected) / expected
# check the mean underestimation ratio
underestimation_ratio = observed / expected
underestimation_ratio_mean = np.mean(underestimation_ratio)
assert_(0.90 < underestimation_ratio_mean < 0.99)
# check the required column resamples
max_nresamples = np.max(nresample_list)
assert_equal(max_nresamples, 0)
# check the proportion of norms computed exactly correctly
nexact = np.count_nonzero(relative_errors < 1e-14)
proportion_exact = nexact / float(nsamples)
assert_(0.7 < proportion_exact < 0.8)
# check the average number of matrix*vector multiplications
mean_nmult = np.mean(nmult_list)
assert_(4 < mean_nmult < 5)
def _help_product_norm_slow(self, A, B):
# for profiling
C = np.dot(A, B)
return scipy.linalg.norm(C, 1)
def _help_product_norm_fast(self, A, B):
# for profiling
t = 2
itmax = 5
D = MatrixProductOperator(A, B)
est, v, w, nmults, nresamples = _onenormest_core(D, D.T, t, itmax)
return est
@pytest.mark.slow
def test_onenormest_linear_operator(self):
# Define a matrix through its product A B.
# Depending on the shapes of A and B,
# it could be easy to multiply this product by a small matrix,
# but it could be annoying to look at all of
# the entries of the product explicitly.
np.random.seed(1234)
n = 6000
k = 3
A = np.random.randn(n, k)
B = np.random.randn(k, n)
fast_estimate = self._help_product_norm_fast(A, B)
exact_value = self._help_product_norm_slow(A, B)
assert_(fast_estimate <= exact_value <= 3*fast_estimate,
'fast: %g\nexact:%g' % (fast_estimate, exact_value))
def test_returns(self):
np.random.seed(1234)
A = scipy.sparse.rand(50, 50, 0.1)
s0 = scipy.linalg.norm(A.todense(), 1)
s1, v = scipy.sparse.linalg.onenormest(A, compute_v=True)
s2, w = scipy.sparse.linalg.onenormest(A, compute_w=True)
s3, v2, w2 = scipy.sparse.linalg.onenormest(A, compute_w=True, compute_v=True)
assert_allclose(s1, s0, rtol=1e-9)
assert_allclose(np.linalg.norm(A.dot(v), 1), s0*np.linalg.norm(v, 1), rtol=1e-9)
assert_allclose(A.dot(v), w, rtol=1e-9)
class TestAlgorithm_2_2(object):
def test_randn_inv(self):
np.random.seed(1234)
n = 20
nsamples = 100
for i in range(nsamples):
# Choose integer t uniformly between 1 and 3 inclusive.
t = np.random.randint(1, 4)
# Choose n uniformly between 10 and 40 inclusive.
n = np.random.randint(10, 41)
# Sample the inverse of a matrix with random normal entries.
A = scipy.linalg.inv(np.random.randn(n, n))
# Compute the 1-norm bounds.
g, ind = _algorithm_2_2(A, A.T, t)
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