Repository URL to install this package:
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Version:
1.2.1 ▾
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"""
Copyright 2013 Steven Diamond
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
"""
import sys
import unittest
from typing import Tuple
import numpy
import scipy.sparse as sp
import cvxpy.interface.matrix_utilities as intf
from cvxpy.constraints.constraint import Constraint
from cvxpy.expressions.expression import Expression
from cvxpy.expressions.variable import Variable
PY35 = sys.version_info >= (3, 5)
class TestMatrices(unittest.TestCase):
""" Unit tests for testing different forms of matrices as constants. """
def assertExpression(self, expr, shape: Tuple[int, ...]) -> None:
"""Asserts that expr is an Expression with dimension shape.
"""
assert isinstance(expr, Expression) or isinstance(expr, Constraint)
self.assertEqual(expr.shape, shape)
def setUp(self) -> None:
self.a = Variable(name='a')
self.b = Variable(name='b')
self.c = Variable(name='c')
self.x = Variable(2, name='x')
self.y = Variable(3, name='y')
self.z = Variable(2, name='z')
self.A = Variable((2, 2), name='A')
self.B = Variable((2, 2), name='B')
self.C = Variable((3, 2), name='C')
# Test numpy arrays
def test_numpy_arrays(self) -> None:
# Vector
v = numpy.arange(2)
self.assertExpression(self.x + v, (2,))
self.assertExpression(v + self.x, (2,))
self.assertExpression(self.x - v, (2,))
self.assertExpression(v - self.x, (2,))
self.assertExpression(self.x <= v, (2,))
self.assertExpression(v <= self.x, (2,))
self.assertExpression(self.x == v, (2,))
self.assertExpression(v == self.x, (2,))
# Matrix
A = numpy.arange(8).reshape((4, 2))
self.assertExpression(A @ self.x, (4,))
# PSD inequalities.
A = numpy.ones((2, 2))
self.assertExpression(A << self.A, (2, 2))
self.assertExpression(A >> self.A, (2, 2))
# Test numpy matrices
def test_numpy_matrices(self) -> None:
# Vector
v = numpy.arange(2)
self.assertExpression(self.x + v, (2,))
self.assertExpression(v + v + self.x, (2,))
self.assertExpression(self.x - v, (2,))
self.assertExpression(v - v - self.x, (2,))
self.assertExpression(self.x <= v, (2,))
self.assertExpression(v <= self.x, (2,))
self.assertExpression(self.x == v, (2,))
self.assertExpression(v == self.x, (2,))
# Matrix
A = numpy.arange(8).reshape((4, 2))
self.assertExpression(A @ self.x, (4,))
self.assertExpression((A.T.dot(A)) @ self.x, (2,))
# PSD inequalities.
A = numpy.ones((2, 2))
self.assertExpression(A << self.A, (2, 2))
self.assertExpression(A >> self.A, (2, 2))
def test_numpy_scalars(self) -> None:
"""Test numpy scalars."""
v = numpy.float64(2.0)
self.assertExpression(self.x + v, (2,))
self.assertExpression(v + self.x, (2,))
self.assertExpression(v * self.x, (2,))
self.assertExpression(self.x - v, (2,))
self.assertExpression(v - v - self.x, (2,))
self.assertExpression(self.x <= v, (2,))
self.assertExpression(v <= self.x, (2,))
self.assertExpression(self.x == v, (2,))
self.assertExpression(v == self.x, (2,))
# PSD inequalities.
self.assertExpression(v << self.A, (2, 2))
self.assertExpression(v >> self.A, (2, 2))
def test_scipy_sparse(self) -> None:
"""Test scipy sparse matrices."""
# Constants.
A = numpy.arange(8).reshape((4, 2))
A = sp.csc_matrix(A)
A = sp.eye(2).tocsc()
key = (slice(0, 1, None), slice(None, None, None))
Aidx = intf.index(A, (slice(0, 2, None), slice(None, None, None)))
Aidx = intf.index(Aidx, key)
self.assertEqual(Aidx.shape, (1, 2))
self.assertEqual(Aidx[0, 0], 1)
self.assertEqual(Aidx[0, 1], 0)
# Linear ops.
var = Variable((4, 2))
A = numpy.arange(8).reshape((4, 2))
A = sp.csc_matrix(A)
B = sp.hstack([A, A])
self.assertExpression(var + A, (4, 2))
self.assertExpression(A + var, (4, 2))
self.assertExpression(B @ var, (4, 2))
self.assertExpression(var - A, (4, 2))
self.assertExpression(A - A - var, (4, 2))
if PY35:
self.assertExpression(var.__rmatmul__(B), (4, 2))
# self.assertExpression(var <= A, (4, 2))
# self.assertExpression(A <= var, (4, 2))
# self.assertExpression(var == A, (4, 2))
# self.assertExpression(A == var, (4, 2))