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Version:
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from __future__ import division, print_function
import contextlib
import gc
from itertools import product, cycle
import sys
import warnings
from numbers import Number, Integral
import numpy as np
from numba import unittest_support as unittest
from numba import jit, errors
from numba.numpy_support import version as numpy_version
from .support import TestCase, tag
from .matmul_usecase import matmul_usecase, needs_matmul, needs_blas
try:
import scipy.linalg.cython_lapack
has_lapack = True
except ImportError:
has_lapack = False
needs_lapack = unittest.skipUnless(has_lapack,
"LAPACK needs Scipy 0.16+")
def dot2(a, b):
return np.dot(a, b)
def dot3(a, b, out):
return np.dot(a, b, out=out)
def vdot(a, b):
return np.vdot(a, b)
class TestProduct(TestCase):
"""
Tests for dot products.
"""
dtypes = (np.float64, np.float32, np.complex128, np.complex64)
def setUp(self):
# Collect leftovers from previous test cases before checking for leaks
gc.collect()
def sample_vector(self, n, dtype):
# Be careful to generate only exactly representable float values,
# to avoid rounding discrepancies between Numpy and Numba
base = np.arange(n)
if issubclass(dtype, np.complexfloating):
return (base * (1 - 0.5j) + 2j).astype(dtype)
else:
return (base * 0.5 - 1).astype(dtype)
def sample_matrix(self, m, n, dtype):
return self.sample_vector(m * n, dtype).reshape((m, n))
@contextlib.contextmanager
def check_contiguity_warning(self, pyfunc):
"""
Check performance warning(s) for non-contiguity.
"""
with warnings.catch_warnings(record=True) as w:
warnings.simplefilter('always', errors.PerformanceWarning)
yield
self.assertGreaterEqual(len(w), 1)
self.assertIs(w[0].category, errors.PerformanceWarning)
self.assertIn("faster on contiguous arrays", str(w[0].message))
self.assertEqual(w[0].filename, pyfunc.__code__.co_filename)
# This works because our functions are one-liners
self.assertEqual(w[0].lineno, pyfunc.__code__.co_firstlineno + 1)
def check_func(self, pyfunc, cfunc, args):
with self.assertNoNRTLeak():
expected = pyfunc(*args)
got = cfunc(*args)
self.assertPreciseEqual(got, expected, ignore_sign_on_zero=True)
del got, expected
def check_func_out(self, pyfunc, cfunc, args, out):
with self.assertNoNRTLeak():
expected = np.copy(out)
got = np.copy(out)
self.assertIs(pyfunc(*args, out=expected), expected)
self.assertIs(cfunc(*args, out=got), got)
self.assertPreciseEqual(got, expected, ignore_sign_on_zero=True)
del got, expected
def assert_mismatching_sizes(self, cfunc, args, is_out=False):
with self.assertRaises(ValueError) as raises:
cfunc(*args)
msg = ("incompatible output array size" if is_out else
"incompatible array sizes")
self.assertIn(msg, str(raises.exception))
def assert_mismatching_dtypes(self, cfunc, args, func_name="np.dot()"):
with self.assertRaises(errors.TypingError) as raises:
cfunc(*args)
self.assertIn("%s arguments must all have the same dtype"
% (func_name,),
str(raises.exception))
@needs_blas
def check_dot_vv(self, pyfunc, func_name):
n = 3
cfunc = jit(nopython=True)(pyfunc)
for dtype in self.dtypes:
a = self.sample_vector(n, dtype)
b = self.sample_vector(n, dtype)
self.check_func(pyfunc, cfunc, (a, b))
# Non-contiguous
self.check_func(pyfunc, cfunc, (a[::-1], b[::-1]))
# Mismatching sizes
a = self.sample_vector(n - 1, np.float64)
b = self.sample_vector(n, np.float64)
self.assert_mismatching_sizes(cfunc, (a, b))
# Mismatching dtypes
a = self.sample_vector(n, np.float32)
b = self.sample_vector(n, np.float64)
self.assert_mismatching_dtypes(cfunc, (a, b), func_name=func_name)
def test_dot_vv(self):
"""
Test vector * vector np.dot()
"""
self.check_dot_vv(dot2, "np.dot()")
def test_vdot(self):
"""
Test np.vdot()
"""
self.check_dot_vv(vdot, "np.vdot()")
@needs_blas
def check_dot_vm(self, pyfunc2, pyfunc3, func_name):
m, n = 2, 3
def samples(m, n):
for order in 'CF':
a = self.sample_matrix(m, n, np.float64).copy(order=order)
b = self.sample_vector(n, np.float64)
yield a, b
for dtype in self.dtypes:
a = self.sample_matrix(m, n, dtype)
b = self.sample_vector(n, dtype)
yield a, b
# Non-contiguous
yield a[::-1], b[::-1]
cfunc2 = jit(nopython=True)(pyfunc2)
if pyfunc3 is not None:
cfunc3 = jit(nopython=True)(pyfunc3)
for a, b in samples(m, n):
self.check_func(pyfunc2, cfunc2, (a, b))
self.check_func(pyfunc2, cfunc2, (b, a.T))
if pyfunc3 is not None:
for a, b in samples(m, n):
out = np.empty(m, dtype=a.dtype)
self.check_func_out(pyfunc3, cfunc3, (a, b), out)
self.check_func_out(pyfunc3, cfunc3, (b, a.T), out)
# Mismatching sizes
a = self.sample_matrix(m, n - 1, np.float64)
b = self.sample_vector(n, np.float64)
self.assert_mismatching_sizes(cfunc2, (a, b))
self.assert_mismatching_sizes(cfunc2, (b, a.T))
if pyfunc3 is not None:
out = np.empty(m, np.float64)
self.assert_mismatching_sizes(cfunc3, (a, b, out))
self.assert_mismatching_sizes(cfunc3, (b, a.T, out))
a = self.sample_matrix(m, m, np.float64)
b = self.sample_vector(m, np.float64)
out = np.empty(m - 1, np.float64)
self.assert_mismatching_sizes(cfunc3, (a, b, out), is_out=True)
self.assert_mismatching_sizes(cfunc3, (b, a.T, out), is_out=True)
# Mismatching dtypes
a = self.sample_matrix(m, n, np.float32)
b = self.sample_vector(n, np.float64)
self.assert_mismatching_dtypes(cfunc2, (a, b), func_name)
if pyfunc3 is not None:
a = self.sample_matrix(m, n, np.float64)
b = self.sample_vector(n, np.float64)
out = np.empty(m, np.float32)
self.assert_mismatching_dtypes(cfunc3, (a, b, out), func_name)
def test_dot_vm(self):
"""
Test vector * matrix and matrix * vector np.dot()
"""
self.check_dot_vm(dot2, dot3, "np.dot()")
@needs_blas
def check_dot_mm(self, pyfunc2, pyfunc3, func_name):
def samples(m, n, k):
for order_a, order_b in product('CF', 'CF'):
a = self.sample_matrix(m, k, np.float64).copy(order=order_a)
b = self.sample_matrix(k, n, np.float64).copy(order=order_b)
yield a, b
for dtype in self.dtypes:
a = self.sample_matrix(m, k, dtype)
b = self.sample_matrix(k, n, dtype)
yield a, b
# Non-contiguous
yield a[::-1], b[::-1]
cfunc2 = jit(nopython=True)(pyfunc2)
if pyfunc3 is not None:
cfunc3 = jit(nopython=True)(pyfunc3)
# Test generic matrix * matrix as well as "degenerate" cases
# where one of the outer dimensions is 1 (i.e. really represents
# a vector, which may select a different implementation)
for m, n, k in [(2, 3, 4), # Generic matrix * matrix
(1, 3, 4), # 2d vector * matrix
(1, 1, 4), # 2d vector * 2d vector
]:
for a, b in samples(m, n, k):
self.check_func(pyfunc2, cfunc2, (a, b))
self.check_func(pyfunc2, cfunc2, (b.T, a.T))
if pyfunc3 is not None:
for a, b in samples(m, n, k):
out = np.empty((m, n), dtype=a.dtype)
self.check_func_out(pyfunc3, cfunc3, (a, b), out)
out = np.empty((n, m), dtype=a.dtype)
self.check_func_out(pyfunc3, cfunc3, (b.T, a.T), out)
# Mismatching sizes
m, n, k = 2, 3, 4
a = self.sample_matrix(m, k - 1, np.float64)
b = self.sample_matrix(k, n, np.float64)
self.assert_mismatching_sizes(cfunc2, (a, b))
if pyfunc3 is not None:
out = np.empty((m, n), np.float64)
self.assert_mismatching_sizes(cfunc3, (a, b, out))
a = self.sample_matrix(m, k, np.float64)
b = self.sample_matrix(k, n, np.float64)
out = np.empty((m, n - 1), np.float64)
self.assert_mismatching_sizes(cfunc3, (a, b, out), is_out=True)
# Mismatching dtypes
a = self.sample_matrix(m, k, np.float32)
b = self.sample_matrix(k, n, np.float64)
self.assert_mismatching_dtypes(cfunc2, (a, b), func_name)
if pyfunc3 is not None:
a = self.sample_matrix(m, k, np.float64)
b = self.sample_matrix(k, n, np.float64)
out = np.empty((m, n), np.float32)
self.assert_mismatching_dtypes(cfunc3, (a, b, out), func_name)
@tag('important')
def test_dot_mm(self):
"""
Test matrix * matrix np.dot()
"""
self.check_dot_mm(dot2, dot3, "np.dot()")
@needs_matmul
def test_matmul_vv(self):
"""
Test vector @ vector
"""
self.check_dot_vv(matmul_usecase, "'@'")
@needs_matmul
def test_matmul_vm(self):
"""
Test vector @ matrix and matrix @ vector
"""
self.check_dot_vm(matmul_usecase, None, "'@'")
@needs_matmul
def test_matmul_mm(self):
"""
Test matrix @ matrix
"""
self.check_dot_mm(matmul_usecase, None, "'@'")
@needs_blas
def test_contiguity_warnings(self):
m, k, n = 2, 3, 4
dtype = np.float64
a = self.sample_matrix(m, k, dtype)[::-1]
b = self.sample_matrix(k, n, dtype)[::-1]
out = np.empty((m, n), dtype)
cfunc = jit(nopython=True)(dot2)
with self.check_contiguity_warning(cfunc.py_func):
cfunc(a, b)
cfunc = jit(nopython=True)(dot3)
with self.check_contiguity_warning(cfunc.py_func):
cfunc(a, b, out)
a = self.sample_vector(n, dtype)[::-1]
b = self.sample_vector(n, dtype)[::-1]
cfunc = jit(nopython=True)(vdot)
with self.check_contiguity_warning(cfunc.py_func):
cfunc(a, b)
# Implementation definitions for the purpose of jitting.
def invert_matrix(a):
return np.linalg.inv(a)
def cholesky_matrix(a):
return np.linalg.cholesky(a)
def eig_matrix(a):
return np.linalg.eig(a)
def eigvals_matrix(a):
return np.linalg.eigvals(a)
def eigh_matrix(a):
return np.linalg.eigh(a)
def eigvalsh_matrix(a):
return np.linalg.eigvalsh(a)
def svd_matrix(a, full_matrices=1):
return np.linalg.svd(a, full_matrices)
def qr_matrix(a):
return np.linalg.qr(a)
def lstsq_system(A, B, rcond=-1):
return np.linalg.lstsq(A, B, rcond)
def solve_system(A, B):
return np.linalg.solve(A, B)
def pinv_matrix(A, rcond=1e-15): # 1e-15 from numpy impl
return np.linalg.pinv(A)
def slogdet_matrix(a):
return np.linalg.slogdet(a)
def det_matrix(a):
return np.linalg.det(a)
def norm_matrix(a, ord=None):
return np.linalg.norm(a, ord)
def cond_matrix(a, p=None):
return np.linalg.cond(a, p)
def matrix_rank_matrix(a, tol=None):
return np.linalg.matrix_rank(a, tol)
def matrix_power_matrix(a, n):
return np.linalg.matrix_power(a, n)
def trace_matrix(a, offset=0):
return np.trace(a, offset)
def trace_matrix_no_offset(a):
return np.trace(a)
if numpy_version >= (1, 9):
def outer_matrix(a, b, out=None):
return np.outer(a, b, out=out)
else:
def outer_matrix(a, b):
return np.outer(a, b)
def kron_matrix(a, b):
return np.kron(a, b)
class TestLinalgBase(TestCase):
"""
Provides setUp and common data/error modes for testing np.linalg functions.
"""
# supported dtypes
dtypes = (np.float64, np.float32, np.complex128, np.complex64)
def setUp(self):
# Collect leftovers from previous test cases before checking for leaks
gc.collect()
def sample_vector(self, n, dtype):
# Be careful to generate only exactly representable float values,
# to avoid rounding discrepancies between Numpy and Numba
base = np.arange(n)
if issubclass(dtype, np.complexfloating):
return (base * (1 - 0.5j) + 2j).astype(dtype)
else:
return (base * 0.5 + 1).astype(dtype)
def specific_sample_matrix(
self, size, dtype, order, rank=None, condition=None):
"""
Provides a sample matrix with an optionally specified rank or condition
number.
size: (rows, columns), the dimensions of the returned matrix.
dtype: the dtype for the returned matrix.
order: the memory layout for the returned matrix, 'F' or 'C'.
rank: the rank of the matrix, an integer value, defaults to full rank.
condition: the condition number of the matrix (defaults to 1.)
NOTE: Only one of rank or condition may be set.
"""
# default condition
d_cond = 1.
if len(size) != 2:
raise ValueError("size must be a length 2 tuple.")
if order not in ['F', 'C']:
raise ValueError("order must be one of 'F' or 'C'.")
if dtype not in [np.float32, np.float64, np.complex64, np.complex128]:
raise ValueError("dtype must be a numpy floating point type.")
if rank is not None and condition is not None:
raise ValueError("Only one of rank or condition can be specified.")
if condition is None:
condition = d_cond
if condition < 1:
raise ValueError("Condition number must be >=1.")
np.random.seed(0) # repeatable seed
m, n = size
if m < 0 or n < 0:
raise ValueError("Negative dimensions given for matrix shape.")
minmn = min(m, n)
if rank is None:
rv = minmn
else:
if rank <= 0:
raise ValueError("Rank must be greater than zero.")
if not isinstance(rank, Integral):
raise ValueError("Rank must an integer.")
rv = rank
if rank > minmn:
raise ValueError("Rank given greater than full rank.")
if m == 1 or n == 1:
# vector, must be rank 1 (enforced above)
# condition of vector is also 1
if condition != d_cond:
raise ValueError(
"Condition number was specified for a vector (always 1.).")
maxmn = max(m, n)
Q = self.sample_vector(maxmn, dtype).reshape(m, n)
else:
# Build a sample matrix via combining SVD like inputs.
# Create matrices of left and right singular vectors.
# This could use Modified Gram-Schmidt and perhaps be quicker,
# at present it uses QR decompositions to obtain orthonormal
# matrices.
tmp = self.sample_vector(m * m, dtype).reshape(m, m)
U, _ = np.linalg.qr(tmp)
# flip the second array, else for m==n the identity matrix appears
tmp = self.sample_vector(n * n, dtype)[::-1].reshape(n, n)
V, _ = np.linalg.qr(tmp)
# create singular values.
sv = np.linspace(d_cond, condition, rv)
S = np.zeros((m, n))
idx = np.nonzero(np.eye(m, n))
S[idx[0][:rv], idx[1][:rv]] = sv
Q = np.dot(np.dot(U, S), V.T) # construct
Q = np.array(Q, dtype=dtype, order=order) # sort out order/type
return Q
def assert_error(self, cfunc, args, msg, err=ValueError):
with self.assertRaises(err) as raises:
cfunc(*args)
self.assertIn(msg, str(raises.exception))
def assert_non_square(self, cfunc, args):
msg = "Last 2 dimensions of the array must be square."
self.assert_error(cfunc, args, msg, np.linalg.LinAlgError)
def assert_wrong_dtype(self, name, cfunc, args):
msg = "np.linalg.%s() only supported on float and complex arrays" % name
self.assert_error(cfunc, args, msg, errors.TypingError)
def assert_wrong_dimensions(self, name, cfunc, args, la_prefix=True):
prefix = "np.linalg" if la_prefix else "np"
msg = "%s.%s() only supported on 2-D arrays" % (prefix, name)
self.assert_error(cfunc, args, msg, errors.TypingError)
def assert_no_nan_or_inf(self, cfunc, args):
msg = "Array must not contain infs or NaNs."
self.assert_error(cfunc, args, msg, np.linalg.LinAlgError)
def assert_contig_sanity(self, got, expected_contig):
"""
This checks that in a computed result from numba (array, possibly tuple
of arrays) all the arrays are contiguous in memory and that they are
all at least one of "C_CONTIGUOUS" or "F_CONTIGUOUS". The computed
result of the contiguousness is then compared against a hardcoded
expected result.
got: is the computed results from numba
expected_contig: is "C" or "F" and is the expected type of
contiguousness across all input values
(and therefore tests).
"""
if isinstance(got, tuple):
# tuple present, check all results
for a in got:
self.assert_contig_sanity(a, expected_contig)
else:
if not isinstance(got, Number):
# else a single array is present
c_contig = got.flags.c_contiguous
f_contig = got.flags.f_contiguous
# check that the result (possible set of) is at least one of
# C or F contiguous.
msg = "Results are not at least one of all C or F contiguous."
self.assertTrue(c_contig | f_contig, msg)
msg = "Computed contiguousness does not match expected."
if expected_contig == "C":
self.assertTrue(c_contig, msg)
elif expected_contig == "F":
self.assertTrue(f_contig, msg)
else:
raise ValueError("Unknown contig")
def assert_raise_on_singular(self, cfunc, args):
msg = "Matrix is singular to machine precision."
self.assert_error(cfunc, args, msg, err=np.linalg.LinAlgError)
def assert_is_identity_matrix(self, got, rtol=None, atol=None):
"""
Checks if a matrix is equal to the identity matrix.
"""
# check it is square
self.assertEqual(got.shape[-1], got.shape[-2])
# create identity matrix
eye = np.eye(got.shape[-1], dtype=got.dtype)
resolution = 5 * np.finfo(got.dtype).resolution
if rtol is None:
rtol = 10 * resolution
if atol is None:
atol = 100 * resolution # zeros tend to be fuzzy
# check it matches
np.testing.assert_allclose(got, eye, rtol, atol)
def assert_invalid_norm_kind(self, cfunc, args):
"""
For use in norm() and cond() tests.
"""
msg = "Invalid norm order for matrices."
self.assert_error(cfunc, args, msg, ValueError)
class TestTestLinalgBase(TestCase):
"""
The sample matrix code TestLinalgBase.specific_sample_matrix()
is a bit involved, this class tests it works as intended.
"""
def test_specific_sample_matrix(self):
# add a default test to the ctor, it never runs so doesn't matter
inst = TestLinalgBase('specific_sample_matrix')
sizes = [(7, 1), (11, 5), (5, 11), (3, 3), (1, 7)]
# test loop
for size, dtype, order in product(sizes, inst.dtypes, 'FC'):
m, n = size
minmn = min(m, n)
# test default full rank
A = inst.specific_sample_matrix(size, dtype, order)
self.assertEqual(A.shape, size)
self.assertEqual(np.linalg.matrix_rank(A), minmn)
# test reduced rank if a reduction is possible
if minmn > 1:
rank = minmn - 1
A = inst.specific_sample_matrix(size, dtype, order, rank=rank)
self.assertEqual(A.shape, size)
self.assertEqual(np.linalg.matrix_rank(A), rank)
resolution = 5 * np.finfo(dtype).resolution
# test default condition
A = inst.specific_sample_matrix(size, dtype, order)
self.assertEqual(A.shape, size)
np.testing.assert_allclose(np.linalg.cond(A),
1.,
rtol=resolution,
atol=resolution)
# test specified condition if matrix is > 1D
if minmn > 1:
condition = 10.
A = inst.specific_sample_matrix(
size, dtype, order, condition=condition)
self.assertEqual(A.shape, size)
np.testing.assert_allclose(np.linalg.cond(A),
10.,
rtol=resolution,
atol=resolution)
# check errors are raised appropriately
def check_error(args, msg, err=ValueError):
with self.assertRaises(err) as raises:
inst.specific_sample_matrix(*args)
self.assertIn(msg, str(raises.exception))
# check the checker runs ok
with self.assertRaises(AssertionError) as raises:
msg = "blank"
check_error(((2, 3), np.float64, 'F'), msg, err=ValueError)
# check invalid inputs...
# bad size
msg = "size must be a length 2 tuple."
check_error(((1,), np.float64, 'F'), msg, err=ValueError)
# bad order
msg = "order must be one of 'F' or 'C'."
check_error(((2, 3), np.float64, 'z'), msg, err=ValueError)
# bad type
msg = "dtype must be a numpy floating point type."
check_error(((2, 3), np.int32, 'F'), msg, err=ValueError)
# specifying both rank and condition
msg = "Only one of rank or condition can be specified."
check_error(((2, 3), np.float64, 'F', 1, 1), msg, err=ValueError)
# specifying negative condition
msg = "Condition number must be >=1."
check_error(((2, 3), np.float64, 'F', None, -1), msg, err=ValueError)
# specifying negative matrix dimension
msg = "Negative dimensions given for matrix shape."
check_error(((2, -3), np.float64, 'F'), msg, err=ValueError)
# specifying negative rank
msg = "Rank must be greater than zero."
check_error(((2, 3), np.float64, 'F', -1), msg, err=ValueError)
# specifying a rank greater than maximum rank
msg = "Rank given greater than full rank."
check_error(((2, 3), np.float64, 'F', 4), msg, err=ValueError)
# specifying a condition number for a vector
msg = "Condition number was specified for a vector (always 1.)."
check_error(((1, 3), np.float64, 'F', None, 10), msg, err=ValueError)
# specifying a non integer rank
msg = "Rank must an integer."
check_error(((2, 3), np.float64, 'F', 1.5), msg, err=ValueError)
class TestLinalgInv(TestLinalgBase):
"""
Tests for np.linalg.inv.
"""
@tag('important')
@needs_lapack
def test_linalg_inv(self):
"""
Test np.linalg.inv
"""
n = 10
cfunc = jit(nopython=True)(invert_matrix)
def check(a, **kwargs):
expected = invert_matrix(a)
got = cfunc(a)
self.assert_contig_sanity(got, "F")
use_reconstruction = False
# try strict
try:
np.testing.assert_array_almost_equal_nulp(got, expected,
nulp=10)
except AssertionError:
# fall back to reconstruction
use_reconstruction = True
if use_reconstruction:
rec = np.dot(got, a)
self.assert_is_identity_matrix(rec)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a)
for dtype, order in product(self.dtypes, 'CF'):
a = self.specific_sample_matrix((n, n), dtype, order)
check(a)
# Non square matrix
self.assert_non_square(cfunc, (np.ones((2, 3)),))
# Wrong dtype
self.assert_wrong_dtype("inv", cfunc,
(np.ones((2, 2), dtype=np.int32),))
# Dimension issue
self.assert_wrong_dimensions("inv", cfunc, (np.ones(10),))
# Singular matrix
self.assert_raise_on_singular(cfunc, (np.zeros((2, 2)),))
class TestLinalgCholesky(TestLinalgBase):
"""
Tests for np.linalg.cholesky.
"""
def sample_matrix(self, m, dtype, order):
# pd. (positive definite) matrix has eigenvalues in Z+
np.random.seed(0) # repeatable seed
A = np.random.rand(m, m)
# orthonormal q needed to form up q^{-1}*D*q
# no "orth()" in numpy
q, _ = np.linalg.qr(A)
L = np.arange(1, m + 1) # some positive eigenvalues
Q = np.dot(np.dot(q.T, np.diag(L)), q) # construct
Q = np.array(Q, dtype=dtype, order=order) # sort out order/type
return Q
def assert_not_pd(self, cfunc, args):
msg = "Matrix is not positive definite."
self.assert_error(cfunc, args, msg, np.linalg.LinAlgError)
@needs_lapack
def test_linalg_cholesky(self):
"""
Test np.linalg.cholesky
"""
n = 10
cfunc = jit(nopython=True)(cholesky_matrix)
def check(a):
expected = cholesky_matrix(a)
got = cfunc(a)
use_reconstruction = False
# check that the computed results are contig and in the same way
self.assert_contig_sanity(got, "C")
# try strict
try:
np.testing.assert_array_almost_equal_nulp(got, expected,
nulp=10)
except AssertionError:
# fall back to reconstruction
use_reconstruction = True
# try via reconstruction
if use_reconstruction:
rec = np.dot(got, np.conj(got.T))
resolution = 5 * np.finfo(a.dtype).resolution
np.testing.assert_allclose(
a,
rec,
rtol=resolution,
atol=resolution
)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a)
for dtype, order in product(self.dtypes, 'FC'):
a = self.sample_matrix(n, dtype, order)
check(a)
rn = "cholesky"
# Non square matrices
self.assert_non_square(cfunc, (np.ones((2, 3), dtype=np.float64),))
# Wrong dtype
self.assert_wrong_dtype(rn, cfunc,
(np.ones((2, 2), dtype=np.int32),))
# Dimension issue
self.assert_wrong_dimensions(rn, cfunc,
(np.ones(10, dtype=np.float64),))
# not pd
self.assert_not_pd(cfunc,
(np.ones(4, dtype=np.float64).reshape(2, 2),))
class TestLinalgEigenSystems(TestLinalgBase):
"""
Tests for np.linalg.eig/eigvals.
"""
def sample_matrix(self, m, dtype, order):
# This is a tridiag with the same but skewed values on the diagonals
v = self.sample_vector(m, dtype)
Q = np.diag(v)
idx = np.nonzero(np.eye(Q.shape[0], Q.shape[1], 1))
Q[idx] = v[1:]
idx = np.nonzero(np.eye(Q.shape[0], Q.shape[1], -1))
Q[idx] = v[:-1]
Q = np.array(Q, dtype=dtype, order=order)
return Q
def assert_no_domain_change(self, name, cfunc, args):
msg = name + "() argument must not cause a domain change."
self.assert_error(cfunc, args, msg)
def checker_for_linalg_eig(
self, name, func, expected_res_len, check_for_domain_change=None):
"""
Test np.linalg.eig
"""
n = 10
cfunc = jit(nopython=True)(func)
def check(a):
expected = func(a)
got = cfunc(a)
# check that the returned tuple is same length
self.assertEqual(len(expected), len(got))
# and that dimension is correct
res_is_tuple = False
if isinstance(got, tuple):
res_is_tuple = True
self.assertEqual(len(got), expected_res_len)
else: # its an array
self.assertEqual(got.ndim, expected_res_len)
# and that the computed results are contig and in the same way
self.assert_contig_sanity(got, "F")
use_reconstruction = False
# try plain match of each array to np first
for k in range(len(expected)):
try:
np.testing.assert_array_almost_equal_nulp(
got[k], expected[k], nulp=10)
except AssertionError:
# plain match failed, test by reconstruction
use_reconstruction = True
# If plain match fails then reconstruction is used.
# this checks that A*V ~== V*diag(W)
# i.e. eigensystem ties out
# this is required as numpy uses only double precision lapack
# routines and computation of eigenvectors is numerically
# sensitive, numba uses the type specific routines therefore
# sometimes comes out with a different (but entirely
# valid) answer (eigenvectors are not unique etc.).
# This is only applicable if eigenvectors are computed
# along with eigenvalues i.e. result is a tuple.
resolution = 5 * np.finfo(a.dtype).resolution
if use_reconstruction:
if res_is_tuple:
w, v = got
# modify 'a' if hermitian eigensystem functionality is
# being tested. 'L' for use lower part is default and
# the only thing used at present so we conjugate transpose
# the lower part into the upper for use in the
# reconstruction. By construction the sample matrix is
# tridiag so this is just a question of copying the lower
# diagonal into the upper and conjugating on the way.
if name[-1] == 'h':
idxl = np.nonzero(np.eye(a.shape[0], a.shape[1], -1))
idxu = np.nonzero(np.eye(a.shape[0], a.shape[1], 1))
cfunc(a)
# upper idx must match lower for default uplo="L"
# if complex, conjugate
a[idxu] = np.conj(a[idxl])
# also, only the real part of the diagonals is
# considered in the calculation so the imag is zeroed
# out for the purposes of use in reconstruction.
a[np.diag_indices(a.shape[0])] = np.real(np.diag(a))
lhs = np.dot(a, v)
rhs = np.dot(v, np.diag(w))
np.testing.assert_allclose(
lhs.real,
rhs.real,
rtol=resolution,
atol=resolution
)
if np.iscomplexobj(v):
np.testing.assert_allclose(
lhs.imag,
rhs.imag,
rtol=resolution,
atol=resolution
)
else:
# This isn't technically reconstruction but is here to
# deal with that the order of the returned eigenvalues
# may differ in the case of routines just returning
# eigenvalues and there's no true reconstruction
# available with which to perform a check.
np.testing.assert_allclose(
np.sort(expected),
np.sort(got),
rtol=resolution,
atol=resolution
)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a)
# The main test loop
for dtype, order in product(self.dtypes, 'FC'):
a = self.sample_matrix(n, dtype, order)
check(a)
# Test both a real and complex type as the impls are different
for ty in [np.float32, np.complex64]:
# Non square matrices
self.assert_non_square(cfunc, (np.ones((2, 3), dtype=ty),))
# Wrong dtype
self.assert_wrong_dtype(name, cfunc,
(np.ones((2, 2), dtype=np.int32),))
# Dimension issue
self.assert_wrong_dimensions(name, cfunc, (np.ones(10, dtype=ty),))
# no nans or infs
self.assert_no_nan_or_inf(cfunc,
(np.array([[1., 2., ], [np.inf, np.nan]],
dtype=ty),))
if check_for_domain_change:
# By design numba does not support dynamic return types, numpy does
# and uses this in the case of returning eigenvalues/vectors of
# a real matrix. The return type of np.linalg.eig(), when
# operating on a matrix in real space depends on the values present
# in the matrix itself (recalling that eigenvalues are the roots of the
# characteristic polynomial of the system matrix, which will by
# construction depend on the values present in the system matrix).
# This test asserts that if a domain change is required on the return
# type, i.e. complex eigenvalues from a real input, an error is raised.
# For complex types, regardless of the value of the imaginary part of
# the returned eigenvalues, a complex type will be returned, this
# follows numpy and fits in with numba.
# First check that the computation is valid (i.e. in complex space)
A = np.array([[1, -2], [2, 1]])
check(A.astype(np.complex128))
# and that the imaginary part is nonzero
l, _ = func(A)
self.assertTrue(np.any(l.imag))
# Now check that the computation fails in real space
for ty in [np.float32, np.float64]:
self.assert_no_domain_change(name, cfunc, (A.astype(ty),))
@needs_lapack
def test_linalg_eig(self):
self.checker_for_linalg_eig("eig", eig_matrix, 2, True)
@needs_lapack
def test_linalg_eigvals(self):
self.checker_for_linalg_eig("eigvals", eigvals_matrix, 1, True)
@needs_lapack
def test_linalg_eigh(self):
self.checker_for_linalg_eig("eigh", eigh_matrix, 2, False)
@needs_lapack
def test_linalg_eigvalsh(self):
self.checker_for_linalg_eig("eigvalsh", eigvalsh_matrix, 1, False)
class TestLinalgSvd(TestLinalgBase):
"""
Tests for np.linalg.svd.
"""
@needs_lapack
def test_linalg_svd(self):
"""
Test np.linalg.svd
"""
cfunc = jit(nopython=True)(svd_matrix)
def check(a, **kwargs):
expected = svd_matrix(a, **kwargs)
got = cfunc(a, **kwargs)
# check that the returned tuple is same length
self.assertEqual(len(expected), len(got))
# and that length is 3
self.assertEqual(len(got), 3)
# and that the computed results are contig and in the same way
self.assert_contig_sanity(got, "F")
use_reconstruction = False
# try plain match of each array to np first
for k in range(len(expected)):
try:
np.testing.assert_array_almost_equal_nulp(
got[k], expected[k], nulp=10)
except AssertionError:
# plain match failed, test by reconstruction
use_reconstruction = True
# if plain match fails then reconstruction is used.
# this checks that A ~= U*S*V**H
# i.e. SV decomposition ties out
# this is required as numpy uses only double precision lapack
# routines and computation of svd is numerically
# sensitive, numba using the type specific routines therefore
# sometimes comes out with a different answer (orthonormal bases
# are not unique etc.).
if use_reconstruction:
u, sv, vt = got
# check they are dimensionally correct
for k in range(len(expected)):
self.assertEqual(got[k].shape, expected[k].shape)
# regardless of full_matrices cols in u and rows in vt
# dictates the working size of s
s = np.zeros((u.shape[1], vt.shape[0]))
np.fill_diagonal(s, sv)
rec = np.dot(np.dot(u, s), vt)
resolution = np.finfo(a.dtype).resolution
np.testing.assert_allclose(
a,
rec,
rtol=10 * resolution,
atol=100 * resolution # zeros tend to be fuzzy
)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, **kwargs)
# test: column vector, tall, wide, square, row vector
# prime sizes
sizes = [(7, 1), (7, 5), (5, 7), (3, 3), (1, 7)]
# flip on reduced or full matrices
full_matrices = (True, False)
# test loop
for size, dtype, fmat, order in \
product(sizes, self.dtypes, full_matrices, 'FC'):
a = self.specific_sample_matrix(size, dtype, order)
check(a, full_matrices=fmat)
rn = "svd"
# Wrong dtype
self.assert_wrong_dtype(rn, cfunc,
(np.ones((2, 2), dtype=np.int32),))
# Dimension issue
self.assert_wrong_dimensions(rn, cfunc,
(np.ones(10, dtype=np.float64),))
# no nans or infs
self.assert_no_nan_or_inf(cfunc,
(np.array([[1., 2., ], [np.inf, np.nan]],
dtype=np.float64),))
class TestLinalgQr(TestLinalgBase):
"""
Tests for np.linalg.qr.
"""
@needs_lapack
def test_linalg_qr(self):
"""
Test np.linalg.qr
"""
cfunc = jit(nopython=True)(qr_matrix)
def check(a, **kwargs):
expected = qr_matrix(a, **kwargs)
got = cfunc(a, **kwargs)
# check that the returned tuple is same length
self.assertEqual(len(expected), len(got))
# and that length is 2
self.assertEqual(len(got), 2)
# and that the computed results are contig and in the same way
self.assert_contig_sanity(got, "F")
use_reconstruction = False
# try plain match of each array to np first
for k in range(len(expected)):
try:
np.testing.assert_array_almost_equal_nulp(
got[k], expected[k], nulp=10)
except AssertionError:
# plain match failed, test by reconstruction
use_reconstruction = True
# if plain match fails then reconstruction is used.
# this checks that A ~= Q*R and that (Q^H)*Q = I
# i.e. QR decomposition ties out
# this is required as numpy uses only double precision lapack
# routines and computation of qr is numerically
# sensitive, numba using the type specific routines therefore
# sometimes comes out with a different answer (orthonormal bases
# are not unique etc.).
if use_reconstruction:
q, r = got
# check they are dimensionally correct
for k in range(len(expected)):
self.assertEqual(got[k].shape, expected[k].shape)
# check A=q*r
rec = np.dot(q, r)
resolution = np.finfo(a.dtype).resolution
np.testing.assert_allclose(
a,
rec,
rtol=10 * resolution,
atol=100 * resolution # zeros tend to be fuzzy
)
# check q is orthonormal
self.assert_is_identity_matrix(np.dot(np.conjugate(q.T), q))
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, **kwargs)
# test: column vector, tall, wide, square, row vector
# prime sizes
sizes = [(7, 1), (11, 5), (5, 11), (3, 3), (1, 7)]
# test loop
for size, dtype, order in \
product(sizes, self.dtypes, 'FC'):
a = self.specific_sample_matrix(size, dtype, order)
check(a)
rn = "qr"
# Wrong dtype
self.assert_wrong_dtype(rn, cfunc,
(np.ones((2, 2), dtype=np.int32),))
# Dimension issue
self.assert_wrong_dimensions(rn, cfunc,
(np.ones(10, dtype=np.float64),))
# no nans or infs
self.assert_no_nan_or_inf(cfunc,
(np.array([[1., 2., ], [np.inf, np.nan]],
dtype=np.float64),))
class TestLinalgSystems(TestLinalgBase):
"""
Base class for testing "system" solvers from np.linalg.
Namely np.linalg.solve() and np.linalg.lstsq().
"""
# check for RHS with dimension > 2 raises
def assert_wrong_dimensions_1D(self, name, cfunc, args, la_prefix=True):
prefix = "np.linalg" if la_prefix else "np"
msg = "%s.%s() only supported on 1 and 2-D arrays" % (prefix, name)
self.assert_error(cfunc, args, msg, errors.TypingError)
# check that a dimensionally invalid system raises
def assert_dimensionally_invalid(self, cfunc, args):
msg = "Incompatible array sizes, system is not dimensionally valid."
self.assert_error(cfunc, args, msg, np.linalg.LinAlgError)
# check that args with differing dtypes raise
def assert_homogeneous_dtypes(self, name, cfunc, args):
msg = "np.linalg.%s() only supports inputs that have homogeneous dtypes." % name
self.assert_error(cfunc, args, msg, errors.TypingError)
class TestLinalgLstsq(TestLinalgSystems):
"""
Tests for np.linalg.lstsq.
"""
# NOTE: The testing of this routine is hard as it has to handle numpy
# using double precision routines on single precision input, this has
# a knock on effect especially in rank deficient cases and cases where
# conditioning is generally poor. As a result computed ranks can differ
# and consequently the calculated residual can differ.
# The tests try and deal with this as best as they can through the use
# of reconstruction and measures like residual norms.
# Suggestions for improvements are welcomed!
@needs_lapack
def test_linalg_lstsq(self):
"""
Test np.linalg.lstsq
"""
cfunc = jit(nopython=True)(lstsq_system)
def check(A, B, **kwargs):
expected = lstsq_system(A, B, **kwargs)
got = cfunc(A, B, **kwargs)
# check that the returned tuple is same length
self.assertEqual(len(expected), len(got))
# and that length is 4
self.assertEqual(len(got), 4)
# and that the computed results are contig and in the same way
self.assert_contig_sanity(got, "C")
use_reconstruction = False
# check the ranks are the same and continue to a standard
# match if that is the case (if ranks differ, then output
# in e.g. residual array is of different size!).
try:
self.assertEqual(got[2], expected[2])
# try plain match of each array to np first
for k in range(len(expected)):
try:
np.testing.assert_array_almost_equal_nulp(
got[k], expected[k], nulp=10)
except AssertionError:
# plain match failed, test by reconstruction
use_reconstruction = True
except AssertionError:
use_reconstruction = True
if use_reconstruction:
x, res, rank, s = got
# indicies in the output which are ndarrays
out_array_idx = [0, 1, 3]
try:
# check the ranks are the same
self.assertEqual(rank, expected[2])
# check they are dimensionally correct, skip [2] = rank.
for k in out_array_idx:
if isinstance(expected[k], np.ndarray):
self.assertEqual(got[k].shape, expected[k].shape)
except AssertionError:
# check the rank differs by 1. (numerical fuzz)
self.assertTrue(abs(rank - expected[2]) < 2)
# check if A*X = B
resolution = np.finfo(A.dtype).resolution
try:
# this will work so long as the conditioning is
# ok and the rank is full
rec = np.dot(A, x)
np.testing.assert_allclose(
B,
rec,
rtol=10 * resolution,
atol=10 * resolution
)
except AssertionError:
# system is probably under/over determined and/or
# poorly conditioned. Check slackened equality
# and that the residual norm is the same.
for k in out_array_idx:
try:
np.testing.assert_allclose(
expected[k],
got[k],
rtol=100 * resolution,
atol=100 * resolution
)
except AssertionError:
# check the fail is likely due to bad conditioning
c = np.linalg.cond(A)
self.assertGreater(10 * c, (1. / resolution))
# make sure the residual 2-norm is ok
# if this fails its probably due to numpy using double
# precision LAPACK routines for singles.
res_expected = np.linalg.norm(
B - np.dot(A, expected[0]))
res_got = np.linalg.norm(B - np.dot(A, x))
# rtol = 10. as all the systems are products of orthonormals
# and on the small side (rows, cols) < 100.
np.testing.assert_allclose(
res_expected, res_got, rtol=10.)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(A, B, **kwargs)
# test: column vector, tall, wide, square, row vector
# prime sizes, the A's
sizes = [(7, 1), (11, 5), (5, 11), (3, 3), (1, 7)]
# compatible B's for Ax=B must have same number of rows and 1 or more
# columns
# This test takes ages! So combinations are trimmed via cycling
# gets a dtype
cycle_dt = cycle(self.dtypes)
orders = ['F', 'C']
# gets a memory order flag
cycle_order = cycle(orders)
# a specific condition number to use in the following tests
# there is nothing special about it other than it is not magic
specific_cond = 10.
# inner test loop, extracted as there's additional logic etc required
# that'd end up with this being repeated a lot
def inner_test_loop_fn(A, dt, **kwargs):
# test solve Ax=B for (column, matrix) B, same dtype as A
b_sizes = (1, 13)
for b_size in b_sizes:
# check 2D B
b_order = next(cycle_order)
B = self.specific_sample_matrix(
(A.shape[0], b_size), dt, b_order)
check(A, B, **kwargs)
# check 1D B
b_order = next(cycle_order)
tmp = B[:, 0].copy(order=b_order)
check(A, tmp, **kwargs)
# test loop
for a_size in sizes:
dt = next(cycle_dt)
a_order = next(cycle_order)
# A full rank, well conditioned system
A = self.specific_sample_matrix(a_size, dt, a_order)
# run the test loop
inner_test_loop_fn(A, dt)
m, n = a_size
minmn = min(m, n)
# operations that only make sense with a 2D matrix system
if m != 1 and n != 1:
# Test a rank deficient system
r = minmn - 1
A = self.specific_sample_matrix(
a_size, dt, a_order, rank=r)
# run the test loop
inner_test_loop_fn(A, dt)
# Test a system with a given condition number for use in
# testing the rcond parameter.
# This works because the singular values in the
# specific_sample_matrix code are linspace (1, cond, [0... if
# rank deficient])
A = self.specific_sample_matrix(
a_size, dt, a_order, condition=specific_cond)
# run the test loop
rcond = 1. / specific_cond
approx_half_rank_rcond = minmn * rcond
inner_test_loop_fn(A, dt,
rcond=approx_half_rank_rcond)
# Test input validation
ok = np.array([[1., 2.], [3., 4.]], dtype=np.float64)
# check ok input is ok
cfunc, (ok, ok)
# check bad inputs
rn = "lstsq"
# Wrong dtype
bad = np.array([[1, 2], [3, 4]], dtype=np.int32)
self.assert_wrong_dtype(rn, cfunc, (ok, bad))
self.assert_wrong_dtype(rn, cfunc, (bad, ok))
# different dtypes
bad = np.array([[1, 2], [3, 4]], dtype=np.float32)
self.assert_homogeneous_dtypes(rn, cfunc, (ok, bad))
self.assert_homogeneous_dtypes(rn, cfunc, (bad, ok))
# Dimension issue
bad = np.array([1, 2], dtype=np.float64)
self.assert_wrong_dimensions(rn, cfunc, (bad, ok))
# no nans or infs
bad = np.array([[1., 2., ], [np.inf, np.nan]], dtype=np.float64)
self.assert_no_nan_or_inf(cfunc, (ok, bad))
self.assert_no_nan_or_inf(cfunc, (bad, ok))
# check 1D is accepted for B (2D is done previously)
# and then that anything of higher dimension raises
oneD = np.array([1., 2.], dtype=np.float64)
cfunc, (ok, oneD)
bad = np.array([[[1, 2], [3, 4]], [[5, 6], [7, 8]]], dtype=np.float64)
self.assert_wrong_dimensions_1D(rn, cfunc, (ok, bad))
# check a dimensionally invalid system raises (1D and 2D cases
# checked)
bad1D = np.array([1.], dtype=np.float64)
bad2D = np.array([[1.], [2.], [3.]], dtype=np.float64)
self.assert_dimensionally_invalid(cfunc, (ok, bad1D))
self.assert_dimensionally_invalid(cfunc, (ok, bad2D))
class TestLinalgSolve(TestLinalgSystems):
"""
Tests for np.linalg.solve.
"""
@needs_lapack
def test_linalg_solve(self):
"""
Test np.linalg.solve
"""
cfunc = jit(nopython=True)(solve_system)
def check(a, b, **kwargs):
expected = solve_system(a, b, **kwargs)
got = cfunc(a, b, **kwargs)
# check that the computed results are contig and in the same way
self.assert_contig_sanity(got, "F")
use_reconstruction = False
# try plain match of the result first
try:
np.testing.assert_array_almost_equal_nulp(
got, expected, nulp=10)
except AssertionError:
# plain match failed, test by reconstruction
use_reconstruction = True
# If plain match fails then reconstruction is used,
# this checks that AX ~= B.
# Plain match can fail due to numerical fuzziness associated
# with system size and conditioning, or more simply from
# numpy using double precision routines for computation that
# could be done in single precision (which is what numba does).
# Therefore minor differences in results can appear due to
# e.g. numerical roundoff being different between two precisions.
if use_reconstruction:
# check they are dimensionally correct
self.assertEqual(got.shape, expected.shape)
# check AX=B
rec = np.dot(a, got)
resolution = np.finfo(a.dtype).resolution
np.testing.assert_allclose(
b,
rec,
rtol=10 * resolution,
atol=100 * resolution # zeros tend to be fuzzy
)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, b, **kwargs)
# test: prime size squares
sizes = [(1, 1), (3, 3), (7, 7)]
# test loop
for size, dtype, order in \
product(sizes, self.dtypes, 'FC'):
A = self.specific_sample_matrix(size, dtype, order)
b_sizes = (1, 13)
for b_size, b_order in product(b_sizes, 'FC'):
# check 2D B
B = self.specific_sample_matrix(
(A.shape[0], b_size), dtype, b_order)
check(A, B)
# check 1D B
tmp = B[:, 0].copy(order=b_order)
check(A, tmp)
# Test input validation
ok = np.array([[1., 0.], [0., 1.]], dtype=np.float64)
# check ok input is ok
cfunc(ok, ok)
# check bad inputs
rn = "solve"
# Wrong dtype
bad = np.array([[1, 0], [0, 1]], dtype=np.int32)
self.assert_wrong_dtype(rn, cfunc, (ok, bad))
self.assert_wrong_dtype(rn, cfunc, (bad, ok))
# different dtypes
bad = np.array([[1, 2], [3, 4]], dtype=np.float32)
self.assert_homogeneous_dtypes(rn, cfunc, (ok, bad))
self.assert_homogeneous_dtypes(rn, cfunc, (bad, ok))
# Dimension issue
bad = np.array([1, 0], dtype=np.float64)
self.assert_wrong_dimensions(rn, cfunc, (bad, ok))
# no nans or infs
bad = np.array([[1., 0., ], [np.inf, np.nan]], dtype=np.float64)
self.assert_no_nan_or_inf(cfunc, (ok, bad))
self.assert_no_nan_or_inf(cfunc, (bad, ok))
# check 1D is accepted for B (2D is done previously)
# and then that anything of higher dimension raises
ok_oneD = np.array([1., 2.], dtype=np.float64)
cfunc(ok, ok_oneD)
bad = np.array([[[1, 2], [3, 4]], [[5, 6], [7, 8]]], dtype=np.float64)
self.assert_wrong_dimensions_1D(rn, cfunc, (ok, bad))
# check an invalid system raises (1D and 2D cases checked)
bad1D = np.array([1.], dtype=np.float64)
bad2D = np.array([[1.], [2.], [3.]], dtype=np.float64)
self.assert_dimensionally_invalid(cfunc, (ok, bad1D))
self.assert_dimensionally_invalid(cfunc, (ok, bad2D))
# check that a singular system raises
bad2D = self.specific_sample_matrix((2, 2), np.float64, 'C', rank=1)
self.assert_raise_on_singular(cfunc, (bad2D, ok))
class TestLinalgPinv(TestLinalgBase):
"""
Tests for np.linalg.pinv.
"""
@needs_lapack
def test_linalg_pinv(self):
"""
Test np.linalg.pinv
"""
cfunc = jit(nopython=True)(pinv_matrix)
def check(a, **kwargs):
expected = pinv_matrix(a, **kwargs)
got = cfunc(a, **kwargs)
# check that the computed results are contig and in the same way
self.assert_contig_sanity(got, "F")
use_reconstruction = False
# try plain match of each array to np first
try:
np.testing.assert_array_almost_equal_nulp(
got, expected, nulp=10)
except AssertionError:
# plain match failed, test by reconstruction
use_reconstruction = True
# If plain match fails then reconstruction is used.
# This can occur due to numpy using double precision
# LAPACK when single can be used, this creates round off
# problems. Also, if the matrix has machine precision level
# zeros in its singular values then the singular vectors are
# likely to vary depending on round off.
if use_reconstruction:
# check they are dimensionally correct
self.assertEqual(got.shape, expected.shape)
# check pinv(A)*A~=eye
# if the problem is numerical fuzz then this will probably
# work, if the problem is rank deficiency then it won't!
rec = np.dot(got, a)
try:
self.assert_is_identity_matrix(rec)
except AssertionError:
# check A=pinv(pinv(A))
resolution = 5 * np.finfo(a.dtype).resolution
rec = cfunc(got)
np.testing.assert_allclose(
rec,
a,
rtol=10 * resolution,
atol=100 * resolution # zeros tend to be fuzzy
)
if a.shape[0] >= a.shape[1]:
# if it is overdetermined or fully determined
# use numba lstsq function (which is type specific) to
# compute the inverse and check against that.
lstsq = jit(nopython=True)(lstsq_system)
lstsq_pinv = lstsq(
a, np.eye(
a.shape[0]).astype(
a.dtype), **kwargs)[0]
np.testing.assert_allclose(
got,
lstsq_pinv,
rtol=10 * resolution,
atol=100 * resolution # zeros tend to be fuzzy
)
# check the 2 norm of the difference is small
self.assertLess(np.linalg.norm(got - expected), resolution)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, **kwargs)
# test: column vector, tall, wide, square, row vector
# prime sizes
sizes = [(7, 1), (11, 5), (5, 11), (3, 3), (1, 7)]
# When required, a specified condition number
specific_cond = 10.
# test loop
for size, dtype, order in \
product(sizes, self.dtypes, 'FC'):
# check a full rank matrix
a = self.specific_sample_matrix(size, dtype, order)
check(a)
m, n = size
if m != 1 and n != 1:
# check a rank deficient matrix
minmn = min(m, n)
a = self.specific_sample_matrix(size, dtype, order,
condition=specific_cond)
rcond = 1. / specific_cond
approx_half_rank_rcond = minmn * rcond
check(a, rcond=approx_half_rank_rcond)
rn = "pinv"
# Wrong dtype
self.assert_wrong_dtype(rn, cfunc,
(np.ones((2, 2), dtype=np.int32),))
# Dimension issue
self.assert_wrong_dimensions(rn, cfunc,
(np.ones(10, dtype=np.float64),))
# no nans or infs
self.assert_no_nan_or_inf(cfunc,
(np.array([[1., 2., ], [np.inf, np.nan]],
dtype=np.float64),))
class TestLinalgDetAndSlogdet(TestLinalgBase):
"""
Tests for np.linalg.det. and np.linalg.slogdet.
Exactly the same inputs are used for both tests as
det() is a trivial function of slogdet(), the tests
are therefore combined.
"""
def check_det(self, cfunc, a, **kwargs):
expected = det_matrix(a, **kwargs)
got = cfunc(a, **kwargs)
resolution = 5 * np.finfo(a.dtype).resolution
# check the determinants are the same
np.testing.assert_allclose(got, expected, rtol=resolution)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, **kwargs)
def check_slogdet(self, cfunc, a, **kwargs):
expected = slogdet_matrix(a, **kwargs)
got = cfunc(a, **kwargs)
# As numba returns python floats types and numpy returns
# numpy float types, some more adjustment and different
# types of comparison than those used with array based
# results is required.
# check that the returned tuple is same length
self.assertEqual(len(expected), len(got))
# and that length is 2
self.assertEqual(len(got), 2)
# check that the domain of the results match
for k in range(2):
self.assertEqual(
np.iscomplexobj(got[k]),
np.iscomplexobj(expected[k]))
# turn got[0] into the same dtype as `a`
# this is so checking with nulp will work
got_conv = a.dtype.type(got[0])
np.testing.assert_array_almost_equal_nulp(
got_conv, expected[0], nulp=10)
# compare log determinant magnitude with a more fuzzy value
# as numpy values come from higher precision lapack routines
resolution = 5 * np.finfo(a.dtype).resolution
np.testing.assert_allclose(
got[1], expected[1], rtol=resolution, atol=resolution)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, **kwargs)
def do_test(self, rn, check, cfunc):
# test: 1x1 as it is unusual, 4x4 as it is even and 7x7 as is it odd!
sizes = [(1, 1), (4, 4), (7, 7)]
# test loop
for size, dtype, order in \
product(sizes, self.dtypes, 'FC'):
# check a full rank matrix
a = self.specific_sample_matrix(size, dtype, order)
check(cfunc, a)
# use a matrix of zeros to trip xgetrf U(i,i)=0 singular test
for dtype, order in product(self.dtypes, 'FC'):
a = np.zeros((3, 3), dtype=dtype)
check(cfunc, a)
# Wrong dtype
self.assert_wrong_dtype(rn, cfunc,
(np.ones((2, 2), dtype=np.int32),))
# Dimension issue
self.assert_wrong_dimensions(rn, cfunc,
(np.ones(10, dtype=np.float64),))
# no nans or infs
self.assert_no_nan_or_inf(cfunc,
(np.array([[1., 2., ], [np.inf, np.nan]],
dtype=np.float64),))
@needs_lapack
def test_linalg_det(self):
cfunc = jit(nopython=True)(det_matrix)
self.do_test("det", self.check_det, cfunc)
@needs_lapack
def test_linalg_slogdet(self):
cfunc = jit(nopython=True)(slogdet_matrix)
self.do_test("slogdet", self.check_slogdet, cfunc)
# Use TestLinalgSystems as a base to get access to additional
# testing for 1 and 2D inputs.
class TestLinalgNorm(TestLinalgSystems):
"""
Tests for np.linalg.norm.
"""
@needs_lapack
def test_linalg_norm(self):
"""
Test np.linalg.norm
"""
cfunc = jit(nopython=True)(norm_matrix)
def check(a, **kwargs):
expected = norm_matrix(a, **kwargs)
got = cfunc(a, **kwargs)
# All results should be in the real domain
self.assertTrue(not np.iscomplexobj(got))
resolution = 5 * np.finfo(a.dtype).resolution
# check the norms are the same to the arg `a` precision
np.testing.assert_allclose(got, expected, rtol=resolution)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, **kwargs)
# Check 1D inputs
sizes = [1, 4, 7]
nrm_types = [None, np.inf, -np.inf, 0, 1, -1, 2, -2, 5, 6.7, -4.3]
# standard 1D input
for size, dtype, nrm_type in \
product(sizes, self.dtypes, nrm_types):
a = self.sample_vector(size, dtype)
check(a, ord=nrm_type)
# sliced 1D input
for dtype, nrm_type in \
product(self.dtypes, nrm_types):
a = self.sample_vector(10, dtype)[::3]
check(a, ord=nrm_type)
# check that numba returns zero for empty arrays. Numpy returns zero
# for most norm types and raises ValueError for +/-np.inf.
for dtype, nrm_type, order in \
product(self.dtypes, nrm_types, 'FC'):
a = np.array([], dtype=dtype, order=order)
self.assertEqual(cfunc(a, nrm_type), 0.0)
# Check 2D inputs:
# test: column vector, tall, wide, square, row vector
# prime sizes
sizes = [(7, 1), (11, 5), (5, 11), (3, 3), (1, 7)]
nrm_types = [None, np.inf, -np.inf, 1, -1, 2, -2]
# standard 2D input
for size, dtype, order, nrm_type in \
product(sizes, self.dtypes, 'FC', nrm_types):
# check a full rank matrix
a = self.specific_sample_matrix(size, dtype, order)
check(a, ord=nrm_type)
# check 2D slices work for the case where xnrm2 is called from
# BLAS (ord=None) to make sure it is working ok.
nrm_types = [None]
for dtype, nrm_type, order in \
product(self.dtypes, nrm_types, 'FC'):
a = self.specific_sample_matrix((17, 13), dtype, order)
# contig for C order
check(a[:3], ord=nrm_type)
# contig for Fortran order
check(a[:, 3:], ord=nrm_type)
# contig for neither order
check(a[1, 4::3], ord=nrm_type)
# check that numba returns zero for empty arrays. Numpy returns zero
# for some norm types and raises a variety of errors for others.
for dtype, nrm_type, order in \
product(self.dtypes, nrm_types, 'FC'):
a = np.array([[]], dtype=dtype, order=order)
self.assertEqual(cfunc(a, nrm_type), 0.0)
rn = "norm"
# Wrong dtype
self.assert_wrong_dtype(rn, cfunc,
(np.ones((2, 2), dtype=np.int32),))
# Dimension issue, reuse the test from the TestLinalgSystems class
self.assert_wrong_dimensions_1D(
rn, cfunc, (np.ones(
12, dtype=np.float64).reshape(
2, 2, 3),))
# no nans or infs for 2d case when SVD is used (e.g 2-norm)
self.assert_no_nan_or_inf(cfunc,
(np.array([[1., 2.], [np.inf, np.nan]],
dtype=np.float64), 2))
# assert 2D input raises for an invalid norm kind kwarg
self.assert_invalid_norm_kind(cfunc, (np.array([[1., 2.], [3., 4.]],
dtype=np.float64), 6))
class TestLinalgCond(TestLinalgBase):
"""
Tests for np.linalg.cond.
"""
@needs_lapack
def test_linalg_cond(self):
"""
Test np.linalg.cond
"""
cfunc = jit(nopython=True)(cond_matrix)
def check(a, **kwargs):
expected = cond_matrix(a, **kwargs)
got = cfunc(a, **kwargs)
# All results should be in the real domain
self.assertTrue(not np.iscomplexobj(got))
resolution = 5 * np.finfo(a.dtype).resolution
# check the cond is the same to the arg `a` precision
np.testing.assert_allclose(got, expected, rtol=resolution)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, **kwargs)
# valid p values (used to indicate norm type)
ps = [None, np.inf, -np.inf, 1, -1, 2, -2]
sizes = [(3, 3), (7, 7)]
for size, dtype, order, p in \
product(sizes, self.dtypes, 'FC', ps):
a = self.specific_sample_matrix(size, dtype, order)
check(a, p=p)
# When p=None non-square matrices are accepted.
sizes = [(7, 1), (11, 5), (5, 11), (1, 7)]
for size, dtype, order in \
product(sizes, self.dtypes, 'FC'):
a = self.specific_sample_matrix(size, dtype, order)
check(a)
# try an ill-conditioned system with 2-norm, make sure np raises an
# overflow warning as the result is `+inf` and that the result from
# numba matches.
with warnings.catch_warnings():
a = np.array([[1.e308, 0], [0, 0.1]], dtype=np.float64)
warnings.simplefilter("error", RuntimeWarning)
self.assertRaisesRegexp(RuntimeWarning,
'overflow encountered in.*',
check, a)
warnings.simplefilter("ignore", RuntimeWarning)
check(a)
rn = "cond"
# Wrong dtype
self.assert_wrong_dtype(rn, cfunc,
(np.ones((2, 2), dtype=np.int32),))
# Dimension issue
self.assert_wrong_dimensions(rn, cfunc,
(np.ones(10, dtype=np.float64),))
# no nans or infs when p="None" (default for kwarg).
self.assert_no_nan_or_inf(cfunc,
(np.array([[1., 2., ], [np.inf, np.nan]],
dtype=np.float64),))
# assert raises for an invalid norm kind kwarg
self.assert_invalid_norm_kind(cfunc, (np.array([[1., 2.], [3., 4.]],
dtype=np.float64), 6))
class TestLinalgMatrixRank(TestLinalgSystems):
"""
Tests for np.linalg.matrix_rank.
"""
@needs_lapack
def test_linalg_matrix_rank(self):
"""
Test np.linalg.matrix_rank
"""
cfunc = jit(nopython=True)(matrix_rank_matrix)
def check(a, **kwargs):
expected = matrix_rank_matrix(a, **kwargs)
got = cfunc(a, **kwargs)
# Ranks are integral so comparison should be trivial.
# check the rank is the same
np.testing.assert_allclose(got, expected)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, **kwargs)
sizes = [(7, 1), (11, 5), (5, 11), (3, 3), (1, 7)]
for size, dtype, order in \
product(sizes, self.dtypes, 'FC'):
# check full rank system
a = self.specific_sample_matrix(size, dtype, order)
check(a)
# If the system is a matrix, check rank deficiency is reported
# correctly. Check all ranks from 0 to (full rank - 1).
tol = 1e-13
# first check 1 to (full rank - 1)
for k in range(1, min(size) - 1):
# check rank k
a = self.specific_sample_matrix(size, dtype, order, rank=k)
self.assertEqual(cfunc(a), k)
check(a)
# check provision of a tolerance works as expected
# create a (m x n) diagonal matrix with a singular value
# guaranteed below the tolerance 1e-13
m, n = a.shape
a[:, :] = 0. # reuse `a`'s memory
idx = np.nonzero(np.eye(m, n))
if np.iscomplexobj(a):
b = 1. + np.random.rand(k) + 1.j +\
1.j * np.random.rand(k)
# min singular value is sqrt(2)*1e-14
b[0] = 1e-14 + 1e-14j
else:
b = 1. + np.random.rand(k)
b[0] = 1e-14 # min singular value is 1e-14
a[idx[0][:k], idx[1][:k]] = b.astype(dtype)
# rank should be k-1 (as tol is present)
self.assertEqual(cfunc(a, tol), k - 1)
check(a, tol=tol)
# then check zero rank
a[:, :] = 0.
self.assertEqual(cfunc(a), 0)
check(a)
# add in a singular value that is small
if np.iscomplexobj(a):
a[-1, -1] = 1e-14 + 1e-14j
else:
a[-1, -1] = 1e-14
# check the system has zero rank to a given tolerance
self.assertEqual(cfunc(a, tol), 0)
check(a, tol=tol)
# check the zero vector returns rank 0 and a nonzero vector
# returns rank 1.
for dt in self.dtypes:
a = np.zeros((5), dtype=dt)
self.assertEqual(cfunc(a), 0)
check(a)
# make it a nonzero vector
a[0] = 1.
self.assertEqual(cfunc(a), 1)
check(a)
rn = "matrix_rank"
# Wrong dtype
self.assert_wrong_dtype(rn, cfunc,
(np.ones((2, 2), dtype=np.int32),))
# Dimension issue
self.assert_wrong_dimensions_1D(
rn, cfunc, (np.ones(
12, dtype=np.float64).reshape(
2, 2, 3),))
# no nans or infs for 2D case
self.assert_no_nan_or_inf(cfunc,
(np.array([[1., 2., ], [np.inf, np.nan]],
dtype=np.float64),))
class TestLinalgMatrixPower(TestLinalgBase):
"""
Tests for np.linalg.matrix_power.
"""
def assert_int_exponenent(self, cfunc, args):
# validate first arg is ok
cfunc(args[0], 1)
# pass in both args and assert fail
with self.assertRaises(errors.TypingError):
cfunc(*args)
@needs_lapack
def test_linalg_matrix_power(self):
cfunc = jit(nopython=True)(matrix_power_matrix)
def check(a, pwr):
expected = matrix_power_matrix(a, pwr)
got = cfunc(a, pwr)
# check that the computed results are contig and in the same way
self.assert_contig_sanity(got, "C")
res = 5 * np.finfo(a.dtype).resolution
np.testing.assert_allclose(got, expected, rtol=res, atol=res)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, pwr)
sizes = [(1, 1), (5, 5), (7, 7)]
powers = [-33, -17] + list(range(-10, 10)) + [17, 33]
for size, pwr, dtype, order in \
product(sizes, powers, self.dtypes, 'FC'):
a = self.specific_sample_matrix(size, dtype, order)
check(a, pwr)
rn = "matrix_power"
# Wrong dtype
self.assert_wrong_dtype(rn, cfunc,
(np.ones((2, 2), dtype=np.int32), 1))
# not an int power
self.assert_wrong_dtype(rn, cfunc,
(np.ones((2, 2), dtype=np.int32), 1))
# Dimension issue
self.assert_wrong_dimensions(rn, cfunc,
(np.ones(10, dtype=np.float64), 1))
# non-integer supplied as exponent
self.assert_int_exponenent(cfunc, (np.ones((2, 2)), 1.2))
# singular matrix is not invertible
self.assert_raise_on_singular(cfunc, (np.array([[0., 0], [1, 1]]), -1))
class TestTrace(TestLinalgBase):
"""
Tests for np.trace.
"""
def setUp(self):
super(TestTrace, self).setUp()
# compile two versions, one with and one without the offset kwarg
self.cfunc_w_offset = jit(nopython=True)(trace_matrix)
self.cfunc_no_offset = jit(nopython=True)(trace_matrix_no_offset)
def assert_int_offset(self, cfunc, a, **kwargs):
# validate first arg is ok
cfunc(a)
# pass in kwarg and assert fail
with self.assertRaises(errors.TypingError):
cfunc(a, **kwargs)
def test_trace(self):
def check(a, **kwargs):
if 'offset' in kwargs:
expected = trace_matrix(a, **kwargs)
cfunc = self.cfunc_w_offset
else:
expected = trace_matrix_no_offset(a, **kwargs)
cfunc = self.cfunc_no_offset
got = cfunc(a, **kwargs)
res = 5 * np.finfo(a.dtype).resolution
np.testing.assert_allclose(got, expected, rtol=res, atol=res)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, **kwargs)
# test: column vector, tall, wide, square, row vector
# prime sizes
sizes = [(7, 1), (11, 5), (5, 11), (3, 3), (1, 7)]
# offsets to cover the range of the matrix sizes above
offsets = [-13, -12, -11] + list(range(-10, 10)) + [11, 12, 13]
for size, offset, dtype, order in \
product(sizes, offsets, self.dtypes, 'FC'):
a = self.specific_sample_matrix(size, dtype, order)
check(a, offset=offset)
if offset == 0:
check(a)
rn = "trace"
# Dimension issue
self.assert_wrong_dimensions(rn, self.cfunc_w_offset,
(np.ones(10, dtype=np.float64), 1), False)
self.assert_wrong_dimensions(rn, self.cfunc_no_offset,
(np.ones(10, dtype=np.float64),), False)
# non-integer supplied as exponent
self.assert_int_offset(
self.cfunc_w_offset, np.ones(
(2, 2)), offset=1.2)
def test_trace_w_optional_input(self):
"Issue 2314"
@jit("(optional(float64[:,:]),)", nopython=True)
def tested(a):
return np.trace(a)
a = np.ones((5, 5), dtype=np.float64)
tested(a)
with self.assertRaises(TypeError) as raises:
tested(None)
errmsg = str(raises.exception)
self.assertEqual('expected array(float64, 2d, A), got None', errmsg)
class TestBasics(TestLinalgSystems): # TestLinalgSystems for 1d test
order1 = cycle(['F', 'C', 'C', 'F'])
order2 = cycle(['C', 'F', 'C', 'F'])
# test: column vector, matrix, row vector, 1d sizes
# (7, 1, 3) and two scalars
sizes = [(7, 1), (3, 3), (1, 7), (7,), (1,), (3,), 3., 5.]
def _assert_wrong_dim(self, rn, cfunc):
# Dimension issue
self.assert_wrong_dimensions_1D(
rn, cfunc, (np.array([[[1]]], dtype=np.float64), np.ones(1)), False)
self.assert_wrong_dimensions_1D(
rn, cfunc, (np.ones(1), np.array([[[1]]], dtype=np.float64)), False)
def _gen_input(self, size, dtype, order):
if not isinstance(size, tuple):
return size
else:
if len(size) == 1:
return self.sample_vector(size[0], dtype)
else:
return self.sample_vector(
size[0] * size[1],
dtype).reshape(
size, order=order)
def _get_input(self, size1, size2, dtype):
a = self._gen_input(size1, dtype, next(self.order1))
b = self._gen_input(size2, dtype, next(self.order2))
# force domain consistency as underlying ufuncs require it
if np.iscomplexobj(a):
b = b + 1j
if np.iscomplexobj(b):
a = a + 1j
return (a, b)
def test_outer(self):
cfunc = jit(nopython=True)(outer_matrix)
def check(a, b, **kwargs):
# check without kwargs
expected = outer_matrix(a, b)
got = cfunc(a, b)
res = 5 * np.finfo(np.asarray(a).dtype).resolution
np.testing.assert_allclose(got, expected, rtol=res, atol=res)
# if kwargs present check with them too
if 'out' in kwargs:
got = cfunc(a, b, **kwargs)
np.testing.assert_allclose(got, expected, rtol=res,
atol=res)
np.testing.assert_allclose(kwargs['out'], expected,
rtol=res, atol=res)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, b, **kwargs)
for size1, size2, dtype in \
product(self.sizes, self.sizes, self.dtypes):
(a, b) = self._get_input(size1, size2, dtype)
check(a, b)
if numpy_version >= (1, 9):
c = np.empty((np.asarray(a).size, np.asarray(b).size),
dtype=np.asarray(a).dtype)
check(a, b, out=c)
self._assert_wrong_dim("outer", cfunc)
def test_kron(self):
cfunc = jit(nopython=True)(kron_matrix)
def check(a, b, **kwargs):
expected = kron_matrix(a, b)
got = cfunc(a, b)
res = 5 * np.finfo(np.asarray(a).dtype).resolution
np.testing.assert_allclose(got, expected, rtol=res, atol=res)
# Ensure proper resource management
with self.assertNoNRTLeak():
cfunc(a, b)
for size1, size2, dtype in \
product(self.sizes, self.sizes, self.dtypes):
(a, b) = self._get_input(size1, size2, dtype)
check(a, b)
self._assert_wrong_dim("kron", cfunc)
if __name__ == '__main__':
unittest.main()