# TODO: don't use round from __future__ import division import pytest from mpmath import * xrange = libmp.backend.xrange # XXX: these shouldn't be visible(?) LU_decomp = mp.LU_decomp L_solve = mp.L_solve U_solve = mp.U_solve householder = mp.householder improve_solution = mp.improve_solution A1 = matrix([[3, 1, 6], [2, 1, 3], [1, 1, 1]]) b1 = [2, 7, 4] A2 = matrix([[ 2, -1, -1, 2], [ 6, -2, 3, -1], [-4, 2, 3, -2], [ 2, 0, 4, -3]]) b2 = [3, -3, -2, -1] A3 = matrix([[ 1, 0, -1, -1, 0], [ 0, 1, 1, 0, -1], [ 4, -5, 2, 0, 0], [ 0, 0, -2, 9,-12], [ 0, 5, 0, 0, 12]]) b3 = [0, 0, 0, 0, 50] A4 = matrix([[10.235, -4.56, 0., -0.035, 5.67], [-2.463, 1.27, 3.97, -8.63, 1.08], [-6.58, 0.86, -0.257, 9.32, -43.6 ], [ 9.83, 7.39, -17.25, 0.036, 24.86], [-9.31, 34.9, 78.56, 1.07, 65.8 ]]) b4 = [8.95, 20.54, 7.42, 5.60, 58.43] A5 = matrix([[ 1, 2, -4], [-2, -3, 5], [ 3, 5, -8]]) A6 = matrix([[ 1.377360, 2.481400, 5.359190], [ 2.679280, -1.229560, 25.560210], [-1.225280+1.e6, 9.910180, -35.049900-1.e6]]) b6 = [23.500000, -15.760000, 2.340000] A7 = matrix([[1, -0.5], [2, 1], [-2, 6]]) b7 = [3, 2, -4] A8 = matrix([[1, 2, 3], [-1, 0, 1], [-1, -2, -1], [1, 0, -1]]) b8 = [1, 2, 3, 4] A9 = matrix([[ 4, 2, -2], [ 2, 5, -4], [-2, -4, 5.5]]) b9 = [10, 16, -15.5] A10 = matrix([[1.0 + 1.0j, 2.0, 2.0], [4.0, 5.0, 6.0], [7.0, 8.0, 9.0]]) b10 = [1.0, 1.0 + 1.0j, 1.0] def test_LU_decomp(): A = A3.copy() b = b3 A, p = LU_decomp(A) y = L_solve(A, b, p) x = U_solve(A, y) assert p == [2, 1, 2, 3] assert [round(i, 14) for i in x] == [3.78953107960742, 2.9989094874591098, -0.081788440567070006, 3.8713195201744801, 2.9171210468920399] A = A4.copy() b = b4 A, p = LU_decomp(A) y = L_solve(A, b, p) x = U_solve(A, y) assert p == [0, 3, 4, 3] assert [round(i, 14) for i in x] == [2.6383625899619201, 2.6643834462368399, 0.79208015947958998, -2.5088376454101899, -1.0567657691375001] A = randmatrix(3) bak = A.copy() LU_decomp(A, overwrite=1) assert A != bak def test_inverse(): for A in [A1, A2, A5]: inv = inverse(A) assert mnorm(A*inv - eye(A.rows), 1) < 1.e-14 def test_householder(): mp.dps = 15 A, b = A8, b8 H, p, x, r = householder(extend(A, b)) assert H == matrix( [[mpf('3.0'), mpf('-2.0'), mpf('-1.0'), 0], [-1.0,mpf('3.333333333333333'),mpf('-2.9999999999999991'),mpf('2.0')], [-1.0, mpf('-0.66666666666666674'),mpf('2.8142135623730948'), mpf('-2.8284271247461898')], [1.0, mpf('-1.3333333333333333'),mpf('-0.20000000000000018'), mpf('4.2426406871192857')]]) assert p == [-2, -2, mpf('-1.4142135623730949')] assert round(norm(r, 2), 10) == 4.2426406870999998 y = [102.102, 58.344, 36.463, 24.310, 17.017, 12.376, 9.282, 7.140, 5.610, 4.488, 3.6465, 3.003] def coeff(n): # similiar to Hilbert matrix A = [] for i in range(1, 13): A.append([1. / (i + j - 1) for j in range(1, n + 1)]) return matrix(A) residuals = [] refres = [] for n in range(2, 7): A = coeff(n) H, p, x, r = householder(extend(A, y)) x = matrix(x) y = matrix(y) residuals.append(norm(r, 2)) refres.append(norm(residual(A, x, y), 2)) assert [round(res, 10) for res in residuals] == [15.1733888877, 0.82378073210000002, 0.302645887, 0.0260109244, 0.00058653999999999998] assert norm(matrix(residuals) - matrix(refres), inf) < 1.e-13 def hilbert_cmplx(n): # Complexified Hilbert matrix A = hilbert(2*n,n) v = randmatrix(2*n, 2, min=-1, max=1) v = v.apply(lambda x: exp(1J*pi()*x)) A = diag(v[:,0])*A*diag(v[:n,1]) return A residuals_cmplx = [] refres_cmplx = [] for n in range(2, 10): A = hilbert_cmplx(n) H, p, x, r = householder(A.copy()) residuals_cmplx.append(norm(r, 2)) refres_cmplx.append(norm(residual(A[:,:n-1], x, A[:,n-1]), 2)) assert norm(matrix(residuals_cmplx) - matrix(refres_cmplx), inf) < 1.e-13 def test_factorization(): A = randmatrix(5) P, L, U = lu(A) assert mnorm(P*A - L*U, 1) < 1.e-15 def test_solve(): assert norm(residual(A6, lu_solve(A6, b6), b6), inf) < 1.e-10 assert norm(residual(A7, lu_solve(A7, b7), b7), inf) < 1.5 assert norm(residual(A8, lu_solve(A8, b8), b8), inf) <= 3 + 1.e-10 assert norm(residual(A6, qr_solve(A6, b6)[0], b6), inf) < 1.e-10 assert norm(residual(A7, qr_solve(A7, b7)[0], b7), inf) < 1.5 assert norm(residual(A8, qr_solve(A8, b8)[0], b8), 2) <= 4.3 assert norm(residual(A10, lu_solve(A10, b10), b10), 2) < 1.e-10 assert norm(residual(A10, qr_solve(A10, b10)[0], b10), 2) < 1.e-10 def test_solve_overdet_complex(): A = matrix([[1, 2j], [3, 4j], [5, 6]]) b = matrix([1 + j, 2, -j]) assert norm(residual(A, lu_solve(A, b), b)) < 1.0208 def test_singular(): mp.dps = 15 A = [[5.6, 1.2], [7./15, .1]] B = repr(zeros(2)) b = [1, 2] for i in ['lu_solve(%s, %s)' % (A, b), 'lu_solve(%s, %s)' % (B, b), 'qr_solve(%s, %s)' % (A, b), 'qr_solve(%s, %s)' % (B, b)]: pytest.raises((ZeroDivisionError, ValueError), lambda: eval(i)) def test_cholesky(): assert fp.cholesky(fp.matrix(A9)) == fp.matrix([[2, 0, 0], [1, 2, 0], [-1, -3/2, 3/2]]) x = fp.cholesky_solve(A9, b9) assert fp.norm(fp.residual(A9, x, b9), fp.inf) == 0 def test_det(): assert det(A1) == 1 assert round(det(A2), 14) == 8 assert round(det(A3)) == 1834 assert round(det(A4)) == 4443376 assert det(A5) == 1 assert round(det(A6)) == 78356463 assert det(zeros(3)) == 0 def test_cond(): mp.dps = 15 A = matrix([[1.2969, 0.8648], [0.2161, 0.1441]]) assert cond(A, lambda x: mnorm(x,1)) == mpf('327065209.73817754') assert cond(A, lambda x: mnorm(x,inf)) == mpf('327065209.73817754') assert cond(A, lambda x: mnorm(x,'F')) == mpf('249729266.80008656') @extradps(50) def test_precision(): A = randmatrix(10, 10) assert mnorm(inverse(inverse(A)) - A, 1) < 1.e-45 def test_interval_matrix(): mp.dps = 15 iv.dps = 15 a = iv.matrix([['0.1','0.3','1.0'],['7.1','5.5','4.8'],['3.2','4.4','5.6']]) b = iv.matrix(['4','0.6','0.5']) c = iv.lu_solve(a, b) assert c[0].delta < 1e-13 assert c[1].delta < 1e-13 assert c[2].delta < 1e-13 assert 5.25823271130625686059275 in c[0] assert -13.155049396267837541163 in c[1] assert 7.42069154774972557628979 in c[2] def test_LU_cache(): A = randmatrix(3) LU = LU_decomp(A) assert A._LU == LU_decomp(A) A[0,0] = -1000 assert A._LU is None def test_improve_solution(): A = randmatrix(5, min=1e-20, max=1e20) b = randmatrix(5, 1, min=-1000, max=1000) x1 = lu_solve(A, b) + randmatrix(5, 1, min=-1e-5, max=1.e-5) x2 = improve_solution(A, x1, b) assert norm(residual(A, x2, b), 2) < norm(residual(A, x1, b), 2) def test_exp_pade(): for i in range(3): dps = 15 extra = 15 mp.dps = dps + extra dm = 0 N = 3 dg = range(1,N+1) a = diag(dg) expa = diag([exp(x) for x in dg]) # choose a random matrix not close to be singular # to avoid adding too much extra precision in computing # m**-1 * M * m while abs(dm) < 0.01: m = randmatrix(N) dm = det(m) m = m/dm a1 = m**-1 * a * m e2 = m**-1 * expa * m mp.dps = dps e1 = expm(a1, method='pade') mp.dps = dps + extra d = e2 - e1 #print d mp.dps = dps assert norm(d, inf).ae(0) mp.dps = 15 def test_qr(): mp.dps = 15 # used default value for dps lowlimit = -9 # lower limit of matrix element value uplimit = 9 # uppter limit of matrix element value maxm = 4 # max matrix size flg = False # toggle to create real vs complex matrix zero = mpf('0.0') for k in xrange(0,10): exdps = 0 mode = 'full' flg = bool(k % 2) # generate arbitrary matrix size (2 to maxm) num1 = nint(2 + (maxm-2)*rand()) num2 = nint(2 + (maxm-2)*rand()) m = int(max(num1, num2)) n = int(min(num1, num2)) # create matrix A = mp.matrix(m,n) # populate matrix values with arbitrary integers if flg: flg = False dtype = 'complex' for j in xrange(0,n): for i in xrange(0,m): val = nint(lowlimit + (uplimit-lowlimit)*rand()) val2 = nint(lowlimit + (uplimit-lowlimit)*rand()) A[i,j] = mpc(val, val2) else: flg = True dtype = 'real' for j in xrange(0,n): for i in xrange(0,m): val = nint(lowlimit + (uplimit-lowlimit)*rand()) A[i,j] = mpf(val) # perform A -> QR decomposition Q, R = qr(A, mode, edps = exdps) #print('\n\n A = \n', nstr(A, 4)) #print('\n Q = \n', nstr(Q, 4)) #print('\n R = \n', nstr(R, 4)) #print('\n Q*R = \n', nstr(Q*R, 4)) maxnorm = mpf('1.0E-11') n1 = norm(A - Q * R) #print '\n Norm of A - Q * R = ', n1 assert n1 <= maxnorm if dtype == 'real': n1 = norm(eye(m) - Q.T * Q) #print ' Norm of I - Q.T * Q = ', n1 assert n1 <= maxnorm n1 = norm(eye(m) - Q * Q.T) #print ' Norm of I - Q * Q.T = ', n1 assert n1 <= maxnorm if dtype == 'complex': n1 = norm(eye(m) - Q.T * Q.conjugate()) #print ' Norm of I - Q.T * Q.conjugate() = ', n1 assert n1 <= maxnorm n1 = norm(eye(m) - Q.conjugate() * Q.T) #print ' Norm of I - Q.conjugate() * Q.T = ', n1 assert n1 <= maxnorm