"""Test functions for the sparse.linalg._expm_multiply module
"""
from __future__ import division, print_function, absolute_import
import numpy as np
from numpy.testing import assert_allclose, assert_, assert_equal
from scipy._lib._numpy_compat import suppress_warnings
from scipy.sparse import SparseEfficiencyWarning
import scipy.linalg
from scipy.sparse.linalg._expm_multiply import (_theta, _compute_p_max,
_onenormest_matrix_power, expm_multiply, _expm_multiply_simple,
_expm_multiply_interval)
def less_than_or_close(a, b):
return np.allclose(a, b) or (a < b)
class TestExpmActionSimple(object):
"""
These tests do not consider the case of multiple time steps in one call.
"""
def test_theta_monotonicity(self):
pairs = sorted(_theta.items())
for (m_a, theta_a), (m_b, theta_b) in zip(pairs[:-1], pairs[1:]):
assert_(theta_a < theta_b)
def test_p_max_default(self):
m_max = 55
expected_p_max = 8
observed_p_max = _compute_p_max(m_max)
assert_equal(observed_p_max, expected_p_max)
def test_p_max_range(self):
for m_max in range(1, 55+1):
p_max = _compute_p_max(m_max)
assert_(p_max*(p_max - 1) <= m_max + 1)
p_too_big = p_max + 1
assert_(p_too_big*(p_too_big - 1) > m_max + 1)
def test_onenormest_matrix_power(self):
np.random.seed(1234)
n = 40
nsamples = 10
for i in range(nsamples):
A = scipy.linalg.inv(np.random.randn(n, n))
for p in range(4):
if not p:
M = np.identity(n)
else:
M = np.dot(M, A)
estimated = _onenormest_matrix_power(A, p)
exact = np.linalg.norm(M, 1)
assert_(less_than_or_close(estimated, exact))
assert_(less_than_or_close(exact, 3*estimated))
def test_expm_multiply(self):
np.random.seed(1234)
n = 40
k = 3
nsamples = 10
for i in range(nsamples):
A = scipy.linalg.inv(np.random.randn(n, n))
B = np.random.randn(n, k)
observed = expm_multiply(A, B)
expected = np.dot(scipy.linalg.expm(A), B)
assert_allclose(observed, expected)
def test_matrix_vector_multiply(self):
np.random.seed(1234)
n = 40
nsamples = 10
for i in range(nsamples):
A = scipy.linalg.inv(np.random.randn(n, n))
v = np.random.randn(n)
observed = expm_multiply(A, v)
expected = np.dot(scipy.linalg.expm(A), v)
assert_allclose(observed, expected)
def test_scaled_expm_multiply(self):
np.random.seed(1234)
n = 40
k = 3
nsamples = 10
for i in range(nsamples):
for t in (0.2, 1.0, 1.5):
with np.errstate(invalid='ignore'):
A = scipy.linalg.inv(np.random.randn(n, n))
B = np.random.randn(n, k)
observed = _expm_multiply_simple(A, B, t=t)
expected = np.dot(scipy.linalg.expm(t*A), B)
assert_allclose(observed, expected)
def test_scaled_expm_multiply_single_timepoint(self):
np.random.seed(1234)
t = 0.1
n = 5
k = 2
A = np.random.randn(n, n)
B = np.random.randn(n, k)
observed = _expm_multiply_simple(A, B, t=t)
expected = scipy.linalg.expm(t*A).dot(B)
assert_allclose(observed, expected)
def test_sparse_expm_multiply(self):
np.random.seed(1234)
n = 40
k = 3
nsamples = 10
for i in range(nsamples):
A = scipy.sparse.rand(n, n, density=0.05)
B = np.random.randn(n, k)
observed = expm_multiply(A, B)
with suppress_warnings() as sup:
sup.filter(SparseEfficiencyWarning,
"splu requires CSC matrix format")
sup.filter(SparseEfficiencyWarning,
"spsolve is more efficient when sparse b is in the CSC matrix format")
expected = scipy.linalg.expm(A).dot(B)
assert_allclose(observed, expected)
def test_complex(self):
A = np.array([
[1j, 1j],
[0, 1j]], dtype=complex)
B = np.array([1j, 1j])
observed = expm_multiply(A, B)
expected = np.array([
1j * np.exp(1j) + 1j * (1j*np.cos(1) - np.sin(1)),
1j * np.exp(1j)], dtype=complex)
assert_allclose(observed, expected)
class TestExpmActionInterval(object):
def test_sparse_expm_multiply_interval(self):
np.random.seed(1234)
start = 0.1
stop = 3.2
n = 40
k = 3
endpoint = True
for num in (14, 13, 2):
A = scipy.sparse.rand(n, n, density=0.05)
B = np.random.randn(n, k)
v = np.random.randn(n)
for target in (B, v):
X = expm_multiply(A, target,
start=start, stop=stop, num=num, endpoint=endpoint)
samples = np.linspace(start=start, stop=stop,
num=num, endpoint=endpoint)
with suppress_warnings() as sup:
sup.filter(SparseEfficiencyWarning,
"splu requires CSC matrix format")
sup.filter(SparseEfficiencyWarning,
"spsolve is more efficient when sparse b is in the CSC matrix format")
for solution, t in zip(X, samples):
assert_allclose(solution,
scipy.linalg.expm(t*A).dot(target))
def test_expm_multiply_interval_vector(self):
np.random.seed(1234)
start = 0.1
stop = 3.2
endpoint = True
for num in (14, 13, 2):
for n in (1, 2, 5, 20, 40):
A = scipy.linalg.inv(np.random.randn(n, n))
v = np.random.randn(n)
X = expm_multiply(A, v,
start=start, stop=stop, num=num, endpoint=endpoint)
samples = np.linspace(start=start, stop=stop,
num=num, endpoint=endpoint)
for solution, t in zip(X, samples):
assert_allclose(solution, scipy.linalg.expm(t*A).dot(v))
def test_expm_multiply_interval_matrix(self):
np.random.seed(1234)
start = 0.1
stop = 3.2
endpoint = True
for num in (14, 13, 2):
for n in (1, 2, 5, 20, 40):
for k in (1, 2):
A = scipy.linalg.inv(np.random.randn(n, n))
B = np.random.randn(n, k)
X = expm_multiply(A, B,
start=start, stop=stop, num=num, endpoint=endpoint)
samples = np.linspace(start=start, stop=stop,
num=num, endpoint=endpoint)
for solution, t in zip(X, samples):
assert_allclose(solution, scipy.linalg.expm(t*A).dot(B))
def test_sparse_expm_multiply_interval_dtypes(self):
# Test A & B int
A = scipy.sparse.diags(np.arange(5),format='csr', dtype=int)
B = np.ones(5, dtype=int)
Aexpm = scipy.sparse.diags(np.exp(np.arange(5)),format='csr')
assert_allclose(expm_multiply(A,B,0,1)[-1], Aexpm.dot(B))
# Test A complex, B int
A = scipy.sparse.diags(-1j*np.arange(5),format='csr', dtype=complex)
B = np.ones(5, dtype=int)
Aexpm = scipy.sparse.diags(np.exp(-1j*np.arange(5)),format='csr')
assert_allclose(expm_multiply(A,B,0,1)[-1], Aexpm.dot(B))
# Test A int, B complex
A = scipy.sparse.diags(np.arange(5),format='csr', dtype=int)
B = 1j*np.ones(5, dtype=complex)
Aexpm = scipy.sparse.diags(np.exp(np.arange(5)),format='csr')
assert_allclose(expm_multiply(A,B,0,1)[-1], Aexpm.dot(B))
def test_expm_multiply_interval_status_0(self):
self._help_test_specific_expm_interval_status(0)
def test_expm_multiply_interval_status_1(self):
self._help_test_specific_expm_interval_status(1)
def test_expm_multiply_interval_status_2(self):
self._help_test_specific_expm_interval_status(2)
def _help_test_specific_expm_interval_status(self, target_status):
np.random.seed(1234)
start = 0.1
stop = 3.2
num = 13
endpoint = True
n = 5
k = 2
nrepeats = 10
nsuccesses = 0
for num in [14, 13, 2] * nrepeats:
A = np.random.randn(n, n)
B = np.random.randn(n, k)
status = _expm_multiply_interval(A, B,
start=start, stop=stop, num=num, endpoint=endpoint,
status_only=True)
if status == target_status:
X, status = _expm_multiply_interval(A, B,
start=start, stop=stop, num=num, endpoint=endpoint,
status_only=False)
assert_equal(X.shape, (num, n, k))
samples = np.linspace(start=start, stop=stop,
num=num, endpoint=endpoint)
for solution, t in zip(X, samples):
assert_allclose(solution, scipy.linalg.expm(t*A).dot(B))
nsuccesses += 1
if not nsuccesses:
msg = 'failed to find a status-' + str(target_status) + ' interval'
raise Exception(msg)