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- #
- # Created by: Pearu Peterson, April 2002
- #
- from __future__ import division, print_function, absolute_import
- __usage__ = """
- Build linalg:
- python setup.py build
- Run tests if scipy is installed:
- python -c 'import scipy;scipy.linalg.test()'
- """
- import math
- import numpy as np
- from numpy.testing import (assert_equal, assert_almost_equal, assert_,
- assert_array_almost_equal, assert_allclose)
- from pytest import raises as assert_raises
- from numpy import float32, float64, complex64, complex128, arange, triu, \
- tril, zeros, tril_indices, ones, mod, diag, append, eye, \
- nonzero
- from numpy.random import rand, seed
- from scipy.linalg import _fblas as fblas, get_blas_funcs, toeplitz, solve, \
- solve_triangular
- try:
- from scipy.linalg import _cblas as cblas
- except ImportError:
- cblas = None
- REAL_DTYPES = [float32, float64]
- COMPLEX_DTYPES = [complex64, complex128]
- DTYPES = REAL_DTYPES + COMPLEX_DTYPES
- def test_get_blas_funcs():
- # check that it returns Fortran code for arrays that are
- # fortran-ordered
- f1, f2, f3 = get_blas_funcs(
- ('axpy', 'axpy', 'axpy'),
- (np.empty((2, 2), dtype=np.complex64, order='F'),
- np.empty((2, 2), dtype=np.complex128, order='C'))
- )
- # get_blas_funcs will choose libraries depending on most generic
- # array
- assert_equal(f1.typecode, 'z')
- assert_equal(f2.typecode, 'z')
- if cblas is not None:
- assert_equal(f1.module_name, 'cblas')
- assert_equal(f2.module_name, 'cblas')
- # check defaults.
- f1 = get_blas_funcs('rotg')
- assert_equal(f1.typecode, 'd')
- # check also dtype interface
- f1 = get_blas_funcs('gemm', dtype=np.complex64)
- assert_equal(f1.typecode, 'c')
- f1 = get_blas_funcs('gemm', dtype='F')
- assert_equal(f1.typecode, 'c')
- # extended precision complex
- f1 = get_blas_funcs('gemm', dtype=np.longcomplex)
- assert_equal(f1.typecode, 'z')
- # check safe complex upcasting
- f1 = get_blas_funcs('axpy',
- (np.empty((2, 2), dtype=np.float64),
- np.empty((2, 2), dtype=np.complex64))
- )
- assert_equal(f1.typecode, 'z')
- def test_get_blas_funcs_alias():
- # check alias for get_blas_funcs
- f, g = get_blas_funcs(('nrm2', 'dot'), dtype=np.complex64)
- assert f.typecode == 'c'
- assert g.typecode == 'c'
- f, g, h = get_blas_funcs(('dot', 'dotc', 'dotu'), dtype=np.float64)
- assert f is g
- assert f is h
- class TestCBLAS1Simple(object):
- def test_axpy(self):
- for p in 'sd':
- f = getattr(cblas, p+'axpy', None)
- if f is None:
- continue
- assert_array_almost_equal(f([1, 2, 3], [2, -1, 3], a=5),
- [7, 9, 18])
- for p in 'cz':
- f = getattr(cblas, p+'axpy', None)
- if f is None:
- continue
- assert_array_almost_equal(f([1, 2j, 3], [2, -1, 3], a=5),
- [7, 10j-1, 18])
- class TestFBLAS1Simple(object):
- def test_axpy(self):
- for p in 'sd':
- f = getattr(fblas, p+'axpy', None)
- if f is None:
- continue
- assert_array_almost_equal(f([1, 2, 3], [2, -1, 3], a=5),
- [7, 9, 18])
- for p in 'cz':
- f = getattr(fblas, p+'axpy', None)
- if f is None:
- continue
- assert_array_almost_equal(f([1, 2j, 3], [2, -1, 3], a=5),
- [7, 10j-1, 18])
- def test_copy(self):
- for p in 'sd':
- f = getattr(fblas, p+'copy', None)
- if f is None:
- continue
- assert_array_almost_equal(f([3, 4, 5], [8]*3), [3, 4, 5])
- for p in 'cz':
- f = getattr(fblas, p+'copy', None)
- if f is None:
- continue
- assert_array_almost_equal(f([3, 4j, 5+3j], [8]*3), [3, 4j, 5+3j])
- def test_asum(self):
- for p in 'sd':
- f = getattr(fblas, p+'asum', None)
- if f is None:
- continue
- assert_almost_equal(f([3, -4, 5]), 12)
- for p in ['sc', 'dz']:
- f = getattr(fblas, p+'asum', None)
- if f is None:
- continue
- assert_almost_equal(f([3j, -4, 3-4j]), 14)
- def test_dot(self):
- for p in 'sd':
- f = getattr(fblas, p+'dot', None)
- if f is None:
- continue
- assert_almost_equal(f([3, -4, 5], [2, 5, 1]), -9)
- def test_complex_dotu(self):
- for p in 'cz':
- f = getattr(fblas, p+'dotu', None)
- if f is None:
- continue
- assert_almost_equal(f([3j, -4, 3-4j], [2, 3, 1]), -9+2j)
- def test_complex_dotc(self):
- for p in 'cz':
- f = getattr(fblas, p+'dotc', None)
- if f is None:
- continue
- assert_almost_equal(f([3j, -4, 3-4j], [2, 3j, 1]), 3-14j)
- def test_nrm2(self):
- for p in 'sd':
- f = getattr(fblas, p+'nrm2', None)
- if f is None:
- continue
- assert_almost_equal(f([3, -4, 5]), math.sqrt(50))
- for p in ['c', 'z', 'sc', 'dz']:
- f = getattr(fblas, p+'nrm2', None)
- if f is None:
- continue
- assert_almost_equal(f([3j, -4, 3-4j]), math.sqrt(50))
- def test_scal(self):
- for p in 'sd':
- f = getattr(fblas, p+'scal', None)
- if f is None:
- continue
- assert_array_almost_equal(f(2, [3, -4, 5]), [6, -8, 10])
- for p in 'cz':
- f = getattr(fblas, p+'scal', None)
- if f is None:
- continue
- assert_array_almost_equal(f(3j, [3j, -4, 3-4j]), [-9, -12j, 12+9j])
- for p in ['cs', 'zd']:
- f = getattr(fblas, p+'scal', None)
- if f is None:
- continue
- assert_array_almost_equal(f(3, [3j, -4, 3-4j]), [9j, -12, 9-12j])
- def test_swap(self):
- for p in 'sd':
- f = getattr(fblas, p+'swap', None)
- if f is None:
- continue
- x, y = [2, 3, 1], [-2, 3, 7]
- x1, y1 = f(x, y)
- assert_array_almost_equal(x1, y)
- assert_array_almost_equal(y1, x)
- for p in 'cz':
- f = getattr(fblas, p+'swap', None)
- if f is None:
- continue
- x, y = [2, 3j, 1], [-2, 3, 7-3j]
- x1, y1 = f(x, y)
- assert_array_almost_equal(x1, y)
- assert_array_almost_equal(y1, x)
- def test_amax(self):
- for p in 'sd':
- f = getattr(fblas, 'i'+p+'amax')
- assert_equal(f([-2, 4, 3]), 1)
- for p in 'cz':
- f = getattr(fblas, 'i'+p+'amax')
- assert_equal(f([-5, 4+3j, 6]), 1)
- # XXX: need tests for rot,rotm,rotg,rotmg
- class TestFBLAS2Simple(object):
- def test_gemv(self):
- for p in 'sd':
- f = getattr(fblas, p+'gemv', None)
- if f is None:
- continue
- assert_array_almost_equal(f(3, [[3]], [-4]), [-36])
- assert_array_almost_equal(f(3, [[3]], [-4], 3, [5]), [-21])
- for p in 'cz':
- f = getattr(fblas, p+'gemv', None)
- if f is None:
- continue
- assert_array_almost_equal(f(3j, [[3-4j]], [-4]), [-48-36j])
- assert_array_almost_equal(f(3j, [[3-4j]], [-4], 3, [5j]),
- [-48-21j])
- def test_ger(self):
- for p in 'sd':
- f = getattr(fblas, p+'ger', None)
- if f is None:
- continue
- assert_array_almost_equal(f(1, [1, 2], [3, 4]), [[3, 4], [6, 8]])
- assert_array_almost_equal(f(2, [1, 2, 3], [3, 4]),
- [[6, 8], [12, 16], [18, 24]])
- assert_array_almost_equal(f(1, [1, 2], [3, 4],
- a=[[1, 2], [3, 4]]), [[4, 6], [9, 12]])
- for p in 'cz':
- f = getattr(fblas, p+'geru', None)
- if f is None:
- continue
- assert_array_almost_equal(f(1, [1j, 2], [3, 4]),
- [[3j, 4j], [6, 8]])
- assert_array_almost_equal(f(-2, [1j, 2j, 3j], [3j, 4j]),
- [[6, 8], [12, 16], [18, 24]])
- for p in 'cz':
- for name in ('ger', 'gerc'):
- f = getattr(fblas, p+name, None)
- if f is None:
- continue
- assert_array_almost_equal(f(1, [1j, 2], [3, 4]),
- [[3j, 4j], [6, 8]])
- assert_array_almost_equal(f(2, [1j, 2j, 3j], [3j, 4j]),
- [[6, 8], [12, 16], [18, 24]])
- def test_syr_her(self):
- x = np.arange(1, 5, dtype='d')
- resx = np.triu(x[:, np.newaxis] * x)
- resx_reverse = np.triu(x[::-1, np.newaxis] * x[::-1])
- y = np.linspace(0, 8.5, 17, endpoint=False)
- z = np.arange(1, 9, dtype='d').view('D')
- resz = np.triu(z[:, np.newaxis] * z)
- resz_reverse = np.triu(z[::-1, np.newaxis] * z[::-1])
- rehz = np.triu(z[:, np.newaxis] * z.conj())
- rehz_reverse = np.triu(z[::-1, np.newaxis] * z[::-1].conj())
- w = np.c_[np.zeros(4), z, np.zeros(4)].ravel()
- for p, rtol in zip('sd', [1e-7, 1e-14]):
- f = getattr(fblas, p+'syr', None)
- if f is None:
- continue
- assert_allclose(f(1.0, x), resx, rtol=rtol)
- assert_allclose(f(1.0, x, lower=True), resx.T, rtol=rtol)
- assert_allclose(f(1.0, y, incx=2, offx=2, n=4), resx, rtol=rtol)
- # negative increments imply reversed vectors in blas
- assert_allclose(f(1.0, y, incx=-2, offx=2, n=4),
- resx_reverse, rtol=rtol)
- a = np.zeros((4, 4), 'f' if p == 's' else 'd', 'F')
- b = f(1.0, x, a=a, overwrite_a=True)
- assert_allclose(a, resx, rtol=rtol)
- b = f(2.0, x, a=a)
- assert_(a is not b)
- assert_allclose(b, 3*resx, rtol=rtol)
- assert_raises(Exception, f, 1.0, x, incx=0)
- assert_raises(Exception, f, 1.0, x, offx=5)
- assert_raises(Exception, f, 1.0, x, offx=-2)
- assert_raises(Exception, f, 1.0, x, n=-2)
- assert_raises(Exception, f, 1.0, x, n=5)
- assert_raises(Exception, f, 1.0, x, lower=2)
- assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F'))
- for p, rtol in zip('cz', [1e-7, 1e-14]):
- f = getattr(fblas, p+'syr', None)
- if f is None:
- continue
- assert_allclose(f(1.0, z), resz, rtol=rtol)
- assert_allclose(f(1.0, z, lower=True), resz.T, rtol=rtol)
- assert_allclose(f(1.0, w, incx=3, offx=1, n=4), resz, rtol=rtol)
- # negative increments imply reversed vectors in blas
- assert_allclose(f(1.0, w, incx=-3, offx=1, n=4),
- resz_reverse, rtol=rtol)
- a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F')
- b = f(1.0, z, a=a, overwrite_a=True)
- assert_allclose(a, resz, rtol=rtol)
- b = f(2.0, z, a=a)
- assert_(a is not b)
- assert_allclose(b, 3*resz, rtol=rtol)
- assert_raises(Exception, f, 1.0, x, incx=0)
- assert_raises(Exception, f, 1.0, x, offx=5)
- assert_raises(Exception, f, 1.0, x, offx=-2)
- assert_raises(Exception, f, 1.0, x, n=-2)
- assert_raises(Exception, f, 1.0, x, n=5)
- assert_raises(Exception, f, 1.0, x, lower=2)
- assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F'))
- for p, rtol in zip('cz', [1e-7, 1e-14]):
- f = getattr(fblas, p+'her', None)
- if f is None:
- continue
- assert_allclose(f(1.0, z), rehz, rtol=rtol)
- assert_allclose(f(1.0, z, lower=True), rehz.T.conj(), rtol=rtol)
- assert_allclose(f(1.0, w, incx=3, offx=1, n=4), rehz, rtol=rtol)
- # negative increments imply reversed vectors in blas
- assert_allclose(f(1.0, w, incx=-3, offx=1, n=4),
- rehz_reverse, rtol=rtol)
- a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F')
- b = f(1.0, z, a=a, overwrite_a=True)
- assert_allclose(a, rehz, rtol=rtol)
- b = f(2.0, z, a=a)
- assert_(a is not b)
- assert_allclose(b, 3*rehz, rtol=rtol)
- assert_raises(Exception, f, 1.0, x, incx=0)
- assert_raises(Exception, f, 1.0, x, offx=5)
- assert_raises(Exception, f, 1.0, x, offx=-2)
- assert_raises(Exception, f, 1.0, x, n=-2)
- assert_raises(Exception, f, 1.0, x, n=5)
- assert_raises(Exception, f, 1.0, x, lower=2)
- assert_raises(Exception, f, 1.0, x, a=np.zeros((2, 2), 'd', 'F'))
- def test_syr2(self):
- x = np.arange(1, 5, dtype='d')
- y = np.arange(5, 9, dtype='d')
- resxy = np.triu(x[:, np.newaxis] * y + y[:, np.newaxis] * x)
- resxy_reverse = np.triu(x[::-1, np.newaxis] * y[::-1]
- + y[::-1, np.newaxis] * x[::-1])
- q = np.linspace(0, 8.5, 17, endpoint=False)
- for p, rtol in zip('sd', [1e-7, 1e-14]):
- f = getattr(fblas, p+'syr2', None)
- if f is None:
- continue
- assert_allclose(f(1.0, x, y), resxy, rtol=rtol)
- assert_allclose(f(1.0, x, y, n=3), resxy[:3, :3], rtol=rtol)
- assert_allclose(f(1.0, x, y, lower=True), resxy.T, rtol=rtol)
- assert_allclose(f(1.0, q, q, incx=2, offx=2, incy=2, offy=10),
- resxy, rtol=rtol)
- assert_allclose(f(1.0, q, q, incx=2, offx=2, incy=2, offy=10, n=3),
- resxy[:3, :3], rtol=rtol)
- # negative increments imply reversed vectors in blas
- assert_allclose(f(1.0, q, q, incx=-2, offx=2, incy=-2, offy=10),
- resxy_reverse, rtol=rtol)
- a = np.zeros((4, 4), 'f' if p == 's' else 'd', 'F')
- b = f(1.0, x, y, a=a, overwrite_a=True)
- assert_allclose(a, resxy, rtol=rtol)
- b = f(2.0, x, y, a=a)
- assert_(a is not b)
- assert_allclose(b, 3*resxy, rtol=rtol)
- assert_raises(Exception, f, 1.0, x, y, incx=0)
- assert_raises(Exception, f, 1.0, x, y, offx=5)
- assert_raises(Exception, f, 1.0, x, y, offx=-2)
- assert_raises(Exception, f, 1.0, x, y, incy=0)
- assert_raises(Exception, f, 1.0, x, y, offy=5)
- assert_raises(Exception, f, 1.0, x, y, offy=-2)
- assert_raises(Exception, f, 1.0, x, y, n=-2)
- assert_raises(Exception, f, 1.0, x, y, n=5)
- assert_raises(Exception, f, 1.0, x, y, lower=2)
- assert_raises(Exception, f, 1.0, x, y,
- a=np.zeros((2, 2), 'd', 'F'))
- def test_her2(self):
- x = np.arange(1, 9, dtype='d').view('D')
- y = np.arange(9, 17, dtype='d').view('D')
- resxy = x[:, np.newaxis] * y.conj() + y[:, np.newaxis] * x.conj()
- resxy = np.triu(resxy)
- resxy_reverse = x[::-1, np.newaxis] * y[::-1].conj()
- resxy_reverse += y[::-1, np.newaxis] * x[::-1].conj()
- resxy_reverse = np.triu(resxy_reverse)
- u = np.c_[np.zeros(4), x, np.zeros(4)].ravel()
- v = np.c_[np.zeros(4), y, np.zeros(4)].ravel()
- for p, rtol in zip('cz', [1e-7, 1e-14]):
- f = getattr(fblas, p+'her2', None)
- if f is None:
- continue
- assert_allclose(f(1.0, x, y), resxy, rtol=rtol)
- assert_allclose(f(1.0, x, y, n=3), resxy[:3, :3], rtol=rtol)
- assert_allclose(f(1.0, x, y, lower=True), resxy.T.conj(),
- rtol=rtol)
- assert_allclose(f(1.0, u, v, incx=3, offx=1, incy=3, offy=1),
- resxy, rtol=rtol)
- assert_allclose(f(1.0, u, v, incx=3, offx=1, incy=3, offy=1, n=3),
- resxy[:3, :3], rtol=rtol)
- # negative increments imply reversed vectors in blas
- assert_allclose(f(1.0, u, v, incx=-3, offx=1, incy=-3, offy=1),
- resxy_reverse, rtol=rtol)
- a = np.zeros((4, 4), 'F' if p == 'c' else 'D', 'F')
- b = f(1.0, x, y, a=a, overwrite_a=True)
- assert_allclose(a, resxy, rtol=rtol)
- b = f(2.0, x, y, a=a)
- assert_(a is not b)
- assert_allclose(b, 3*resxy, rtol=rtol)
- assert_raises(Exception, f, 1.0, x, y, incx=0)
- assert_raises(Exception, f, 1.0, x, y, offx=5)
- assert_raises(Exception, f, 1.0, x, y, offx=-2)
- assert_raises(Exception, f, 1.0, x, y, incy=0)
- assert_raises(Exception, f, 1.0, x, y, offy=5)
- assert_raises(Exception, f, 1.0, x, y, offy=-2)
- assert_raises(Exception, f, 1.0, x, y, n=-2)
- assert_raises(Exception, f, 1.0, x, y, n=5)
- assert_raises(Exception, f, 1.0, x, y, lower=2)
- assert_raises(Exception, f, 1.0, x, y,
- a=np.zeros((2, 2), 'd', 'F'))
- def test_gbmv(self):
- seed(1234)
- for ind, dtype in enumerate(DTYPES):
- n = 7
- m = 5
- kl = 1
- ku = 2
- # fake a banded matrix via toeplitz
- A = toeplitz(append(rand(kl+1), zeros(m-kl-1)),
- append(rand(ku+1), zeros(n-ku-1)))
- A = A.astype(dtype)
- Ab = zeros((kl+ku+1, n), dtype=dtype)
- # Form the banded storage
- Ab[2, :5] = A[0, 0] # diag
- Ab[1, 1:6] = A[0, 1] # sup1
- Ab[0, 2:7] = A[0, 2] # sup2
- Ab[3, :4] = A[1, 0] # sub1
- x = rand(n).astype(dtype)
- y = rand(m).astype(dtype)
- alpha, beta = dtype(3), dtype(-5)
- func, = get_blas_funcs(('gbmv',), dtype=dtype)
- y1 = func(m=m, n=n, ku=ku, kl=kl, alpha=alpha, a=Ab,
- x=x, y=y, beta=beta)
- y2 = alpha * A.dot(x) + beta * y
- assert_array_almost_equal(y1, y2)
- def test_sbmv_hbmv(self):
- seed(1234)
- for ind, dtype in enumerate(DTYPES):
- n = 6
- k = 2
- A = zeros((n, n), dtype=dtype)
- Ab = zeros((k+1, n), dtype=dtype)
- # Form the array and its packed banded storage
- A[arange(n), arange(n)] = rand(n)
- for ind2 in range(1, k+1):
- temp = rand(n-ind2)
- A[arange(n-ind2), arange(ind2, n)] = temp
- Ab[-1-ind2, ind2:] = temp
- A = A.astype(dtype)
- A = A + A.T if ind < 2 else A + A.conj().T
- Ab[-1, :] = diag(A)
- x = rand(n).astype(dtype)
- y = rand(n).astype(dtype)
- alpha, beta = dtype(1.25), dtype(3)
- if ind > 1:
- func, = get_blas_funcs(('hbmv',), dtype=dtype)
- else:
- func, = get_blas_funcs(('sbmv',), dtype=dtype)
- y1 = func(k=k, alpha=alpha, a=Ab, x=x, y=y, beta=beta)
- y2 = alpha * A.dot(x) + beta * y
- assert_array_almost_equal(y1, y2)
- def test_spmv_hpmv(self):
- seed(1234)
- for ind, dtype in enumerate(DTYPES+COMPLEX_DTYPES):
- n = 3
- A = rand(n, n).astype(dtype)
- if ind > 1:
- A += rand(n, n)*1j
- A = A.astype(dtype)
- A = A + A.T if ind < 4 else A + A.conj().T
- c, r = tril_indices(n)
- Ap = A[r, c]
- x = rand(n).astype(dtype)
- y = rand(n).astype(dtype)
- xlong = arange(2*n).astype(dtype)
- ylong = ones(2*n).astype(dtype)
- alpha, beta = dtype(1.25), dtype(2)
- if ind > 3:
- func, = get_blas_funcs(('hpmv',), dtype=dtype)
- else:
- func, = get_blas_funcs(('spmv',), dtype=dtype)
- y1 = func(n=n, alpha=alpha, ap=Ap, x=x, y=y, beta=beta)
- y2 = alpha * A.dot(x) + beta * y
- assert_array_almost_equal(y1, y2)
- # Test inc and offsets
- y1 = func(n=n-1, alpha=alpha, beta=beta, x=xlong, y=ylong, ap=Ap,
- incx=2, incy=2, offx=n, offy=n)
- y2 = (alpha * A[:-1, :-1]).dot(xlong[3::2]) + beta * ylong[3::2]
- assert_array_almost_equal(y1[3::2], y2)
- assert_almost_equal(y1[4], ylong[4])
- def test_spr_hpr(self):
- seed(1234)
- for ind, dtype in enumerate(DTYPES+COMPLEX_DTYPES):
- n = 3
- A = rand(n, n).astype(dtype)
- if ind > 1:
- A += rand(n, n)*1j
- A = A.astype(dtype)
- A = A + A.T if ind < 4 else A + A.conj().T
- c, r = tril_indices(n)
- Ap = A[r, c]
- x = rand(n).astype(dtype)
- alpha = (DTYPES+COMPLEX_DTYPES)[mod(ind, 4)](2.5)
- if ind > 3:
- func, = get_blas_funcs(('hpr',), dtype=dtype)
- y2 = alpha * x[:, None].dot(x[None, :].conj()) + A
- else:
- func, = get_blas_funcs(('spr',), dtype=dtype)
- y2 = alpha * x[:, None].dot(x[None, :]) + A
- y1 = func(n=n, alpha=alpha, ap=Ap, x=x)
- y1f = zeros((3, 3), dtype=dtype)
- y1f[r, c] = y1
- y1f[c, r] = y1.conj() if ind > 3 else y1
- assert_array_almost_equal(y1f, y2)
- def test_spr2_hpr2(self):
- seed(1234)
- for ind, dtype in enumerate(DTYPES):
- n = 3
- A = rand(n, n).astype(dtype)
- if ind > 1:
- A += rand(n, n)*1j
- A = A.astype(dtype)
- A = A + A.T if ind < 2 else A + A.conj().T
- c, r = tril_indices(n)
- Ap = A[r, c]
- x = rand(n).astype(dtype)
- y = rand(n).astype(dtype)
- alpha = dtype(2)
- if ind > 1:
- func, = get_blas_funcs(('hpr2',), dtype=dtype)
- else:
- func, = get_blas_funcs(('spr2',), dtype=dtype)
- u = alpha.conj() * x[:, None].dot(y[None, :].conj())
- y2 = A + u + u.conj().T
- y1 = func(n=n, alpha=alpha, x=x, y=y, ap=Ap)
- y1f = zeros((3, 3), dtype=dtype)
- y1f[r, c] = y1
- y1f[[1, 2, 2], [0, 0, 1]] = y1[[1, 3, 4]].conj()
- assert_array_almost_equal(y1f, y2)
- def test_tbmv(self):
- seed(1234)
- for ind, dtype in enumerate(DTYPES):
- n = 10
- k = 3
- x = rand(n).astype(dtype)
- A = zeros((n, n), dtype=dtype)
- # Banded upper triangular array
- for sup in range(k+1):
- A[arange(n-sup), arange(sup, n)] = rand(n-sup)
- # Add complex parts for c,z
- if ind > 1:
- A[nonzero(A)] += 1j * rand((k+1)*n-(k*(k+1)//2)).astype(dtype)
- # Form the banded storage
- Ab = zeros((k+1, n), dtype=dtype)
- for row in range(k+1):
- Ab[-row-1, row:] = diag(A, k=row)
- func, = get_blas_funcs(('tbmv',), dtype=dtype)
- y1 = func(k=k, a=Ab, x=x)
- y2 = A.dot(x)
- assert_array_almost_equal(y1, y2)
- y1 = func(k=k, a=Ab, x=x, diag=1)
- A[arange(n), arange(n)] = dtype(1)
- y2 = A.dot(x)
- assert_array_almost_equal(y1, y2)
- y1 = func(k=k, a=Ab, x=x, diag=1, trans=1)
- y2 = A.T.dot(x)
- assert_array_almost_equal(y1, y2)
- y1 = func(k=k, a=Ab, x=x, diag=1, trans=2)
- y2 = A.conj().T.dot(x)
- assert_array_almost_equal(y1, y2)
- def test_tbsv(self):
- seed(1234)
- for ind, dtype in enumerate(DTYPES):
- n = 6
- k = 3
- x = rand(n).astype(dtype)
- A = zeros((n, n), dtype=dtype)
- # Banded upper triangular array
- for sup in range(k+1):
- A[arange(n-sup), arange(sup, n)] = rand(n-sup)
- # Add complex parts for c,z
- if ind > 1:
- A[nonzero(A)] += 1j * rand((k+1)*n-(k*(k+1)//2)).astype(dtype)
- # Form the banded storage
- Ab = zeros((k+1, n), dtype=dtype)
- for row in range(k+1):
- Ab[-row-1, row:] = diag(A, k=row)
- func, = get_blas_funcs(('tbsv',), dtype=dtype)
- y1 = func(k=k, a=Ab, x=x)
- y2 = solve(A, x)
- assert_array_almost_equal(y1, y2)
- y1 = func(k=k, a=Ab, x=x, diag=1)
- A[arange(n), arange(n)] = dtype(1)
- y2 = solve(A, x)
- assert_array_almost_equal(y1, y2)
- y1 = func(k=k, a=Ab, x=x, diag=1, trans=1)
- y2 = solve(A.T, x)
- assert_array_almost_equal(y1, y2)
- y1 = func(k=k, a=Ab, x=x, diag=1, trans=2)
- y2 = solve(A.conj().T, x)
- assert_array_almost_equal(y1, y2)
- def test_tpmv(self):
- seed(1234)
- for ind, dtype in enumerate(DTYPES):
- n = 10
- x = rand(n).astype(dtype)
- # Upper triangular array
- A = triu(rand(n, n)) if ind < 2 else triu(rand(n, n)+rand(n, n)*1j)
- # Form the packed storage
- c, r = tril_indices(n)
- Ap = A[r, c]
- func, = get_blas_funcs(('tpmv',), dtype=dtype)
- y1 = func(n=n, ap=Ap, x=x)
- y2 = A.dot(x)
- assert_array_almost_equal(y1, y2)
- y1 = func(n=n, ap=Ap, x=x, diag=1)
- A[arange(n), arange(n)] = dtype(1)
- y2 = A.dot(x)
- assert_array_almost_equal(y1, y2)
- y1 = func(n=n, ap=Ap, x=x, diag=1, trans=1)
- y2 = A.T.dot(x)
- assert_array_almost_equal(y1, y2)
- y1 = func(n=n, ap=Ap, x=x, diag=1, trans=2)
- y2 = A.conj().T.dot(x)
- assert_array_almost_equal(y1, y2)
- def test_tpsv(self):
- seed(1234)
- for ind, dtype in enumerate(DTYPES):
- n = 10
- x = rand(n).astype(dtype)
- # Upper triangular array
- A = triu(rand(n, n)) if ind < 2 else triu(rand(n, n)+rand(n, n)*1j)
- A += eye(n)
- # Form the packed storage
- c, r = tril_indices(n)
- Ap = A[r, c]
- func, = get_blas_funcs(('tpsv',), dtype=dtype)
- y1 = func(n=n, ap=Ap, x=x)
- y2 = solve(A, x)
- assert_array_almost_equal(y1, y2)
- y1 = func(n=n, ap=Ap, x=x, diag=1)
- A[arange(n), arange(n)] = dtype(1)
- y2 = solve(A, x)
- assert_array_almost_equal(y1, y2)
- y1 = func(n=n, ap=Ap, x=x, diag=1, trans=1)
- y2 = solve(A.T, x)
- assert_array_almost_equal(y1, y2)
- y1 = func(n=n, ap=Ap, x=x, diag=1, trans=2)
- y2 = solve(A.conj().T, x)
- assert_array_almost_equal(y1, y2)
- def test_trmv(self):
- seed(1234)
- for ind, dtype in enumerate(DTYPES):
- n = 3
- A = (rand(n, n)+eye(n)).astype(dtype)
- x = rand(3).astype(dtype)
- func, = get_blas_funcs(('trmv',), dtype=dtype)
- y1 = func(a=A, x=x)
- y2 = triu(A).dot(x)
- assert_array_almost_equal(y1, y2)
- y1 = func(a=A, x=x, diag=1)
- A[arange(n), arange(n)] = dtype(1)
- y2 = triu(A).dot(x)
- assert_array_almost_equal(y1, y2)
- y1 = func(a=A, x=x, diag=1, trans=1)
- y2 = triu(A).T.dot(x)
- assert_array_almost_equal(y1, y2)
- y1 = func(a=A, x=x, diag=1, trans=2)
- y2 = triu(A).conj().T.dot(x)
- assert_array_almost_equal(y1, y2)
- def test_trsv(self):
- seed(1234)
- for ind, dtype in enumerate(DTYPES):
- n = 15
- A = (rand(n, n)+eye(n)).astype(dtype)
- x = rand(n).astype(dtype)
- func, = get_blas_funcs(('trsv',), dtype=dtype)
- y1 = func(a=A, x=x)
- y2 = solve(triu(A), x)
- assert_array_almost_equal(y1, y2)
- y1 = func(a=A, x=x, lower=1)
- y2 = solve(tril(A), x)
- assert_array_almost_equal(y1, y2)
- y1 = func(a=A, x=x, diag=1)
- A[arange(n), arange(n)] = dtype(1)
- y2 = solve(triu(A), x)
- assert_array_almost_equal(y1, y2)
- y1 = func(a=A, x=x, diag=1, trans=1)
- y2 = solve(triu(A).T, x)
- assert_array_almost_equal(y1, y2)
- y1 = func(a=A, x=x, diag=1, trans=2)
- y2 = solve(triu(A).conj().T, x)
- assert_array_almost_equal(y1, y2)
- class TestFBLAS3Simple(object):
- def test_gemm(self):
- for p in 'sd':
- f = getattr(fblas, p+'gemm', None)
- if f is None:
- continue
- assert_array_almost_equal(f(3, [3], [-4]), [[-36]])
- assert_array_almost_equal(f(3, [3], [-4], 3, [5]), [-21])
- for p in 'cz':
- f = getattr(fblas, p+'gemm', None)
- if f is None:
- continue
- assert_array_almost_equal(f(3j, [3-4j], [-4]), [[-48-36j]])
- assert_array_almost_equal(f(3j, [3-4j], [-4], 3, [5j]), [-48-21j])
- def _get_func(func, ps='sdzc'):
- """Just a helper: return a specified BLAS function w/typecode."""
- for p in ps:
- f = getattr(fblas, p+func, None)
- if f is None:
- continue
- yield f
- class TestBLAS3Symm(object):
- def setup_method(self):
- self.a = np.array([[1., 2.],
- [0., 1.]])
- self.b = np.array([[1., 0., 3.],
- [0., -1., 2.]])
- self.c = np.ones((2, 3))
- self.t = np.array([[2., -1., 8.],
- [3., 0., 9.]])
- def test_symm(self):
- for f in _get_func('symm'):
- res = f(a=self.a, b=self.b, c=self.c, alpha=1., beta=1.)
- assert_array_almost_equal(res, self.t)
- res = f(a=self.a.T, b=self.b, lower=1, c=self.c, alpha=1., beta=1.)
- assert_array_almost_equal(res, self.t)
- res = f(a=self.a, b=self.b.T, side=1, c=self.c.T,
- alpha=1., beta=1.)
- assert_array_almost_equal(res, self.t.T)
- def test_summ_wrong_side(self):
- f = getattr(fblas, 'dsymm', None)
- if f is not None:
- assert_raises(Exception, f, **{'a': self.a, 'b': self.b,
- 'alpha': 1, 'side': 1})
- # `side=1` means C <- B*A, hence shapes of A and B are to be
- # compatible. Otherwise, f2py exception is raised
- def test_symm_wrong_uplo(self):
- """SYMM only considers the upper/lower part of A. Hence setting
- wrong value for `lower` (default is lower=0, meaning upper triangle)
- gives a wrong result.
- """
- f = getattr(fblas, 'dsymm', None)
- if f is not None:
- res = f(a=self.a, b=self.b, c=self.c, alpha=1., beta=1.)
- assert np.allclose(res, self.t)
- res = f(a=self.a, b=self.b, lower=1, c=self.c, alpha=1., beta=1.)
- assert not np.allclose(res, self.t)
- class TestBLAS3Syrk(object):
- def setup_method(self):
- self.a = np.array([[1., 0.],
- [0., -2.],
- [2., 3.]])
- self.t = np.array([[1., 0., 2.],
- [0., 4., -6.],
- [2., -6., 13.]])
- self.tt = np.array([[5., 6.],
- [6., 13.]])
- def test_syrk(self):
- for f in _get_func('syrk'):
- c = f(a=self.a, alpha=1.)
- assert_array_almost_equal(np.triu(c), np.triu(self.t))
- c = f(a=self.a, alpha=1., lower=1)
- assert_array_almost_equal(np.tril(c), np.tril(self.t))
- c0 = np.ones(self.t.shape)
- c = f(a=self.a, alpha=1., beta=1., c=c0)
- assert_array_almost_equal(np.triu(c), np.triu(self.t+c0))
- c = f(a=self.a, alpha=1., trans=1)
- assert_array_almost_equal(np.triu(c), np.triu(self.tt))
- # prints '0-th dimension must be fixed to 3 but got 5',
- # FIXME: suppress?
- # FIXME: how to catch the _fblas.error?
- def test_syrk_wrong_c(self):
- f = getattr(fblas, 'dsyrk', None)
- if f is not None:
- assert_raises(Exception, f, **{'a': self.a, 'alpha': 1.,
- 'c': np.ones((5, 8))})
- # if C is supplied, it must have compatible dimensions
- class TestBLAS3Syr2k(object):
- def setup_method(self):
- self.a = np.array([[1., 0.],
- [0., -2.],
- [2., 3.]])
- self.b = np.array([[0., 1.],
- [1., 0.],
- [0, 1.]])
- self.t = np.array([[0., -1., 3.],
- [-1., 0., 0.],
- [3., 0., 6.]])
- self.tt = np.array([[0., 1.],
- [1., 6]])
- def test_syr2k(self):
- for f in _get_func('syr2k'):
- c = f(a=self.a, b=self.b, alpha=1.)
- assert_array_almost_equal(np.triu(c), np.triu(self.t))
- c = f(a=self.a, b=self.b, alpha=1., lower=1)
- assert_array_almost_equal(np.tril(c), np.tril(self.t))
- c0 = np.ones(self.t.shape)
- c = f(a=self.a, b=self.b, alpha=1., beta=1., c=c0)
- assert_array_almost_equal(np.triu(c), np.triu(self.t+c0))
- c = f(a=self.a, b=self.b, alpha=1., trans=1)
- assert_array_almost_equal(np.triu(c), np.triu(self.tt))
- # prints '0-th dimension must be fixed to 3 but got 5', FIXME: suppress?
- def test_syr2k_wrong_c(self):
- f = getattr(fblas, 'dsyr2k', None)
- if f is not None:
- assert_raises(Exception, f, **{'a': self.a,
- 'b': self.b,
- 'alpha': 1.,
- 'c': np.zeros((15, 8))})
- # if C is supplied, it must have compatible dimensions
- class TestSyHe(object):
- """Quick and simple tests for (zc)-symm, syrk, syr2k."""
- def setup_method(self):
- self.sigma_y = np.array([[0., -1.j],
- [1.j, 0.]])
- def test_symm_zc(self):
- for f in _get_func('symm', 'zc'):
- # NB: a is symmetric w/upper diag of ONLY
- res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
- assert_array_almost_equal(np.triu(res), np.diag([1, -1]))
- def test_hemm_zc(self):
- for f in _get_func('hemm', 'zc'):
- # NB: a is hermitian w/upper diag of ONLY
- res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
- assert_array_almost_equal(np.triu(res), np.diag([1, 1]))
- def test_syrk_zr(self):
- for f in _get_func('syrk', 'zc'):
- res = f(a=self.sigma_y, alpha=1.)
- assert_array_almost_equal(np.triu(res), np.diag([-1, -1]))
- def test_herk_zr(self):
- for f in _get_func('herk', 'zc'):
- res = f(a=self.sigma_y, alpha=1.)
- assert_array_almost_equal(np.triu(res), np.diag([1, 1]))
- def test_syr2k_zr(self):
- for f in _get_func('syr2k', 'zc'):
- res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
- assert_array_almost_equal(np.triu(res), 2.*np.diag([-1, -1]))
- def test_her2k_zr(self):
- for f in _get_func('her2k', 'zc'):
- res = f(a=self.sigma_y, b=self.sigma_y, alpha=1.)
- assert_array_almost_equal(np.triu(res), 2.*np.diag([1, 1]))
- class TestTRMM(object):
- """Quick and simple tests for dtrmm."""
- def setup_method(self):
- self.a = np.array([[1., 2., ],
- [-2., 1.]])
- self.b = np.array([[3., 4., -1.],
- [5., 6., -2.]])
- def test_ab(self):
- f = getattr(fblas, 'dtrmm', None)
- if f is not None:
- result = f(1., self.a, self.b)
- # default a is upper triangular
- expected = np.array([[13., 16., -5.],
- [5., 6., -2.]])
- assert_array_almost_equal(result, expected)
- def test_ab_lower(self):
- f = getattr(fblas, 'dtrmm', None)
- if f is not None:
- result = f(1., self.a, self.b, lower=True)
- expected = np.array([[3., 4., -1.],
- [-1., -2., 0.]]) # now a is lower triangular
- assert_array_almost_equal(result, expected)
- def test_b_overwrites(self):
- # BLAS dtrmm modifies B argument in-place.
- # Here the default is to copy, but this can be overridden
- f = getattr(fblas, 'dtrmm', None)
- if f is not None:
- for overwr in [True, False]:
- bcopy = self.b.copy()
- result = f(1., self.a, bcopy, overwrite_b=overwr)
- # C-contiguous arrays are copied
- assert_(bcopy.flags.f_contiguous is False and
- np.may_share_memory(bcopy, result) is False)
- assert_equal(bcopy, self.b)
- bcopy = np.asfortranarray(self.b.copy()) # or just transpose it
- result = f(1., self.a, bcopy, overwrite_b=True)
- assert_(bcopy.flags.f_contiguous is True and
- np.may_share_memory(bcopy, result) is True)
- assert_array_almost_equal(bcopy, result)
- def test_trsm():
- seed(1234)
- for ind, dtype in enumerate(DTYPES):
- tol = np.finfo(dtype).eps*1000
- func, = get_blas_funcs(('trsm',), dtype=dtype)
- # Test protection against size mismatches
- A = rand(4, 5).astype(dtype)
- B = rand(4, 4).astype(dtype)
- alpha = dtype(1)
- assert_raises(Exception, func, alpha, A, B)
- assert_raises(Exception, func, alpha, A.T, B)
- n = 8
- m = 7
- alpha = dtype(-2.5)
- A = (rand(m, m) if ind < 2 else rand(m, m) + rand(m, m)*1j) + eye(m)
- A = A.astype(dtype)
- Au = triu(A)
- Al = tril(A)
- B1 = rand(m, n).astype(dtype)
- B2 = rand(n, m).astype(dtype)
- x1 = func(alpha=alpha, a=A, b=B1)
- assert_equal(B1.shape, x1.shape)
- x2 = solve(Au, alpha*B1)
- assert_allclose(x1, x2, atol=tol)
- x1 = func(alpha=alpha, a=A, b=B1, trans_a=1)
- x2 = solve(Au.T, alpha*B1)
- assert_allclose(x1, x2, atol=tol)
- x1 = func(alpha=alpha, a=A, b=B1, trans_a=2)
- x2 = solve(Au.conj().T, alpha*B1)
- assert_allclose(x1, x2, atol=tol)
- x1 = func(alpha=alpha, a=A, b=B1, diag=1)
- Au[arange(m), arange(m)] = dtype(1)
- x2 = solve(Au, alpha*B1)
- assert_allclose(x1, x2, atol=tol)
- x1 = func(alpha=alpha, a=A, b=B2, diag=1, side=1)
- x2 = solve(Au.conj().T, alpha*B2.conj().T)
- assert_allclose(x1, x2.conj().T, atol=tol)
- x1 = func(alpha=alpha, a=A, b=B2, diag=1, side=1, lower=1)
- Al[arange(m), arange(m)] = dtype(1)
- x2 = solve(Al.conj().T, alpha*B2.conj().T)
- assert_allclose(x1, x2.conj().T, atol=tol)
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