Repository URL to install this package:
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Version:
2022.10.0 ▾
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import sys
import pytest
pytest.importorskip("numpy")
pytest.importorskip("scipy")
import numpy as np
import scipy.linalg
from packaging.version import parse as parse_version
import dask.array as da
from dask.array.linalg import qr, sfqr, svd, svd_compressed, tsqr
from dask.array.numpy_compat import _np_version
from dask.array.utils import assert_eq, same_keys, svd_flip
@pytest.mark.parametrize(
"m,n,chunks,error_type",
[
(20, 10, 10, None), # tall-skinny regular blocks
(20, 10, (3, 10), None), # tall-skinny regular fat layers
(20, 10, ((8, 4, 8), 10), None), # tall-skinny irregular fat layers
(40, 10, ((15, 5, 5, 8, 7), 10), None), # tall-skinny non-uniform chunks (why?)
(128, 2, (16, 2), None), # tall-skinny regular thin layers; recursion_depth=1
(
129,
2,
(16, 2),
None,
), # tall-skinny regular thin layers; recursion_depth=2 --> 17x2
(
130,
2,
(16, 2),
None,
), # tall-skinny regular thin layers; recursion_depth=2 --> 18x2 next
(
131,
2,
(16, 2),
None,
), # tall-skinny regular thin layers; recursion_depth=2 --> 18x2 next
(300, 10, (40, 10), None), # tall-skinny regular thin layers; recursion_depth=2
(300, 10, (30, 10), None), # tall-skinny regular thin layers; recursion_depth=3
(300, 10, (20, 10), None), # tall-skinny regular thin layers; recursion_depth=4
(10, 5, 10, None), # single block tall
(5, 10, 10, None), # single block short
(10, 10, 10, None), # single block square
(10, 40, (10, 10), ValueError), # short-fat regular blocks
(10, 40, (10, 15), ValueError), # short-fat irregular blocks
(
10,
40,
(10, (15, 5, 5, 8, 7)),
ValueError,
), # short-fat non-uniform chunks (why?)
(20, 20, 10, ValueError), # 2x2 regular blocks
],
)
def test_tsqr(m, n, chunks, error_type):
mat = np.random.rand(m, n)
data = da.from_array(mat, chunks=chunks, name="A")
# qr
m_q = m
n_q = min(m, n)
m_r = n_q
n_r = n
# svd
m_u = m
n_u = min(m, n)
n_s = n_q
m_vh = n_q
n_vh = n
d_vh = max(m_vh, n_vh) # full matrix returned
if error_type is None:
# test QR
q, r = tsqr(data)
assert_eq((m_q, n_q), q.shape) # shape check
assert_eq((m_r, n_r), r.shape) # shape check
assert_eq(mat, da.dot(q, r)) # accuracy check
assert_eq(np.eye(n_q, n_q), da.dot(q.T, q)) # q must be orthonormal
assert_eq(r, da.triu(r.rechunk(r.shape[0]))) # r must be upper triangular
# test SVD
u, s, vh = tsqr(data, compute_svd=True)
s_exact = np.linalg.svd(mat)[1]
assert_eq(s, s_exact) # s must contain the singular values
assert_eq((m_u, n_u), u.shape) # shape check
assert_eq((n_s,), s.shape) # shape check
assert_eq((d_vh, d_vh), vh.shape) # shape check
assert_eq(np.eye(n_u, n_u), da.dot(u.T, u)) # u must be orthonormal
assert_eq(np.eye(d_vh, d_vh), da.dot(vh, vh.T)) # vh must be orthonormal
assert_eq(mat, da.dot(da.dot(u, da.diag(s)), vh[:n_q])) # accuracy check
else:
with pytest.raises(error_type):
q, r = tsqr(data)
with pytest.raises(error_type):
u, s, vh = tsqr(data, compute_svd=True)
@pytest.mark.parametrize(
"m_min,n_max,chunks,vary_rows,vary_cols,error_type",
[
(10, 5, (10, 5), True, False, None), # single block tall
(10, 5, (10, 5), False, True, None), # single block tall
(10, 5, (10, 5), True, True, None), # single block tall
(40, 5, (10, 5), True, False, None), # multiple blocks tall
(40, 5, (10, 5), False, True, None), # multiple blocks tall
(40, 5, (10, 5), True, True, None), # multiple blocks tall
(
300,
10,
(40, 10),
True,
False,
None,
), # tall-skinny regular thin layers; recursion_depth=2
(
300,
10,
(30, 10),
True,
False,
None,
), # tall-skinny regular thin layers; recursion_depth=3
(
300,
10,
(20, 10),
True,
False,
None,
), # tall-skinny regular thin layers; recursion_depth=4
(
300,
10,
(40, 10),
False,
True,
None,
), # tall-skinny regular thin layers; recursion_depth=2
(
300,
10,
(30, 10),
False,
True,
None,
), # tall-skinny regular thin layers; recursion_depth=3
(
300,
10,
(20, 10),
False,
True,
None,
), # tall-skinny regular thin layers; recursion_depth=4
(
300,
10,
(40, 10),
True,
True,
None,
), # tall-skinny regular thin layers; recursion_depth=2
(
300,
10,
(30, 10),
True,
True,
None,
), # tall-skinny regular thin layers; recursion_depth=3
(
300,
10,
(20, 10),
True,
True,
None,
), # tall-skinny regular thin layers; recursion_depth=4
],
)
def test_tsqr_uncertain(m_min, n_max, chunks, vary_rows, vary_cols, error_type):
mat = np.random.rand(m_min * 2, n_max)
m, n = m_min * 2, n_max
mat[0:m_min, 0] += 1
_c0 = mat[:, 0]
_r0 = mat[0, :]
c0 = da.from_array(_c0, chunks=m_min, name="c")
r0 = da.from_array(_r0, chunks=n_max, name="r")
data = da.from_array(mat, chunks=chunks, name="A")
if vary_rows:
data = data[c0 > 0.5, :]
mat = mat[_c0 > 0.5, :]
m = mat.shape[0]
if vary_cols:
data = data[:, r0 > 0.5]
mat = mat[:, _r0 > 0.5]
n = mat.shape[1]
# qr
m_q = m
n_q = min(m, n)
m_r = n_q
n_r = n
# svd
m_u = m
n_u = min(m, n)
n_s = n_q
m_vh = n_q
n_vh = n
d_vh = max(m_vh, n_vh) # full matrix returned
if error_type is None:
# test QR
q, r = tsqr(data)
q = q.compute() # because uncertainty
r = r.compute()
assert_eq((m_q, n_q), q.shape) # shape check
assert_eq((m_r, n_r), r.shape) # shape check
assert_eq(mat, np.dot(q, r)) # accuracy check
assert_eq(np.eye(n_q, n_q), np.dot(q.T, q)) # q must be orthonormal
assert_eq(r, np.triu(r)) # r must be upper triangular
# test SVD
u, s, vh = tsqr(data, compute_svd=True)
u = u.compute() # because uncertainty
s = s.compute()
vh = vh.compute()
s_exact = np.linalg.svd(mat)[1]
assert_eq(s, s_exact) # s must contain the singular values
assert_eq((m_u, n_u), u.shape) # shape check
assert_eq((n_s,), s.shape) # shape check
assert_eq((d_vh, d_vh), vh.shape) # shape check
assert_eq(np.eye(n_u, n_u), np.dot(u.T, u)) # u must be orthonormal
assert_eq(np.eye(d_vh, d_vh), np.dot(vh, vh.T)) # vh must be orthonormal
assert_eq(mat, np.dot(np.dot(u, np.diag(s)), vh[:n_q])) # accuracy check
else:
with pytest.raises(error_type):
q, r = tsqr(data)
with pytest.raises(error_type):
u, s, vh = tsqr(data, compute_svd=True)
def test_tsqr_zero_height_chunks():
m_q = 10
n_q = 5
m_r = 5
n_r = 5
# certainty
mat = np.random.rand(10, 5)
x = da.from_array(mat, chunks=((4, 0, 1, 0, 5), (5,)))
q, r = da.linalg.qr(x)
assert_eq((m_q, n_q), q.shape) # shape check
assert_eq((m_r, n_r), r.shape) # shape check
assert_eq(mat, da.dot(q, r)) # accuracy check
assert_eq(np.eye(n_q, n_q), da.dot(q.T, q)) # q must be orthonormal
assert_eq(r, da.triu(r.rechunk(r.shape[0]))) # r must be upper triangular
# uncertainty
mat2 = np.vstack([mat, -(np.ones((10, 5)))])
v2 = mat2[:, 0]
x2 = da.from_array(mat2, chunks=5)
c = da.from_array(v2, chunks=5)
x = x2[c >= 0, :] # remove the ones added above to yield mat
q, r = da.linalg.qr(x)
q = q.compute() # because uncertainty
r = r.compute()
assert_eq((m_q, n_q), q.shape) # shape check
assert_eq((m_r, n_r), r.shape) # shape check
assert_eq(mat, np.dot(q, r)) # accuracy check
assert_eq(np.eye(n_q, n_q), np.dot(q.T, q)) # q must be orthonormal
assert_eq(r, np.triu(r)) # r must be upper triangular
@pytest.mark.parametrize(
"m,n,chunks,error_type",
[
(20, 10, 10, ValueError), # tall-skinny regular blocks
(20, 10, (3, 10), ValueError), # tall-skinny regular fat layers
(20, 10, ((8, 4, 8), 10), ValueError), # tall-skinny irregular fat layers
(
40,
10,
((15, 5, 5, 8, 7), 10),
ValueError,
), # tall-skinny non-uniform chunks (why?)
(
128,
2,
(16, 2),
ValueError,
), # tall-skinny regular thin layers; recursion_depth=1
(
129,
2,
(16, 2),
ValueError,
), # tall-skinny regular thin layers; recursion_depth=2 --> 17x2
(
130,
2,
(16, 2),
ValueError,
), # tall-skinny regular thin layers; recursion_depth=2 --> 18x2 next
(
131,
2,
(16, 2),
ValueError,
), # tall-skinny regular thin layers; recursion_depth=2 --> 18x2 next
(
300,
10,
(40, 10),
ValueError,
), # tall-skinny regular thin layers; recursion_depth=2
(
300,
10,
(30, 10),
ValueError,
), # tall-skinny regular thin layers; recursion_depth=3
(
300,
10,
(20, 10),
ValueError,
), # tall-skinny regular thin layers; recursion_depth=4
(10, 5, 10, None), # single block tall
(5, 10, 10, None), # single block short
(10, 10, 10, None), # single block square
(10, 40, (10, 10), None), # short-fat regular blocks
(10, 40, (10, 15), None), # short-fat irregular blocks
(10, 40, (10, (15, 5, 5, 8, 7)), None), # short-fat non-uniform chunks (why?)
(20, 20, 10, ValueError), # 2x2 regular blocks
],
)
def test_sfqr(m, n, chunks, error_type):
mat = np.random.rand(m, n)
data = da.from_array(mat, chunks=chunks, name="A")
m_q = m
n_q = min(m, n)
m_r = n_q
n_r = n
m_qtq = n_q
if error_type is None:
q, r = sfqr(data)
assert_eq((m_q, n_q), q.shape) # shape check
assert_eq((m_r, n_r), r.shape) # shape check
assert_eq(mat, da.dot(q, r)) # accuracy check
assert_eq(np.eye(m_qtq, m_qtq), da.dot(q.T, q)) # q must be orthonormal
assert_eq(r, da.triu(r.rechunk(r.shape[0]))) # r must be upper triangular
else:
with pytest.raises(error_type):
q, r = sfqr(data)
@pytest.mark.parametrize(
"m,n,chunks,error_type",
[
(20, 10, 10, None), # tall-skinny regular blocks
(20, 10, (3, 10), None), # tall-skinny regular fat layers
(20, 10, ((8, 4, 8), 10), None), # tall-skinny irregular fat layers
(40, 10, ((15, 5, 5, 8, 7), 10), None), # tall-skinny non-uniform chunks (why?)
(128, 2, (16, 2), None), # tall-skinny regular thin layers; recursion_depth=1
(
129,
2,
(16, 2),
None,
), # tall-skinny regular thin layers; recursion_depth=2 --> 17x2
(
130,
2,
(16, 2),
None,
), # tall-skinny regular thin layers; recursion_depth=2 --> 18x2 next
(
131,
2,
(16, 2),
None,
), # tall-skinny regular thin layers; recursion_depth=2 --> 18x2 next
(300, 10, (40, 10), None), # tall-skinny regular thin layers; recursion_depth=2
(300, 10, (30, 10), None), # tall-skinny regular thin layers; recursion_depth=3
(300, 10, (20, 10), None), # tall-skinny regular thin layers; recursion_depth=4
(10, 5, 10, None), # single block tall
(5, 10, 10, None), # single block short
(10, 10, 10, None), # single block square
(10, 40, (10, 10), None), # short-fat regular blocks
(10, 40, (10, 15), None), # short-fat irregular blocks
(10, 40, (10, (15, 5, 5, 8, 7)), None), # short-fat non-uniform chunks (why?)
(20, 20, 10, NotImplementedError), # 2x2 regular blocks
],
)
def test_qr(m, n, chunks, error_type):
mat = np.random.rand(m, n)
data = da.from_array(mat, chunks=chunks, name="A")
m_q = m
n_q = min(m, n)
m_r = n_q
n_r = n
m_qtq = n_q
if error_type is None:
q, r = qr(data)
assert_eq((m_q, n_q), q.shape) # shape check
assert_eq((m_r, n_r), r.shape) # shape check
assert_eq(mat, da.dot(q, r)) # accuracy check
assert_eq(np.eye(m_qtq, m_qtq), da.dot(q.T, q)) # q must be orthonormal
assert_eq(r, da.triu(r.rechunk(r.shape[0]))) # r must be upper triangular
else:
with pytest.raises(error_type):
q, r = qr(data)
def test_linalg_consistent_names():
m, n = 20, 10
mat = np.random.rand(m, n)
data = da.from_array(mat, chunks=(10, n), name="A")
q1, r1 = qr(data)
q2, r2 = qr(data)
assert same_keys(q1, q2)
assert same_keys(r1, r2)
u1, s1, v1 = svd(data)
u2, s2, v2 = svd(data)
assert same_keys(u1, u2)
assert same_keys(s1, s2)
assert same_keys(v1, v2)
@pytest.mark.parametrize("m,n", [(10, 20), (15, 15), (20, 10)])
def test_dask_svd_self_consistent(m, n):
a = np.random.rand(m, n)
d_a = da.from_array(a, chunks=(3, n), name="A")
d_u, d_s, d_vt = da.linalg.svd(d_a)
u, s, vt = da.compute(d_u, d_s, d_vt)
for d_e, e in zip([d_u, d_s, d_vt], [u, s, vt]):
assert d_e.shape == e.shape
assert d_e.dtype == e.dtype
@pytest.mark.parametrize("iterator", ["power", "QR"])
def test_svd_compressed_compute(iterator):
x = da.ones((100, 100), chunks=(10, 10))
u, s, v = da.linalg.svd_compressed(
x, k=2, iterator=iterator, n_power_iter=1, compute=True, seed=123
)
uu, ss, vv = da.linalg.svd_compressed(
x, k=2, iterator=iterator, n_power_iter=1, seed=123
)
assert len(v.dask) < len(vv.dask)
assert_eq(v, vv)
@pytest.mark.parametrize("iterator", [("power", 2), ("QR", 2)])
def test_svd_compressed(iterator):
m, n = 100, 50
r = 5
a = da.random.random((m, n), chunks=(m, n))
# calculate approximation and true singular values
u, s, vt = svd_compressed(
a, 2 * r, iterator=iterator[0], n_power_iter=iterator[1], seed=4321
) # worst case
s_true = scipy.linalg.svd(a.compute(), compute_uv=False)
# compute the difference with original matrix
norm = scipy.linalg.norm((a - (u[:, :r] * s[:r]) @ vt[:r, :]).compute(), 2)
# ||a-a_hat||_2 <= (1+tol)s_{k+1}: based on eq. 1.10/1.11:
# Halko, Nathan, Per-Gunnar Martinsson, and Joel A. Tropp.
# "Finding structure with randomness: Probabilistic algorithms for constructing
# approximate matrix decompositions." SIAM review 53.2 (2011): 217-288.
frac = norm / s_true[r + 1] - 1
# Tolerance determined via simulation to be slightly above max norm of difference matrix in 10k samples.
# See https://github.com/dask/dask/pull/6799#issuecomment-726631175 for more details.
tol = 0.4
assert frac < tol
assert_eq(np.eye(r, r), da.dot(u[:, :r].T, u[:, :r])) # u must be orthonormal
assert_eq(np.eye(r, r), da.dot(vt[:r, :], vt[:r, :].T)) # v must be orthonormal
@pytest.mark.parametrize(
"input_dtype, output_dtype", [(np.float32, np.float32), (np.float64, np.float64)]
)
def test_svd_compressed_dtype_preservation(input_dtype, output_dtype):
x = da.random.random((50, 50), chunks=(50, 50)).astype(input_dtype)
u, s, vt = svd_compressed(x, 1, seed=4321)
assert u.dtype == s.dtype == vt.dtype == output_dtype
@pytest.mark.parametrize("chunks", [(10, 50), (50, 10), (-1, -1)])
@pytest.mark.parametrize("dtype", [np.float32, np.float64])
def test_svd_dtype_preservation(chunks, dtype):
x = da.random.random((50, 50), chunks=chunks).astype(dtype)
u, s, v = svd(x)
assert u.dtype == s.dtype == v.dtype == dtype
def test_svd_compressed_deterministic():
m, n = 30, 25
x = da.random.RandomState(1234).random_sample(size=(m, n), chunks=(5, 5))
u, s, vt = svd_compressed(x, 3, seed=1234)
u2, s2, vt2 = svd_compressed(x, 3, seed=1234)
assert all(da.compute((u == u2).all(), (s == s2).all(), (vt == vt2).all()))
@pytest.mark.parametrize("m", [5, 10, 15, 20])
@pytest.mark.parametrize("n", [5, 10, 15, 20])
@pytest.mark.parametrize("k", [5])
@pytest.mark.parametrize("chunks", [(5, 10), (10, 5)])
def test_svd_compressed_shapes(m, n, k, chunks):
x = da.random.random(size=(m, n), chunks=chunks)
u, s, v = svd_compressed(x, k, n_power_iter=1, compute=True, seed=1)
u, s, v = da.compute(u, s, v)
r = min(m, n, k)
assert u.shape == (m, r)
assert s.shape == (r,)
assert v.shape == (r, n)
def _check_lu_result(p, l, u, A):
assert np.allclose(p.dot(l).dot(u), A)
# check triangulars
assert_eq(l, da.tril(l), check_graph=False)
assert_eq(u, da.triu(u), check_graph=False)
def test_lu_1():
A1 = np.array([[7, 3, -1, 2], [3, 8, 1, -4], [-1, 1, 4, -1], [2, -4, -1, 6]])
A2 = np.array(
[
[7, 0, 0, 0, 0, 0],
[0, 8, 0, 0, 0, 0],
[0, 0, 4, 0, 0, 0],
[0, 0, 0, 6, 0, 0],
[0, 0, 0, 0, 3, 0],
[0, 0, 0, 0, 0, 5],
]
)
# without shuffle
for A, chunk in zip([A1, A2], [2, 2]):
dA = da.from_array(A, chunks=(chunk, chunk))
p, l, u = scipy.linalg.lu(A)
dp, dl, du = da.linalg.lu(dA)
assert_eq(p, dp, check_graph=False)
assert_eq(l, dl, check_graph=False)
assert_eq(u, du, check_graph=False)
_check_lu_result(dp, dl, du, A)
A3 = np.array(
[
[7, 3, 2, 1, 4, 1],
[7, 11, 5, 2, 5, 2],
[21, 25, 16, 10, 16, 5],
[21, 41, 18, 13, 16, 11],
[14, 46, 23, 24, 21, 22],
[0, 56, 29, 17, 14, 8],
]
)
# with shuffle
for A, chunk in zip([A3], [2]):
dA = da.from_array(A, chunks=(chunk, chunk))
p, l, u = scipy.linalg.lu(A)
dp, dl, du = da.linalg.lu(dA)
_check_lu_result(dp, dl, du, A)
@pytest.mark.slow
@pytest.mark.parametrize("size", [10, 20, 30, 50])
@pytest.mark.filterwarnings("ignore:Increasing:dask.array.core.PerformanceWarning")
def test_lu_2(size):
np.random.seed(10)
A = np.random.randint(0, 10, (size, size))
dA = da.from_array(A, chunks=(5, 5))
dp, dl, du = da.linalg.lu(dA)
_check_lu_result(dp, dl, du, A)
@pytest.mark.slow
@pytest.mark.parametrize("size", [50, 100, 200])
def test_lu_3(size):
np.random.seed(10)
A = np.random.randint(0, 10, (size, size))
dA = da.from_array(A, chunks=(25, 25))
dp, dl, du = da.linalg.lu(dA)
_check_lu_result(dp, dl, du, A)
def test_lu_errors():
A = np.random.randint(0, 11, (10, 10, 10))
dA = da.from_array(A, chunks=(5, 5, 5))
pytest.raises(ValueError, lambda: da.linalg.lu(dA))
A = np.random.randint(0, 11, (10, 8))
dA = da.from_array(A, chunks=(5, 4))
pytest.raises(ValueError, lambda: da.linalg.lu(dA))
A = np.random.randint(0, 11, (20, 20))
dA = da.from_array(A, chunks=(5, 4))
pytest.raises(ValueError, lambda: da.linalg.lu(dA))
@pytest.mark.parametrize(("shape", "chunk"), [(20, 10), (50, 10), (70, 20)])
def test_solve_triangular_vector(shape, chunk):
np.random.seed(1)
A = np.random.randint(1, 11, (shape, shape))
b = np.random.randint(1, 11, shape)
# upper
Au = np.triu(A)
dAu = da.from_array(Au, (chunk, chunk))
db = da.from_array(b, chunk)
res = da.linalg.solve_triangular(dAu, db)
assert_eq(res, scipy.linalg.solve_triangular(Au, b))
assert_eq(dAu.dot(res), b.astype(float))
# lower
Al = np.tril(A)
dAl = da.from_array(Al, (chunk, chunk))
db = da.from_array(b, chunk)
res = da.linalg.solve_triangular(dAl, db, lower=True)
assert_eq(res, scipy.linalg.solve_triangular(Al, b, lower=True))
assert_eq(dAl.dot(res), b.astype(float))
@pytest.mark.parametrize(("shape", "chunk"), [(20, 10), (50, 10), (50, 20)])
def test_solve_triangular_matrix(shape, chunk):
np.random.seed(1)
A = np.random.randint(1, 10, (shape, shape))
b = np.random.randint(1, 10, (shape, 5))
# upper
Au = np.triu(A)
dAu = da.from_array(Au, (chunk, chunk))
db = da.from_array(b, (chunk, 5))
res = da.linalg.solve_triangular(dAu, db)
assert_eq(res, scipy.linalg.solve_triangular(Au, b))
assert_eq(dAu.dot(res), b.astype(float))
# lower
Al = np.tril(A)
dAl = da.from_array(Al, (chunk, chunk))
db = da.from_array(b, (chunk, 5))
res = da.linalg.solve_triangular(dAl, db, lower=True)
assert_eq(res, scipy.linalg.solve_triangular(Al, b, lower=True))
assert_eq(dAl.dot(res), b.astype(float))
@pytest.mark.parametrize(("shape", "chunk"), [(20, 10), (50, 10), (50, 20)])
def test_solve_triangular_matrix2(shape, chunk):
np.random.seed(1)
A = np.random.randint(1, 10, (shape, shape))
b = np.random.randint(1, 10, (shape, shape))
# upper
Au = np.triu(A)
dAu = da.from_array(Au, (chunk, chunk))
db = da.from_array(b, (chunk, chunk))
res = da.linalg.solve_triangular(dAu, db)
assert_eq(res, scipy.linalg.solve_triangular(Au, b))
assert_eq(dAu.dot(res), b.astype(float))
# lower
Al = np.tril(A)
dAl = da.from_array(Al, (chunk, chunk))
db = da.from_array(b, (chunk, chunk))
res = da.linalg.solve_triangular(dAl, db, lower=True)
assert_eq(res, scipy.linalg.solve_triangular(Al, b, lower=True))
assert_eq(dAl.dot(res), b.astype(float))
def test_solve_triangular_errors():
A = np.random.randint(0, 10, (10, 10, 10))
b = np.random.randint(1, 10, 10)
dA = da.from_array(A, chunks=(5, 5, 5))
db = da.from_array(b, chunks=5)
pytest.raises(ValueError, lambda: da.linalg.solve_triangular(dA, db))
A = np.random.randint(0, 10, (10, 10))
b = np.random.randint(1, 10, 10)
dA = da.from_array(A, chunks=(3, 3))
db = da.from_array(b, chunks=5)
pytest.raises(ValueError, lambda: da.linalg.solve_triangular(dA, db))
@pytest.mark.parametrize(("shape", "chunk"), [(20, 10), (50, 10)])
def test_solve(shape, chunk):
np.random.seed(1)
A = np.random.randint(1, 10, (shape, shape))
dA = da.from_array(A, (chunk, chunk))
# vector
b = np.random.randint(1, 10, shape)
db = da.from_array(b, chunk)
res = da.linalg.solve(dA, db)
assert_eq(res, scipy.linalg.solve(A, b), check_graph=False)
assert_eq(dA.dot(res), b.astype(float), check_graph=False)
# tall-and-skinny matrix
b = np.random.randint(1, 10, (shape, 5))
db = da.from_array(b, (chunk, 5))
res = da.linalg.solve(dA, db)
assert_eq(res, scipy.linalg.solve(A, b), check_graph=False)
assert_eq(dA.dot(res), b.astype(float), check_graph=False)
# matrix
b = np.random.randint(1, 10, (shape, shape))
db = da.from_array(b, (chunk, chunk))
res = da.linalg.solve(dA, db)
assert_eq(res, scipy.linalg.solve(A, b), check_graph=False)
assert_eq(dA.dot(res), b.astype(float), check_graph=False)
@pytest.mark.parametrize(("shape", "chunk"), [(20, 10), (50, 10)])
def test_inv(shape, chunk):
np.random.seed(1)
A = np.random.randint(1, 10, (shape, shape))
dA = da.from_array(A, (chunk, chunk))
res = da.linalg.inv(dA)
assert_eq(res, scipy.linalg.inv(A), check_graph=False)
assert_eq(dA.dot(res), np.eye(shape, dtype=float), check_graph=False)
def _get_symmat(size):
np.random.seed(1)
A = np.random.randint(1, 21, (size, size))
lA = np.tril(A)
return lA.dot(lA.T)
# `sym_pos` kwarg was deprecated in scipy 1.9.0
# ref: https://github.com/dask/dask/issues/9335
def _scipy_linalg_solve(a, b, assume_a):
if parse_version(scipy.__version__) >= parse_version("1.9.0"):
return scipy.linalg.solve(a=a, b=b, assume_a=assume_a)
elif assume_a == "pos":
return scipy.linalg.solve(a=a, b=b, sym_pos=True)
else:
return scipy.linalg.solve(a=a, b=b)
@pytest.mark.parametrize(("shape", "chunk"), [(20, 10), (30, 6)])
def test_solve_assume_a(shape, chunk):
np.random.seed(1)
A = _get_symmat(shape)
dA = da.from_array(A, (chunk, chunk))
# vector
b = np.random.randint(1, 10, shape)
db = da.from_array(b, chunk)
res = da.linalg.solve(dA, db, assume_a="pos")
assert_eq(res, _scipy_linalg_solve(A, b, assume_a="pos"), check_graph=False)
assert_eq(dA.dot(res), b.astype(float), check_graph=False)
# tall-and-skinny matrix
b = np.random.randint(1, 10, (shape, 5))
db = da.from_array(b, (chunk, 5))
res = da.linalg.solve(dA, db, assume_a="pos")
assert_eq(res, _scipy_linalg_solve(A, b, assume_a="pos"), check_graph=False)
assert_eq(dA.dot(res), b.astype(float), check_graph=False)
# matrix
b = np.random.randint(1, 10, (shape, shape))
db = da.from_array(b, (chunk, chunk))
res = da.linalg.solve(dA, db, assume_a="pos")
assert_eq(res, _scipy_linalg_solve(A, b, assume_a="pos"), check_graph=False)
assert_eq(dA.dot(res), b.astype(float), check_graph=False)
with pytest.raises(FutureWarning, match="sym_pos keyword is deprecated"):
res = da.linalg.solve(dA, db, sym_pos=True)
assert_eq(res, _scipy_linalg_solve(A, b, assume_a="pos"), check_graph=False)
assert_eq(dA.dot(res), b.astype(float), check_graph=False)
with pytest.raises(FutureWarning, match="sym_pos keyword is deprecated"):
res = da.linalg.solve(dA, db, sym_pos=False)
assert_eq(res, _scipy_linalg_solve(A, b, assume_a="gen"), check_graph=False)
assert_eq(dA.dot(res), b.astype(float), check_graph=False)
@pytest.mark.parametrize(("shape", "chunk"), [(20, 10), (12, 3), (30, 3), (30, 6)])
def test_cholesky(shape, chunk):
A = _get_symmat(shape)
dA = da.from_array(A, (chunk, chunk))
assert_eq(
da.linalg.cholesky(dA).compute(),
scipy.linalg.cholesky(A),
check_graph=False,
check_chunks=False,
)
assert_eq(
da.linalg.cholesky(dA, lower=True),
scipy.linalg.cholesky(A, lower=True),
check_graph=False,
check_chunks=False,
)
@pytest.mark.parametrize("iscomplex", [False, True])
@pytest.mark.parametrize(("nrow", "ncol", "chunk"), [(20, 10, 5), (100, 10, 10)])
def test_lstsq(nrow, ncol, chunk, iscomplex):
np.random.seed(1)
A = np.random.randint(1, 20, (nrow, ncol))
b = np.random.randint(1, 20, nrow)
if iscomplex:
A = A + 1.0j * np.random.randint(1, 20, A.shape)
b = b + 1.0j * np.random.randint(1, 20, b.shape)
dA = da.from_array(A, (chunk, ncol))
db = da.from_array(b, chunk)
x, r, rank, s = np.linalg.lstsq(A, b, rcond=-1)
dx, dr, drank, ds = da.linalg.lstsq(dA, db)
assert_eq(dx, x)
assert_eq(dr, r)
assert drank.compute() == rank
assert_eq(ds, s)
# reduce rank causes multicollinearity, only compare rank
A[:, 1] = A[:, 2]
dA = da.from_array(A, (chunk, ncol))
db = da.from_array(b, chunk)
x, r, rank, s = np.linalg.lstsq(
A, b, rcond=np.finfo(np.double).eps * max(nrow, ncol)
)
assert rank == ncol - 1
dx, dr, drank, ds = da.linalg.lstsq(dA, db)
assert drank.compute() == rank
# 2D case
A = np.random.randint(1, 20, (nrow, ncol))
b2D = np.random.randint(1, 20, (nrow, ncol // 2))
if iscomplex:
A = A + 1.0j * np.random.randint(1, 20, A.shape)
b2D = b2D + 1.0j * np.random.randint(1, 20, b2D.shape)
dA = da.from_array(A, (chunk, ncol))
db2D = da.from_array(b2D, (chunk, ncol // 2))
x, r, rank, s = np.linalg.lstsq(A, b2D, rcond=-1)
dx, dr, drank, ds = da.linalg.lstsq(dA, db2D)
assert_eq(dx, x)
assert_eq(dr, r)
assert drank.compute() == rank
assert_eq(ds, s)
def test_no_chunks_svd():
x = np.random.random((100, 10))
u, s, v = np.linalg.svd(x, full_matrices=False)
for chunks in [((np.nan,) * 10, (10,)), ((np.nan,) * 10, (np.nan,))]:
dx = da.from_array(x, chunks=(10, 10))
dx._chunks = chunks
du, ds, dv = da.linalg.svd(dx)
assert_eq(s, ds)
assert_eq(u.dot(np.diag(s)).dot(v), du.dot(da.diag(ds)).dot(dv))
assert_eq(du.T.dot(du), np.eye(10))
assert_eq(dv.T.dot(dv), np.eye(10))
dx = da.from_array(x, chunks=(10, 10))
dx._chunks = ((np.nan,) * 10, (np.nan,))
assert_eq(abs(v), abs(dv))
assert_eq(abs(u), abs(du))
@pytest.mark.parametrize("shape", [(10, 20), (10, 10), (20, 10)])
@pytest.mark.parametrize("chunks", [(-1, -1), (10, -1), (-1, 10)])
@pytest.mark.parametrize("dtype", ["f4", "f8"])
def test_svd_flip_correction(shape, chunks, dtype):
# Verify that sign-corrected SVD results can still
# be used to reconstruct inputs
x = da.random.random(size=shape, chunks=chunks).astype(dtype)
u, s, v = da.linalg.svd(x)
# Choose precision in evaluation based on float precision
decimal = 9 if np.dtype(dtype).itemsize > 4 else 6
# Validate w/ dask inputs
uf, vf = svd_flip(u, v)
assert uf.dtype == u.dtype
assert vf.dtype == v.dtype
np.testing.assert_almost_equal(np.asarray(np.dot(uf * s, vf)), x, decimal=decimal)
# Validate w/ numpy inputs
uc, vc = svd_flip(*da.compute(u, v))
assert uc.dtype == u.dtype
assert vc.dtype == v.dtype
np.testing.assert_almost_equal(np.asarray(np.dot(uc * s, vc)), x, decimal=decimal)
@pytest.mark.parametrize("dtype", ["f2", "f4", "f8", "f16", "c8", "c16", "c32"])
@pytest.mark.parametrize("u_based", [True, False])
def test_svd_flip_sign(dtype, u_based):
try:
x = np.array(
[[1, -1, 1, -1], [1, -1, 1, -1], [-1, 1, 1, -1], [-1, 1, 1, -1]],
dtype=dtype,
)
except TypeError:
pytest.skip("128-bit floats not supported by NumPy")
u, v = svd_flip(x, x.T, u_based_decision=u_based)
assert u.dtype == x.dtype
assert v.dtype == x.dtype
# Verify that all singular vectors have same
# sign except for the last one (i.e. last column)
y = x.copy()
y[:, -1] *= y.dtype.type(-1)
assert_eq(u, y)
assert_eq(v, y.T)
@pytest.mark.parametrize("chunks", [(10, -1), (-1, 10), (9, -1), (-1, 9)])
@pytest.mark.parametrize("shape", [(10, 100), (100, 10), (10, 10)])
def test_svd_supported_array_shapes(chunks, shape):
# Test the following cases for tall-skinny, short-fat and square arrays:
# - no chunking
# - chunking that contradicts shape (e.g. a 10x100 array with 9x100 chunks)
# - chunking that aligns with shape (e.g. a 10x100 array with 10x9 chunks)
x = np.random.random(shape)
dx = da.from_array(x, chunks=chunks)
du, ds, dv = da.linalg.svd(dx)
du, dv = da.compute(du, dv)
nu, ns, nv = np.linalg.svd(x, full_matrices=False)
# Correct signs before comparison
du, dv = svd_flip(du, dv)
nu, nv = svd_flip(nu, nv)
assert_eq(du, nu)
assert_eq(ds, ns)
assert_eq(dv, nv)
def test_svd_incompatible_chunking():
with pytest.raises(
NotImplementedError, match="Array must be chunked in one dimension only"
):
x = da.random.random((10, 10), chunks=(5, 5))
da.linalg.svd(x)
@pytest.mark.parametrize("ndim", [0, 1, 3])
def test_svd_incompatible_dimensions(ndim):
with pytest.raises(ValueError, match="Array must be 2D"):
x = da.random.random((10,) * ndim, chunks=(-1,) * ndim)
da.linalg.svd(x)
@pytest.mark.xfail(
sys.platform == "darwin" and _np_version < parse_version("1.22"),
reason="https://github.com/dask/dask/issues/7189",
strict=False,
)
@pytest.mark.parametrize(
"shape, chunks, axis",
[[(5,), (2,), None], [(5,), (2,), 0], [(5,), (2,), (0,)], [(5, 6), (2, 2), None]],
)
@pytest.mark.parametrize("norm", [None, 1, -1, np.inf, -np.inf])
@pytest.mark.parametrize("keepdims", [False, True])
def test_norm_any_ndim(shape, chunks, axis, norm, keepdims):
a = np.random.random(shape)
d = da.from_array(a, chunks=chunks)
a_r = np.linalg.norm(a, ord=norm, axis=axis, keepdims=keepdims)
d_r = da.linalg.norm(d, ord=norm, axis=axis, keepdims=keepdims)
assert_eq(a_r, d_r)
@pytest.mark.slow
@pytest.mark.xfail(
sys.platform == "darwin" and _np_version < parse_version("1.22"),
reason="https://github.com/dask/dask/issues/7189",
strict=False,
)
@pytest.mark.parametrize(
"shape, chunks",
[
[(5,), (2,)],
[(5, 3), (2, 2)],
[(4, 5, 3), (2, 2, 2)],
[(4, 5, 2, 3), (2, 2, 2, 2)],
[(2, 5, 2, 4, 3), (2, 2, 2, 2, 2)],
],
)
@pytest.mark.parametrize("norm", [None, 1, -1, np.inf, -np.inf])
@pytest.mark.parametrize("keepdims", [False, True])
def test_norm_any_slice(shape, chunks, norm, keepdims):
a = np.random.random(shape)
d = da.from_array(a, chunks=chunks)
for firstaxis in range(len(shape)):
for secondaxis in range(len(shape)):
if firstaxis != secondaxis:
axis = (firstaxis, secondaxis)
else:
axis = firstaxis
a_r = np.linalg.norm(a, ord=norm, axis=axis, keepdims=keepdims)
d_r = da.linalg.norm(d, ord=norm, axis=axis, keepdims=keepdims)
assert_eq(a_r, d_r)
@pytest.mark.parametrize(
"shape, chunks, axis", [[(5,), (2,), None], [(5,), (2,), 0], [(5,), (2,), (0,)]]
)
@pytest.mark.parametrize("norm", [0, 2, -2, 0.5])
@pytest.mark.parametrize("keepdims", [False, True])
def test_norm_1dim(shape, chunks, axis, norm, keepdims):
a = np.random.random(shape)
d = da.from_array(a, chunks=chunks)
a_r = np.linalg.norm(a, ord=norm, axis=axis, keepdims=keepdims)
d_r = da.linalg.norm(d, ord=norm, axis=axis, keepdims=keepdims)
assert_eq(a_r, d_r)
@pytest.mark.parametrize(
"shape, chunks, axis",
[[(5, 6), (2, 2), None], [(5, 6), (2, 2), (0, 1)], [(5, 6), (2, 2), (1, 0)]],
)
@pytest.mark.parametrize("norm", ["fro", "nuc", 2, -2])
@pytest.mark.parametrize("keepdims", [False, True])
def test_norm_2dim(shape, chunks, axis, norm, keepdims):
a = np.random.random(shape)
d = da.from_array(a, chunks=chunks)
# Need one chunk on last dimension for svd.
if norm == "nuc" or norm == 2 or norm == -2:
d = d.rechunk({-1: -1})
a_r = np.linalg.norm(a, ord=norm, axis=axis, keepdims=keepdims)
d_r = da.linalg.norm(d, ord=norm, axis=axis, keepdims=keepdims)
assert_eq(a_r, d_r)
@pytest.mark.parametrize(
"shape, chunks, axis",
[[(3, 2, 4), (2, 2, 2), (1, 2)], [(2, 3, 4, 5), (2, 2, 2, 2), (-1, -2)]],
)
@pytest.mark.parametrize("norm", ["nuc", 2, -2])
@pytest.mark.parametrize("keepdims", [False, True])
def test_norm_implemented_errors(shape, chunks, axis, norm, keepdims):
a = np.random.random(shape)
d = da.from_array(a, chunks=chunks)
if len(shape) > 2 and len(axis) == 2:
with pytest.raises(NotImplementedError):
da.linalg.norm(d, ord=norm, axis=axis, keepdims=keepdims)