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hbrs_mpl.cpp
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hbrs_mpl.cpp
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/* Copyright (c) 2018 Jakob Meng, <jakobmeng@web.de>
*
* This program is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* This program is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program. If not, see <http://www.gnu.org/licenses/>.
*/
#define BOOST_TEST_MODULE fn_svd_hbrs_mpl_test
#define BOOST_TEST_DYN_LINK
#define BOOST_TEST_MAIN
#include <boost/test/unit_test.hpp>
#include <hbrs/mpl/config.hpp>
#ifdef HBRS_MPL_ENABLE_ELEMENTAL
#include <hbrs/mpl/dt/el_matrix.hpp>
#include <hbrs/mpl/dt/el_dist_matrix.hpp>
#endif
#ifdef HBRS_MPL_ENABLE_MATLAB
#include <hbrs/mpl/dt/ml_matrix.hpp>
#endif
#include <hbrs/mpl/detail/test.hpp>
#include <hbrs/mpl/detail/gather.hpp>
#include <hbrs/mpl/detail/not_supported.hpp>
#include <hbrs/mpl/dt/ctsav.hpp>
#include <hbrs/mpl/dt/sm.hpp>
#include <hbrs/mpl/dt/range.hpp>
#include <hbrs/mpl/dt/matrix_index.hpp>
#include <hbrs/mpl/dt/matrix_size.hpp>
#include <hbrs/mpl/dt/decompose_mode.hpp>
#include <hbrs/mpl/fn/m.hpp>
#include <hbrs/mpl/fn/n.hpp>
#include <hbrs/mpl/fn/size.hpp>
#include <hbrs/mpl/fn/svd.hpp>
#include <hbrs/mpl/fn/transpose.hpp>
#include <hbrs/mpl/fn/select.hpp>
#include <hbrs/mpl/fn/multiply.hpp>
#include <boost/hana/filter.hpp>
#include <boost/hana/zip.hpp>
#include <boost/hana/first.hpp>
#include <boost/hana/second.hpp>
#include <boost/hana/pair.hpp>
#include <boost/hana/at.hpp>
#include <boost/hana/plus.hpp>
#include <boost/hana/tuple.hpp>
#include <boost/hana/for_each.hpp>
#include <boost/hana/transform.hpp>
#include <boost/hana/cartesian_product.hpp>
#include <boost/hana/drop_back.hpp>
#include <boost/hana/drop_front.hpp>
#include <boost/hana/front.hpp>
#include <boost/hana/back.hpp>
#include <boost/hana/unpack.hpp>
#include <boost/hana/greater_equal.hpp>
#include <boost/hana/range.hpp>
#include <boost/hana/length.hpp>
namespace utf = boost::unit_test;
namespace tt = boost::test_tools;
#define _TOL 0.000000001
BOOST_AUTO_TEST_SUITE(fn_svd_hbrs_mpl_test)
using hbrs::mpl::detail::environment_fixture;
BOOST_TEST_GLOBAL_FIXTURE(environment_fixture);
BOOST_AUTO_TEST_CASE(svd_comparison, * utf::tolerance(_TOL)) {
using namespace hbrs::mpl;
using hbrs::mpl::decompose_mode;
static constexpr auto datasets = hana::make_tuple(
make_sm(
make_ctsav(detail::mat_a), make_matrix_size(hana::size_c<detail::mat_a_m>, hana::size_c<detail::mat_a_n>), row_major_c
),
make_sm(
make_ctsav(detail::mat_g), make_matrix_size(hana::size_c<detail::mat_g_m>, hana::size_c<detail::mat_g_n>), row_major_c
),
make_sm(
make_ctsav(detail::mat_j), make_matrix_size(hana::size_c<detail::mat_j_m>, hana::size_c<detail::mat_j_n>), row_major_c
),
make_sm(
make_ctsav(detail::mat_k), make_matrix_size(hana::size_c<detail::mat_k_m>, hana::size_c<detail::mat_k_n>), row_major_c
),
make_sm(
make_ctsav(detail::mat_l), make_matrix_size(hana::size_c<detail::mat_l_m>, hana::size_c<detail::mat_l_n>), row_major_c
),
make_sm(
make_ctsav(detail::mat_m), make_matrix_size(hana::size_c<detail::mat_m_m>, hana::size_c<detail::mat_m_n>), row_major_c
),
make_sm(
make_ctsav(detail::mat_n), make_matrix_size(hana::size_c<detail::mat_n_m>, hana::size_c<detail::mat_n_n>), row_major_c
),
make_sm(
make_ctsav(detail::mat_o), make_matrix_size(hana::size_c<detail::mat_o_m>, hana::size_c<detail::mat_o_n>), row_major_c
),
make_sm(
make_ctsav(detail::mat_p), make_matrix_size(hana::size_c<detail::mat_p_m>, hana::size_c<detail::mat_p_n>), row_major_c
)
);
static constexpr auto dimensions = hana::make_tuple(
hana::to_tuple(hana::make_range(hana::size_c<0>, hana::length(datasets))),
hana::make_tuple(complete_decompose_c, economy_decompose_c, zero_decompose_c)
);
static constexpr auto factories = hana::drop_back(hana::make_tuple(
#ifdef HBRS_MPL_ENABLE_MATLAB
[](auto && a, auto mode) {
return hana::make_tuple(
detail::svd_impl_level0_ml_matrix{},
make_ml_matrix(HBRS_MPL_FWD(a)),
svd_control<decompose_mode>{mode}
);
},
[](auto && a, auto mode) {
//TODO: Remove not_supported once svd impl has been fixed.
if constexpr(true) {
return detail::not_supported{};
} else {
return hana::make_tuple(
detail::svd_impl_level1_ml_matrix{},
make_ml_matrix(HBRS_MPL_FWD(a)),
svd_control<decompose_mode>{mode}
);
}
},
#endif
#ifdef HBRS_MPL_ENABLE_ELEMENTAL
[](auto && a, auto mode) {
return hana::make_tuple(
detail::svd_impl_el_matrix{},
make_el_matrix(HBRS_MPL_FWD(a)),
svd_control<decompose_mode>{mode}
);
},
[](auto && a, auto mode) {
// matrix has [STAR,STAR] distribution
auto sz_ = (*size)(a);
auto m_ = (*m)(sz_);
auto n_ = (*n)(sz_);
if constexpr(
(mode == decompose_mode::complete) ||
(mode == decompose_mode::zero && hana::value(m_) <= hana::value(n_))
) {
return detail::not_supported{};
} else {
static El::Grid grid{}; // grid is static because reference to grid is required by El::DistMatrix<...>
return hana::make_tuple(
detail::svd_impl_el_dist_matrix{},
make_el_dist_matrix(
grid,
make_el_matrix(HBRS_MPL_FWD(a))
),
svd_control<decompose_mode>{mode}
);
}
},
[](auto && a, auto mode) {
// matrix has [MC,MR] distribution
typedef decltype(a.at(matrix_index<std::size_t, std::size_t>{0u,0u})) Ring;
typedef std::decay_t<Ring> _Ring_;
auto sz_ = (*size)(a);
auto m_ = (*m)(sz_);
auto n_ = (*n)(sz_);
if constexpr(
(mode == decompose_mode::complete) ||
(mode == decompose_mode::zero && hana::value(m_) <= hana::value(n_))
) {
return detail::not_supported{};
} else {
static El::Grid grid{}; // grid is static because reference to grid is required by El::DistMatrix<...>
return hana::make_tuple(
detail::svd_impl_el_dist_matrix{},
el_dist_matrix<_Ring_, El::MC, El::MR>{
make_el_dist_matrix(
grid,
make_el_matrix(HBRS_MPL_FWD(a))
).data()
},
svd_control<decompose_mode>{mode}
);
}
},
#endif
[](auto && a, auto mode) {
auto sz_ = (*size)(a);
auto m_ = (*m)(sz_);
auto n_ = (*n)(sz_);
if constexpr(
(mode != decompose_mode::complete) || (hana::value(m_) < hana::value(n_))
) {
return detail::not_supported{};
} else {
return hana::make_tuple(
detail::svd_impl_rtsam{},
make_rtsam(HBRS_MPL_FWD(a)),
svd_control<decompose_mode>{mode}
);
}
},
"SEQUENCE_TERMINATOR___REMOVED_BY_DROP_BACK"
));
hana::for_each(hana::cartesian_product(dimensions), [](auto const& cfg) {
auto const& dataset_nr = hana::at_c<0>(cfg);
auto const& mode = hana::at_c<1>(cfg);
BOOST_TEST_MESSAGE("dataset_nr=" << dataset_nr);
BOOST_TEST_MESSAGE(
"decompose_mode=" <<
(
(mode == decompose_mode::complete)
? "complete"
: (
(mode == decompose_mode::economy)
? "economy"
: "zero"
)
)
);
auto const& dataset = hana::at(datasets, dataset_nr);
auto testcases = hana::transform(
factories,
[&](auto factory) { return factory(dataset, mode); }
);
auto supported_indices = hana::transform(
hana::filter(
hana::zip(
hana::transform(testcases, detail::is_supported), // tuple of hana::true_ and hana::false_
hana::to_tuple(hana::make_range(hana::size_c<0>,hana::length(testcases))) // indices of testcases
),
hana::front
),
hana::back
);
auto results = hana::transform(
supported_indices,
[&](auto i) {
BOOST_TEST_MESSAGE("Running impl nr " << i);
auto testcase = hana::at(testcases, i);
return hana::unpack(
hana::drop_front(testcase),
hana::front(testcase)
);
}
);
auto results_indices = hana::to_tuple(hana::make_range(
hana::size_c<0>,
hana::length(results)
));
BOOST_TEST_MESSAGE("All runs finished.");
BOOST_TEST_PASSPOINT();
if constexpr(hana::length(results) >= 2u) {
auto compare = [&](auto i) {
auto j = i+hana::ushort_c<1>;
auto impl_idx_i = hana::at(supported_indices, i);
auto impl_idx_j = hana::at(supported_indices, j);
auto const& result_i = hana::at(results, i);
auto const& result_j = hana::at(results, j);
using hbrs::mpl::select;
auto sz_ = (*size)(dataset);
auto m_ = (*m)(sz_);
auto n_ = (*n)(sz_);
BOOST_TEST_MESSAGE("comparing svd_u of impl nr " << impl_idx_i << " and " << impl_idx_j);
auto const& svd_u_i = (*at)(result_i, svd_u{});
auto const& svd_u_j = (*at)(result_j, svd_u{});
if ((m_ > n_) && (mode == decompose_mode::complete)) {
auto rng = std::make_pair(make_matrix_index(0,0), make_matrix_size((int)m_, (int)n_));
auto const svd_u_i_mxn = (*select)(svd_u_i, rng);
auto const svd_u_j_mxn = (*select)(svd_u_j, rng);
HBRS_MPL_TEST_MMEQ(svd_u_i_mxn, svd_u_j_mxn, true);
} else {
HBRS_MPL_TEST_MMEQ(svd_u_i, svd_u_j, true);
}
BOOST_TEST_MESSAGE("comparing svd_s of impl nr " << impl_idx_i << " and " << impl_idx_j);
auto const& svd_s_i = (*at)(result_i, svd_s{});
auto const& svd_s_j = (*at)(result_j, svd_s{});
HBRS_MPL_TEST_MMEQ(svd_s_i, svd_s_j, false);
BOOST_TEST_MESSAGE("comparing svd_v of impl nr " << impl_idx_i << " and " << impl_idx_j);
auto const& svd_v_i = (*at)(result_i, svd_v{});
auto const& svd_v_j = (*at)(result_j, svd_v{});
if (
(m_ < n_) &&
((mode == decompose_mode::complete) || (mode == decompose_mode::zero))
) {
auto rng = std::make_pair(make_matrix_index(0,0), make_matrix_size((int)n_, (int)m_));
auto const svd_v_i_mxn = (*select)(svd_v_i, rng);
auto const svd_v_j_mxn = (*select)(svd_v_j, rng);
HBRS_MPL_TEST_MMEQ(svd_v_i_mxn, svd_v_j_mxn, true);
} else {
HBRS_MPL_TEST_MMEQ(svd_v_i, svd_v_j, true);
}
BOOST_TEST_MESSAGE("comparing impl nr " << impl_idx_i << " and " << impl_idx_j << " done.");
BOOST_TEST_PASSPOINT();
};
hana::for_each(hana::drop_back(results_indices), compare);
}
BOOST_TEST_PASSPOINT();
hana::for_each(results_indices, [&](auto i) {
auto impl_idx = hana::at(supported_indices, i);
auto svd_result = hana::at(results, i);
BOOST_TEST_MESSAGE("Testing properties of U, S and V computed by impl nr " << impl_idx);
auto sz_ = (*size)(dataset);
auto m_ = (*m)(sz_);
auto n_ = (*n)(sz_);
auto && u = (*at)(svd_result, svd_u{});
auto && s = (*at)(svd_result, svd_s{});
auto && v = (*at)(svd_result, svd_v{});
auto u_sz = (*size)(u);
auto u_m = (*m)(u_sz);
auto u_n = (*n)(u_sz);
auto s_sz = (*size)(s);
auto s_m = (*m)(s_sz);
auto s_n = (*n)(s_sz);
auto v_sz = (*size)(v);
auto v_m = (*m)(v_sz);
auto v_n = (*n)(v_sz);
if (
(mode == decompose_mode::complete) ||
((mode == decompose_mode::zero) && (m_ <= n_))
) {
BOOST_TEST( (*equal)(u_m,m_) );
BOOST_TEST( (*equal)(u_n,m_) );
BOOST_TEST( (*equal)(s_m,m_) );
BOOST_TEST( (*equal)(s_n,n_) );
BOOST_TEST( (*equal)(v_m,n_) );
BOOST_TEST( (*equal)(v_n,n_) );
} else if (
(mode == decompose_mode::economy) ||
((mode == decompose_mode::zero) && (m_ > n_))
) {
BOOST_TEST( (*equal)(u_m,m_) );
if (m_ > n_) {
BOOST_TEST( (*equal)(u_n,n_) );
} else {
BOOST_TEST( (*equal)(u_n,m_) );
}
if (m_ > n_) {
BOOST_TEST( (*equal)(s_m,n_) );
BOOST_TEST( (*equal)(s_n,n_) );
} else if (m_ == n_) {
BOOST_TEST( (*equal)(s_m,m_) );
BOOST_TEST( (*equal)(s_n,n_) );
} else if (m_ < n_) {
BOOST_TEST( (*equal)(s_m,m_) );
BOOST_TEST( (*equal)(s_n,m_) );
}
BOOST_TEST( (*equal)(v_m,n_) );
if (m_ < n_) {
BOOST_TEST( (*equal)(v_n,m_) );
} else {
BOOST_TEST( (*equal)(v_n,n_) );
}
} else {
BOOST_ASSERT(false);
}
if (
(m_ > n_) &&
((mode==decompose_mode::economy) || (mode==decompose_mode::zero))
) {
BOOST_TEST_MESSAGE("Skipping U*U'==I for impl nr " << impl_idx);
} else {
BOOST_TEST_MESSAGE("Testing U*U'==I for impl nr " << impl_idx);
auto uxut = (*multiply)(u, transpose(u));
BOOST_TEST((*size)(uxut) == make_matrix_size(m_, m_));
HBRS_MPL_TEST_IS_IDENTITY(uxut);
}
if ( (m_ < n_) && (mode==decompose_mode::economy) ) {
BOOST_TEST_MESSAGE("Skipping V*V'==I for impl nr " << impl_idx);
} else {
BOOST_TEST_MESSAGE("Testing V*V'==I for impl nr " << impl_idx);
auto vxvt = (*multiply)(v, transpose(v));
BOOST_TEST((*size)(vxvt) == make_matrix_size(n_, n_));
HBRS_MPL_TEST_IS_IDENTITY(vxvt);
}
BOOST_TEST_MESSAGE("Testing unitary matrices for impl nr " << impl_idx << " done");
});
BOOST_TEST_PASSPOINT();
hana::for_each(
results_indices,
[&](auto i) {
auto impl_idx = hana::at(supported_indices, i);
auto svd_result = hana::at(results, i);
BOOST_TEST_MESSAGE("Rebuilding B=U*S*V' for impl nr " << impl_idx);
auto && u = (*at)(svd_result, svd_u{});
auto && s = (*at)(svd_result, svd_s{});
auto && v = (*at)(svd_result, svd_v{});
auto rebuild = (*multiply)(u, multiply(s,transpose(v)));
BOOST_TEST_MESSAGE("Comparing original data and reconstructed data computed by impl nr " << impl_idx);
HBRS_MPL_TEST_MMEQ(dataset, rebuild, false);
}
);
BOOST_TEST_MESSAGE("Comparing original and reconstructed datasets done.");
});
/*
complete list of test failures:
3x3 matrix A
decompose_mode=complete / decompose_mode=economy / decompose_mode=zero
matlab0 <u,s,v> == matlab1 <u,s,v>
matlab1 <u,s,v> == el_mat0 <u,s,v>
matlab0: U*U'==I
V*V'==I
matlab1: U*U'==I
V*V'==I
el_mat0: U*U'==I
V*V'==I
matlab0: U*S*V'== A
matlab1: U*S*V'== A
el_mat0: U*S*V'== A
13x4 matrix A
decompose_mode=complete
matlab0 <u,s,v> == matlab1 <u,s,v>
matlab1 <u> != el_mat0 <u> && matlab1 <s,v> == el_mat0 <s,v>
matlab0: U*U'==I
V*V'==I
matlab1: U*U'==I
V*V'==I
el_mat0: U*U'==I
V*V'==I
matlab0: U*S*V'== A
matlab1: U*S*V'== A
el_mat0: U*S*V'== A
decompose_mode=economy
matlab0 <u,s,v> == matlab1 <u,s,v>
matlab1 <u,s,v> == el_mat0 <u,s,v>
matlab0: U*U'!=I
V*V'==I
matlab1: U*U'!=I
V*V'==I
el_mat0: U*U'!=I
V*V'==I
matlab0: U*S*V'== A
matlab1: U*S*V'== A
el_mat0: U*S*V'== A
decompose_mode=zero
matlab0 <u,s,v> == matlab1 <u,s,v>
matlab1 <u,s,v> == el_mat0 <u,s,v>
matlab0: U*U'!=I
V*V'==I
matlab1: U*U'!=I
V*V'==I
el_mat0: U*U'!=I
V*V'==I
matlab0: U*S*V'== A
matlab1: U*S*V'== A
el_mat0: U*S*V'== A
4x13 matrix A
decompose_mode=complete
matlab0 <u,s,v> == matlab1 <u,s,v>
matlab1 <u,s> == el_mat0 <u,s> && matlab1 <v> != el_mat0 <v>
matlab0: U*U'==I
V*V'==I
matlab1: U*U'==I
V*V'==I
el_mat0: U*U'==I
V*V'==I
matlab0: U*S*V'== A
matlab1: U*S*V'== A
el_mat0: U*S*V'== A
decompose_mode=economy
matlab0 <u,s,v> == matlab1 <u,s,v>
matlab1 <u,s,v> == el_mat0 <u,s,v>
matlab0: U*U'==I
V*V'!=I
matlab1: U*U'==I
V*V'!=I
el_mat0: U*U'==I
V*V'!=I
matlab0: U*S*V'== A
matlab1: U*S*V'== A
el_mat0: U*S*V'== A
decompose_mode=zero
matlab0 <u,s,v> == matlab1 <u,s,v>
matlab1 <u,s> == el_mat0 <u,s> && matlab1 <v> != el_mat0 <v>
matlab0: U*U'==I
V*V'==I
matlab1: U*U'==I
V*V'==I
el_mat0: U*U'==I
V*V'==I
matlab0: U*S*V'== A
matlab1: U*S*V'== A
el_mat0: U*S*V'== A
summary of expected test failures:
13x4 matrix A : decompose_mode=complete : matlab1 <u> != el_mat0 <u> && matlab1 <s,v> == el_mat0 <s,v>
13x4 matrix A : decompose_mode=economy : matlab0: U*U'!=I
13x4 matrix A : decompose_mode=economy : matlab1: U*U'!=I
13x4 matrix A : decompose_mode=economy : el_mat0: U*U'!=I
13x4 matrix A : decompose_mode=zero : matlab0: U*U'!=I
13x4 matrix A : decompose_mode=zero : matlab1: U*U'!=I
13x4 matrix A : decompose_mode=zero : el_mat0: U*U'!=I
4x13 matrix A : decompose_mode=complete : matlab1 <u,s> == el_mat0 <u,s> && matlab1 <v> != el_mat0 <v>
4x13 matrix A : decompose_mode=economy : matlab0: V*V'!=I
4x13 matrix A : decompose_mode=economy : matlab1: V*V'!=I
4x13 matrix A : decompose_mode=economy : el_mat0: V*V'!=I
4x13 matrix A : decompose_mode=zero : matlab1 <u,s> == el_mat0 <u,s> && matlab1 <v> != el_mat0 <v>
reasons for test failures:
- U*U'!=I and V*V'!=I because in decompose_mode=economy n columns of U / m columns of V are returned thus U/V are not
necessarly orthogonal anymore.
- matlab1 <u> != el_mat0 <u> && matlab1 <s,v> == el_mat0 <s,v>
and
matlab1 <u,s> == el_mat0 <u,s> && matlab1 <v> != el_mat0 <v>
because in decompose_mode=complete or decompose_mode=zero with m<n only the first min(m,n) columns of u/v must be equal.
There may exist multiple orthogonal matrices where the first min(m,n) columns are equal and the last
(max(m,n)-min(m,n)) columns might be different.
*/
}
BOOST_AUTO_TEST_SUITE_END()