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Eliminate full from test/linalg/triangular.jl and test/perf/threads/s…
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…tockcorr/pstockcorr.jl.
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@Sacha0
Sacha0 committed Oct 14, 2017
1 parent cbeab1a commit 6818749
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186 changes: 93 additions & 93 deletions test/linalg/triangular.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -11,7 +11,7 @@ srand(123)

debug && println("Test basic type functionality")
@test_throws DimensionMismatch LowerTriangular(randn(5, 4))
@test LowerTriangular(randn(3, 3)) |> t -> [size(t, i) for i = 1:3] == [size(full(t), i) for i = 1:3]
@test LowerTriangular(randn(3, 3)) |> t -> [size(t, i) for i = 1:3] == [size(Matrix(t), i) for i = 1:3]

# The following test block tries to call all methods in base/linalg/triangular.jl in order for a combination of input element types. Keep the ordering when adding code.
for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloat}, Int)
Expand All @@ -29,13 +29,13 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa

# Convert
@test convert(AbstractMatrix{elty1}, A1) == A1
@test convert(Matrix, A1) == full(A1)
@test convert(Matrix, A1) == A1

# full!
@test full!(copy(A1)) == full(A1)
@test full!(copy(A1)) == A1

# fill!
@test full!(fill!(copy(A1), 1)) == full(t1(ones(size(A1)...)))
@test full!(fill!(copy(A1), 1)) == t1(ones(size(A1)...))

# similar
@test isa(similar(A1), t1)
Expand All @@ -51,18 +51,18 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa
@test simA1 == A1

# getindex
## Linear indexing
for i = 1:length(A1)
@test A1[i] == full(A1)[i]
let mA1 = Matrix(A1)
# linear indexing
for i in 1:length(A1)
@test A1[i] == mA1[i]
end
# cartesian indexing
for i in 1:size(A1, 1), j in 1:size(A1, 2)
@test A1[i,j] == mA1[i,j]
end
end
@test isa(A1[2:4,1], Vector)

## Cartesian indexing
for i = 1:size(A1, 1)
for j = 1:size(A1, 2)
@test A1[i,j] == full(A1)[i,j]
end
end

# setindex! (and copy)
A1c = copy(A1)
Expand Down Expand Up @@ -106,8 +106,8 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa
#tril/triu
if uplo1 == :L
@test tril(A1,0) == A1
@test tril(A1,-1) == LowerTriangular(tril(full(A1),-1))
@test tril(A1,1) == t1(tril(tril(full(A1),1)))
@test tril(A1,-1) == LowerTriangular(tril(Matrix(A1), -1))
@test tril(A1,1) == t1(tril(tril(Matrix(A1), 1)))
@test_throws ArgumentError tril!(A1, -n - 2)
@test_throws ArgumentError tril!(A1, n)
@test triu(A1,0) == t1(diagm(diag(A1)))
Expand All @@ -117,8 +117,8 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa
@test_throws ArgumentError triu!(A1, n + 2)
else
@test triu(A1,0) == A1
@test triu(A1,1) == UpperTriangular(triu(full(A1),1))
@test triu(A1,-1) == t1(triu(triu(full(A1),-1)))
@test triu(A1,1) == UpperTriangular(triu(Matrix(A1), 1))
@test triu(A1,-1) == t1(triu(triu(Matrix(A1), -1)))
@test_throws ArgumentError triu!(A1, -n)
@test_throws ArgumentError triu!(A1, n + 2)
@test tril(A1,0) == t1(diagm(diag(A1)))
Expand All @@ -134,11 +134,11 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa
# [c]transpose[!] (test views as well, see issue #14317)
let vrange = 1:n-1, viewA1 = t1(view(A1.data, vrange, vrange))
# transpose
@test full(A1.') == full(A1).'
@test full(viewA1.') == full(viewA1).'
@test A1.' == Matrix(A1).'
@test viewA1.' == Matrix(viewA1).'
# adjoint
@test full(A1') == full(A1)'
@test full(viewA1') == full(viewA1)'
@test A1' == Matrix(A1)'
@test viewA1' == Matrix(viewA1)'
# transpose!
@test transpose!(copy(A1)) == A1.'
@test transpose!(t1(view(copy(A1).data, vrange, vrange))) == viewA1.'
Expand All @@ -148,21 +148,21 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa
end

# diag
@test diag(A1) == diag(full(A1))
@test diag(A1) == diag(Matrix(A1))

# real
@test full(real(A1)) == real(full(A1))
@test full(imag(A1)) == imag(full(A1))
@test full(abs.(A1)) == abs.(full(A1))
@test real(A1) == real(Matrix(A1))
@test imag(A1) == imag(Matrix(A1))
@test abs.(A1) == abs.(Matrix(A1))

# Unary operations
@test full(-A1) == -full(A1)
@test -A1 == -Matrix(A1)

# copy and copy! (test views as well, see issue #14317)
let vrange = 1:n-1, viewA1 = t1(view(A1.data, vrange, vrange))
# copy
@test copy(A1) == copy(full(A1))
@test copy(viewA1) == copy(full(viewA1))
@test copy(A1) == copy(Matrix(A1))
@test copy(viewA1) == copy(Matrix(viewA1))
# copy!
B = similar(A1)
copy!(B, A1)
Expand All @@ -180,7 +180,7 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa

#exp/log
if (elty1 == Float64 || elty1 == Complex128) && (t1 == UpperTriangular || t1 == LowerTriangular)
@test exp(full(log(A1))) ≈ full(A1)
@test exp(Matrix(log(A1))) ≈ A1
end

# scale
Expand Down Expand Up @@ -218,25 +218,25 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa
end

# Binary operations
@test A1*0.5 == full(A1)*0.5
@test 0.5*A1 == 0.5*full(A1)
@test A1/0.5 == full(A1)/0.5
@test 0.5\A1 == 0.5\full(A1)
@test A1*0.5 == Matrix(A1)*0.5
@test 0.5*A1 == 0.5*Matrix(A1)
@test A1/0.5 == Matrix(A1)/0.5
@test 0.5\A1 == 0.5\Matrix(A1)

# inversion
@test inv(A1) ≈ inv(lufact(full(A1)))
inv(full(A1)) # issue #11298
@test inv(A1) ≈ inv(lufact(Matrix(A1)))
inv(Matrix(A1)) # issue #11298
@test isa(inv(A1), t1)
# make sure the call to LAPACK works right
if elty1 <: BlasFloat
@test Base.LinAlg.inv!(copy(A1)) ≈ inv(lufact(full(A1)))
@test Base.LinAlg.inv!(copy(A1)) ≈ inv(lufact(Matrix(A1)))
end

# Determinant
@test det(A1) ≈ det(lufact(full(A1))) atol=sqrt(eps(real(float(one(elty1)))))*n*n
@test logdet(A1) ≈ logdet(lufact(full(A1))) atol=sqrt(eps(real(float(one(elty1)))))*n*n
@test det(A1) ≈ det(lufact(Matrix(A1))) atol=sqrt(eps(real(float(one(elty1)))))*n*n
@test logdet(A1) ≈ logdet(lufact(Matrix(A1))) atol=sqrt(eps(real(float(one(elty1)))))*n*n
lada, ladb = logabsdet(A1)
flada, fladb = logabsdet(lufact(full(A1)))
flada, fladb = logabsdet(lufact(Matrix(A1)))
@test lada ≈ flada atol=sqrt(eps(real(float(one(elty1)))))*n*n
@test ladb ≈ fladb atol=sqrt(eps(real(float(one(elty1)))))*n*n

Expand All @@ -250,7 +250,7 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa
if !(elty1 in (BigFloat, Complex{BigFloat})) # Not handled yet
vals, vecs = eig(A1)
if (t1 == UpperTriangular || t1 == LowerTriangular) && elty1 != Int # Cannot really handle degenerate eigen space and Int matrices will probably have repeated eigenvalues.
@test vecs*diagm(vals)/vecs ≈ full(A1) atol=sqrt(eps(float(real(one(vals[1])))))*(norm(A1,Inf)*n)^2
@test vecs*diagm(vals)/vecs ≈ A1 atol=sqrt(eps(float(real(one(vals[1])))))*(norm(A1,Inf)*n)^2
end
end

Expand All @@ -259,7 +259,7 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa
for p in (1.0, Inf)
@test cond(A1,p) ≈ cond(A1,p) atol=(cond(A1,p)+cond(A1,p))
end
@test cond(A1,2) == cond(full(A1),2)
@test cond(A1,2) == cond(Matrix(A1),2)
end

if !(elty1 in (BigFloat, Complex{BigFloat})) # Not implemented yet
Expand Down Expand Up @@ -288,19 +288,19 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa
end

# Binary operations
@test full(A1 + A2) == full(A1) + full(A2)
@test full(A1 - A2) == full(A1) - full(A2)
@test A1 + A2 == Matrix(A1) + Matrix(A2)
@test A1 - A2 == Matrix(A1) - Matrix(A2)

# Triangular-Triangualar multiplication and division
@test full(A1*A2) ≈ full(A1)*full(A2)
@test full(A1.'A2) ≈ full(A1).'full(A2)
@test full(A1'A2) ≈ full(A1)'full(A2)
@test full(A1*A2.') ≈ full(A1)*full(A2).'
@test full(A1*A2') ≈ full(A1)*full(A2)'
@test full(A1.'A2.') ≈ full(A1).'full(A2).'
@test full(A1'A2') ≈ full(A1)'full(A2)'
@test full(A1/A2) ≈ full(A1)/full(A2)
@test full(A1\A2) ≈ full(A1)\full(A2)
@test A1*A2 ≈ Matrix(A1)*Matrix(A2)
@test A1.'A2 ≈ Matrix(A1).'Matrix(A2)
@test A1'A2 ≈ Matrix(A1)'Matrix(A2)
@test A1*A2.' ≈ Matrix(A1)*Matrix(A2).'
@test A1*A2' ≈ Matrix(A1)*Matrix(A2)'
@test A1.'A2.' ≈ Matrix(A1).'Matrix(A2).'
@test A1'A2' ≈ Matrix(A1)'Matrix(A2)'
@test A1/A2 ≈ Matrix(A1)/Matrix(A2)
@test A1\A2 ≈ Matrix(A1)\Matrix(A2)
@test_throws DimensionMismatch eye(n+1)/A2
@test_throws DimensionMismatch eye(n+1)/A2.'
@test_throws DimensionMismatch eye(n+1)/A2'
Expand All @@ -321,29 +321,29 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa

if !(eltyB in (BigFloat, Complex{BigFloat})) # rand does not support BigFloat and Complex{BigFloat} as of Dec 2015
Tri = Tridiagonal(rand(eltyB,n-1),rand(eltyB,n),rand(eltyB,n-1))
@test Base.LinAlg.A_mul_B!(Tri,copy(A1)) ≈ Tri*full(A1)
@test Base.LinAlg.A_mul_B!(Tri,copy(A1)) ≈ Tri*Matrix(A1)
end

# Triangular-dense Matrix/vector multiplication
@test A1*B[:,1] ≈ full(A1)*B[:,1]
@test A1*B ≈ full(A1)*B
@test A1.'B[:,1] ≈ full(A1).'B[:,1]
@test A1'B[:,1] ≈ full(A1)'B[:,1]
@test A1.'B ≈ full(A1).'B
@test A1'B ≈ full(A1)'B
@test A1*B.' ≈ full(A1)*B.'
@test A1*B' ≈ full(A1)*B'
@test B*A1 ≈ B*full(A1)
@test B[:,1].'A1 ≈ B[:,1].'full(A1)
@test B[:,1]'A1 ≈ B[:,1]'full(A1)
@test B.'A1 ≈ B.'full(A1)
@test B'A1 ≈ B'full(A1)
@test B*A1.' ≈ B*full(A1).'
@test B*A1' ≈ B*full(A1)'
@test B[:,1].'A1.' ≈ B[:,1].'full(A1).'
@test B[:,1]'A1' ≈ B[:,1]'full(A1)'
@test B.'A1.' ≈ B.'full(A1).'
@test B'A1' ≈ B'full(A1)'
@test A1*B[:,1] ≈ Matrix(A1)*B[:,1]
@test A1*B ≈ Matrix(A1)*B
@test A1.'B[:,1] ≈ Matrix(A1).'B[:,1]
@test A1'B[:,1] ≈ Matrix(A1)'B[:,1]
@test A1.'B ≈ Matrix(A1).'B
@test A1'B ≈ Matrix(A1)'B
@test A1*B.' ≈ Matrix(A1)*B.'
@test A1*B' ≈ Matrix(A1)*B'
@test B*A1 ≈ B*Matrix(A1)
@test B[:,1].'A1 ≈ B[:,1].'Matrix(A1)
@test B[:,1]'A1 ≈ B[:,1]'Matrix(A1)
@test B.'A1 ≈ B.'Matrix(A1)
@test B'A1 ≈ B'Matrix(A1)
@test B*A1.' ≈ B*Matrix(A1).'
@test B*A1' ≈ B*Matrix(A1)'
@test B[:,1].'A1.' ≈ B[:,1].'Matrix(A1).'
@test B[:,1]'A1' ≈ B[:,1]'Matrix(A1)'
@test B.'A1.' ≈ B.'Matrix(A1).'
@test B'A1' ≈ B'Matrix(A1)'

if eltyB == elty1
@test A_mul_B!(zeros(B),A1,B) ≈ A1*B
Expand All @@ -361,29 +361,29 @@ for elty1 in (Float32, Float64, BigFloat, Complex64, Complex128, Complex{BigFloa
@test_throws DimensionMismatch Base.LinAlg.A_mul_Bt!(ones(eltyB,n+1,n+1),A1)

# ... and division
@test A1\B[:,1] ≈ full(A1)\B[:,1]
@test A1\B ≈ full(A1)\B
@test A1.'\B[:,1] ≈ full(A1).'\B[:,1]
@test A1'\B[:,1] ≈ full(A1)'\B[:,1]
@test A1.'\B ≈ full(A1).'\B
@test A1'\B ≈ full(A1)'\B
@test A1\B.' ≈ full(A1)\B.'
@test A1\B' ≈ full(A1)\B'
@test A1.'\B.' ≈ full(A1).'\B.'
@test A1'\B' ≈ full(A1)'\B'
@test A1\B[:,1] ≈ Matrix(A1)\B[:,1]
@test A1\B ≈ Matrix(A1)\B
@test A1.'\B[:,1] ≈ Matrix(A1).'\B[:,1]
@test A1'\B[:,1] ≈ Matrix(A1)'\B[:,1]
@test A1.'\B ≈ Matrix(A1).'\B
@test A1'\B ≈ Matrix(A1)'\B
@test A1\B.' ≈ Matrix(A1)\B.'
@test A1\B' ≈ Matrix(A1)\B'
@test A1.'\B.' ≈ Matrix(A1).'\B.'
@test A1'\B' ≈ Matrix(A1)'\B'
@test_throws DimensionMismatch A1\ones(elty1,n+2)
@test_throws DimensionMismatch A1'\ones(elty1,n+2)
@test_throws DimensionMismatch A1.'\ones(elty1,n+2)
if t1 == UpperTriangular || t1 == LowerTriangular
@test_throws Base.LinAlg.SingularException naivesub!(t1(zeros(elty1,n,n)),ones(eltyB,n))
end
@test B/A1 ≈ B/full(A1)
@test B/A1.' ≈ B/full(A1).'
@test B/A1' ≈ B/full(A1)'
@test B.'/A1 ≈ B.'/full(A1)
@test B'/A1 ≈ B'/full(A1)
@test B.'/A1.' ≈ B.'/full(A1).'
@test B'/A1' ≈ B'/full(A1)'
@test B/A1 ≈ B/Matrix(A1)
@test B/A1.' ≈ B/Matrix(A1).'
@test B/A1' ≈ B/Matrix(A1)'
@test B.'/A1 ≈ B.'/Matrix(A1)
@test B'/A1 ≈ B'/Matrix(A1)
@test B.'/A1.' ≈ B.'/Matrix(A1).'
@test B'/A1' ≈ B'/Matrix(A1)'

# Error bounds
!(elty1 in (BigFloat, Complex{BigFloat})) && !(eltyB in (BigFloat, Complex{BigFloat})) && errorbounds(A1, A1\B, B)
Expand Down Expand Up @@ -418,8 +418,8 @@ for eltya in (Float32, Float64, Complex64, Complex128, BigFloat, Int)

debug && println("Solve upper triangular system")
Atri = UpperTriangular(lufact(A)[:U]) |> t -> eltya <: Complex && eltyb <: Real ? real(t) : t # Here the triangular matrix can't be too badly conditioned
b = convert(Matrix{eltyb}, eltya <: Complex ? full(Atri)*ones(n, 2) : full(Atri)*ones(n, 2))
x = full(Atri) \ b
b = convert(Matrix{eltyb}, eltya <: Complex ? Matrix(Atri)*ones(n, 2) : Matrix(Atri)*ones(n, 2))
x = Matrix(Atri) \ b

debug && println("Test error estimates")
if eltya != BigFloat && eltyb != BigFloat
Expand All @@ -446,8 +446,8 @@ for eltya in (Float32, Float64, Complex64, Complex128, BigFloat, Int)

debug && println("Solve lower triangular system")
Atri = UpperTriangular(lufact(A)[:U]) |> t -> eltya <: Complex && eltyb <: Real ? real(t) : t # Here the triangular matrix can't be too badly conditioned
b = convert(Matrix{eltyb}, eltya <: Complex ? full(Atri)*ones(n, 2) : full(Atri)*ones(n, 2))
x = full(Atri)\b
b = convert(Matrix{eltyb}, eltya <: Complex ? Matrix(Atri)*ones(n, 2) : Matrix(Atri)*ones(n, 2))
x = Matrix(Atri)\b

debug && println("Test error estimates")
if eltya != BigFloat && eltyb != BigFloat
Expand Down
2 changes: 1 addition & 1 deletion test/perf/threads/stockcorr/pstockcorr.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -78,7 +78,7 @@ function pstockcorr(n)
SimulPriceB[1,:] = CurrentPrice[2]

## Generating the paths of stock prices by Geometric Brownian Motion
UpperTriangle = full(chol(Corr)) # UpperTriangle Matrix by Cholesky decomposition
UpperTriangle = Matrix(chol(Corr)) # UpperTriangle Matrix by Cholesky decomposition

# Optimization: pre-allocate these for performance
# NOTE: the new GC will hopefully fix this, but currently GC time
Expand Down

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