166 lines
5.4 KiB
Python
166 lines
5.4 KiB
Python
import os
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import pytest
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import numpy as np
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from numpy.testing import assert_allclose
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from pytest import raises as assert_raises
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from scipy.sparse.linalg._svdp import _svdp
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from scipy.sparse import csr_matrix, csc_matrix
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# dtype_flavour to tolerance
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TOLS = {
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np.float32: 1e-4,
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np.float64: 1e-8,
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np.complex64: 1e-4,
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np.complex128: 1e-8,
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}
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def is_complex_type(dtype):
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return np.dtype(dtype).kind == "c"
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_dtypes = []
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for dtype_flavour in TOLS.keys():
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marks = []
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if is_complex_type(dtype_flavour):
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marks = [pytest.mark.slow]
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_dtypes.append(pytest.param(dtype_flavour, marks=marks,
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id=dtype_flavour.__name__))
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_dtypes = tuple(_dtypes) # type: ignore[assignment]
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def generate_matrix(constructor, n, m, f,
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dtype=float, rseed=0, **kwargs):
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"""Generate a random sparse matrix"""
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rng = np.random.RandomState(rseed)
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if is_complex_type(dtype):
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M = (- 5 + 10 * rng.rand(n, m)
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- 5j + 10j * rng.rand(n, m)).astype(dtype)
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else:
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M = (-5 + 10 * rng.rand(n, m)).astype(dtype)
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M[M.real > 10 * f - 5] = 0
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return constructor(M, **kwargs)
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def assert_orthogonal(u1, u2, rtol, atol):
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"""Check that the first k rows of u1 and u2 are orthogonal"""
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A = abs(np.dot(u1.conj().T, u2))
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assert_allclose(A, np.eye(u1.shape[1], u2.shape[1]), rtol=rtol, atol=atol)
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def check_svdp(n, m, constructor, dtype, k, irl_mode, which, f=0.8):
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tol = TOLS[dtype]
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M = generate_matrix(np.asarray, n, m, f, dtype)
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Msp = constructor(M)
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u1, sigma1, vt1 = np.linalg.svd(M, full_matrices=False)
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u2, sigma2, vt2, _ = _svdp(Msp, k=k, which=which, irl_mode=irl_mode,
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tol=tol)
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# check the which
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if which.upper() == 'SM':
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u1 = np.roll(u1, k, 1)
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vt1 = np.roll(vt1, k, 0)
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sigma1 = np.roll(sigma1, k)
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# check that singular values agree
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assert_allclose(sigma1[:k], sigma2, rtol=tol, atol=tol)
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# check that singular vectors are orthogonal
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assert_orthogonal(u1, u2, rtol=tol, atol=tol)
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assert_orthogonal(vt1.T, vt2.T, rtol=tol, atol=tol)
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@pytest.mark.parametrize('ctor', (np.array, csr_matrix, csc_matrix))
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@pytest.mark.parametrize('dtype', _dtypes)
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@pytest.mark.parametrize('irl', (True, False))
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@pytest.mark.parametrize('which', ('LM', 'SM'))
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def test_svdp(ctor, dtype, irl, which):
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np.random.seed(0)
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n, m, k = 10, 20, 3
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if which == 'SM' and not irl:
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message = "`which`='SM' requires irl_mode=True"
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with assert_raises(ValueError, match=message):
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check_svdp(n, m, ctor, dtype, k, irl, which)
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else:
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check_svdp(n, m, ctor, dtype, k, irl, which)
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@pytest.mark.parametrize('dtype', _dtypes)
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@pytest.mark.parametrize('irl', (False, True))
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@pytest.mark.timeout(120) # True, complex64 > 60 s: prerel deps cov 64bit blas
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def test_examples(dtype, irl):
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# Note: atol for complex64 bumped from 1e-4 to 1e-3 due to test failures
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# with BLIS, Netlib, and MKL+AVX512 - see
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# https://github.com/conda-forge/scipy-feedstock/pull/198#issuecomment-999180432
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atol = {
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np.float32: 1.3e-4,
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np.float64: 1e-9,
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np.complex64: 1e-3,
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np.complex128: 1e-9,
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}[dtype]
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path_prefix = os.path.dirname(__file__)
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# Test matrices from `illc1850.coord` and `mhd1280b.cua` distributed with
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# PROPACK 2.1: http://sun.stanford.edu/~rmunk/PROPACK/
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relative_path = "propack_test_data.npz"
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filename = os.path.join(path_prefix, relative_path)
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with np.load(filename, allow_pickle=True) as data:
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if is_complex_type(dtype):
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A = data['A_complex'].item().astype(dtype)
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else:
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A = data['A_real'].item().astype(dtype)
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k = 200
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u, s, vh, _ = _svdp(A, k, irl_mode=irl, random_state=0)
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# complex example matrix has many repeated singular values, so check only
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# beginning non-repeated singular vectors to avoid permutations
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sv_check = 27 if is_complex_type(dtype) else k
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u = u[:, :sv_check]
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vh = vh[:sv_check, :]
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s = s[:sv_check]
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# Check orthogonality of singular vectors
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assert_allclose(np.eye(u.shape[1]), u.conj().T @ u, atol=atol)
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assert_allclose(np.eye(vh.shape[0]), vh @ vh.conj().T, atol=atol)
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# Ensure the norm of the difference between the np.linalg.svd and
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# PROPACK reconstructed matrices is small
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u3, s3, vh3 = np.linalg.svd(A.todense())
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u3 = u3[:, :sv_check]
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s3 = s3[:sv_check]
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vh3 = vh3[:sv_check, :]
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A3 = u3 @ np.diag(s3) @ vh3
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recon = u @ np.diag(s) @ vh
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assert_allclose(np.linalg.norm(A3 - recon), 0, atol=atol)
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@pytest.mark.parametrize('shifts', (None, -10, 0, 1, 10, 70))
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@pytest.mark.parametrize('dtype', _dtypes[:2])
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def test_shifts(shifts, dtype):
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np.random.seed(0)
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n, k = 70, 10
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A = np.random.random((n, n))
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if shifts is not None and ((shifts < 0) or (k > min(n-1-shifts, n))):
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with pytest.raises(ValueError):
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_svdp(A, k, shifts=shifts, kmax=5*k, irl_mode=True)
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else:
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_svdp(A, k, shifts=shifts, kmax=5*k, irl_mode=True)
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@pytest.mark.slow
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@pytest.mark.xfail()
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def test_shifts_accuracy():
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np.random.seed(0)
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n, k = 70, 10
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A = np.random.random((n, n)).astype(np.float64)
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u1, s1, vt1, _ = _svdp(A, k, shifts=None, which='SM', irl_mode=True)
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u2, s2, vt2, _ = _svdp(A, k, shifts=32, which='SM', irl_mode=True)
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# shifts <= 32 doesn't agree with shifts > 32
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# Does agree when which='LM' instead of 'SM'
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assert_allclose(s1, s2)
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