Skip to content

Commit

Permalink
Merge pull request #15354 from pkofod/pkm/SubArrays
Browse files Browse the repository at this point in the history 
Add tests for SubArrays in test/linalg/bunchkaufman.jl
  • Loading branch information
@andreasnoack
andreasnoack committed Mar 7, 2016
2 parents 1933dc7 + fde21d3 commit aeb31de
Show file tree
Hide file tree
Showing 5 changed files with 116 additions and 77 deletions.
2 changes: 1 addition & 1 deletion base/linalg/dense.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -381,7 +381,7 @@ function inv{T}(A::StridedMatrix{T})
return convert(typeof(parent(Ai)), Ai)
end

function factorize{T}(A::Matrix{T})
function factorize{T}(A::StridedMatrix{T})
m, n = size(A)
if m == n
if m == 1 return A[1] end
Expand Down
4 changes: 2 additions & 2 deletions base/linalg/factorization.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -24,12 +24,12 @@ inv{T}(F::Factorization{T}) = A_ldiv_B!(F, eye(T, size(F,1)))
# With a real lhs and complex rhs with the same precision, we can reinterpret
# the complex rhs as a real rhs with twice the number of columns
function (\){T<:BlasReal}(F::Factorization{T}, B::AbstractVector{Complex{T}})
c2r = reshape(transpose(reinterpret(T, B, (2, length(B)))), size(B, 1), 2*size(B, 2))
c2r = reshape(transpose(reinterpret(T, parent(B), (2, length(B)))), size(B, 1), 2*size(B, 2))
x = A_ldiv_B!(F, c2r)
return reinterpret(Complex{T}, transpose(reshape(x, div(length(x), 2), 2)), (size(F,2),))
end
function (\){T<:BlasReal}(F::Factorization{T}, B::AbstractMatrix{Complex{T}})
c2r = reshape(transpose(reinterpret(T, B, (2, length(B)))), size(B, 1), 2*size(B, 2))
c2r = reshape(transpose(reinterpret(T, parent(B), (2, length(B)))), size(B, 1), 2*size(B, 2))
x = A_ldiv_B!(F, c2r)
return reinterpret(Complex{T}, transpose(reshape(x, div(length(x), 2), 2)), (size(F,2), size(B,2)))
end
Expand Down
97 changes: 63 additions & 34 deletions test/linalg/bunchkaufman.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -23,41 +23,62 @@ bimg = randn(n,2)/2
for eltya in (Float32, Float64, Complex64, Complex128, Int)
a = eltya == Int ? rand(1:7, n, n) : convert(Matrix{eltya}, eltya <: Complex ? complex(areal, aimg) : areal)
a2 = eltya == Int ? rand(1:7, n, n) : convert(Matrix{eltya}, eltya <: Complex ? complex(a2real, a2img) : a2real)
asym = a'+a # symmetric indefinite
apd = a'*a # symmetric positive-definite
ε = εa = eps(abs(float(one(eltya))))

for eltyb in (Float32, Float64, Complex64, Complex128, Int)
b = eltyb == Int ? rand(1:5, n, 2) : convert(Matrix{eltyb}, eltyb <: Complex ? complex(breal, bimg) : breal)
εb = eps(abs(float(one(eltyb))))
ε = max(εa,εb)

debug && println("\ntype of a: ", eltya, " type of b: ", eltyb, "\n")

debug && println("(Automatic) Bunch-Kaufman factor of indefinite matrix")
bc1 = factorize(asym)
@test_approx_eq inv(bc1) * asym eye(n)
@test_approx_eq_eps asym * (bc1\b) b 1000ε
for rook in (false, true)
@test_approx_eq inv(bkfact(a.' + a, :U, true, rook)) * (a.' + a) eye(n)
@test size(bc1) == size(bc1.LD)
@test size(bc1,1) == size(bc1.LD,1)
@test size(bc1,2) == size(bc1.LD,2)
if eltya <: BlasReal
@test_throws ArgumentError bkfact(a)
end
for atype in ("Array", "SubArray")
asym = a'+a # symmetric indefinite
apd = a'*a # symmetric positive-definite
if atype == "Array"
a = a
a2 = a2
else
a = sub(a, 1:n, 1:n)
a2 = sub(a2, 1:n, 1:n)
asym = sub(asym, 1:n, 1:n)
apd = sub(apd, 1:n, 1:n)
end
ε = εa = eps(abs(float(one(eltya))))

for eltyb in (Float32, Float64, Complex64, Complex128, Int)
b = eltyb == Int ? rand(1:5, n, 2) : convert(Matrix{eltyb}, eltyb <: Complex ? complex(breal, bimg) : breal)
for btype in ("Array", "SubArray")
if btype == "Array"
b = b
else
b = sub(b, 1:n, 1:2)
end

εb = eps(abs(float(one(eltyb))))
ε = max(εa,εb)

debug && println("\neltype of a: ", eltya, " eltype of b: ", eltyb)
debug && println(" type of a: ", atype, " type of b: ", btype, "\n")

debug && println("(Automatic) Bunch-Kaufman factor of indefinite matrix")
bc1 = factorize(asym)
@test_approx_eq inv(bc1) * asym eye(n)
@test_approx_eq_eps asym * (bc1\b) b 1000ε
for rook in (false, true)
@test_approx_eq inv(bkfact(a.' + a, :U, true, rook)) * (a.' + a) eye(n)
@test size(bc1) == size(bc1.LD)
@test size(bc1,1) == size(bc1.LD,1)
@test size(bc1,2) == size(bc1.LD,2)
if eltya <: BlasReal
@test_throws ArgumentError bkfact(a)
end
end

debug && println("Bunch-Kaufman factors of a pos-def matrix")
for rook in (false, true)
bc2 = bkfact(apd, :U, issymmetric(apd), rook)
@test_approx_eq inv(bc2) * apd eye(n)
@test_approx_eq_eps apd * (bc2\b) b 150000ε
@test ishermitian(bc2) == !issymmetric(bc2)
debug && println("Bunch-Kaufman factors of a pos-def matrix")
for rook in (false, true)
bc2 = bkfact(apd, :U, issymmetric(apd), rook)
@test_approx_eq inv(bc2) * apd eye(n)
@test_approx_eq_eps apd * (bc2\b) b 150000ε
@test ishermitian(bc2) == !issymmetric(bc2)
end
end
end
end
end


debug && println("Bunch-Kaufman factors of a singular matrix")
let
As1 = ones(n, n)
Expand All @@ -67,11 +88,19 @@ let
As3[1, end] -= im

for As = (As1, As2, As3)
for rook in (false, true)
F = bkfact(As, :U, issymmetric(As), rook)
@test det(F) == 0
@test_throws LinAlg.SingularException inv(F)
@test_throws LinAlg.SingularException F \ ones(size(As, 1))
for Astype in ("Array", "SubArray")
if Astype == "Array"
As = As
else
As = sub(As, 1:n, 1:n)
end

for rook in (false, true)
F = bkfact(As, :U, issymmetric(As), rook)
@test det(F) == 0
@test_throws LinAlg.SingularException inv(F)
@test_throws LinAlg.SingularException F \ ones(size(As, 1))
end
end
end
end
86 changes: 48 additions & 38 deletions test/linalg/givens.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -15,50 +15,60 @@ for elty in (Float32, Float64, Complex64, Complex128)
else
A = convert(Matrix{elty}, complex(randn(10,10),randn(10,10)))
end
Ac = copy(A)
R = Base.LinAlg.Rotation(Base.LinAlg.Givens{elty}[])
for j = 1:8
for i = j+2:10
G, _ = givens(A, j+1, i, j)
A_mul_B!(G, A)
A_mul_Bc!(A, G)
A_mul_B!(G, R)
for Atype in ("Array", "SubArray")
if Atype == "Array"
A = A
else
A = sub(A, 1:10, 1:10)
end
Ac = copy(A)
R = Base.LinAlg.Rotation(Base.LinAlg.Givens{elty}[])
for j = 1:8
for i = j+2:10
G, _ = givens(A, j+1, i, j)
A_mul_B!(G, A)
A_mul_Bc!(A, G)
A_mul_B!(G, R)

@test A_mul_B!(G,eye(elty,10,10)) == [G[i,j] for i=1:10,j=1:10]
@test A_mul_B!(G,eye(elty,10,10)) == [G[i,j] for i=1:10,j=1:10]

# test transposes
@test_approx_eq ctranspose(G)*G*eye(10) eye(elty, 10)
@test_approx_eq ctranspose(R)*(R*eye(10)) eye(elty, 10)
@test_throws ErrorException transpose(G)
@test_throws ErrorException transpose(R)
# test transposes
@test_approx_eq ctranspose(G)*G*eye(10) eye(elty, 10)
@test_approx_eq ctranspose(R)*(R*eye(10)) eye(elty, 10)
@test_throws ErrorException transpose(G)
@test_throws ErrorException transpose(R)
end
end
end
@test_throws ArgumentError givens(A, 3, 3, 2)
@test_throws ArgumentError givens(one(elty),zero(elty),2,2)
G, _ = givens(one(elty),zero(elty),11,12)
@test_throws DimensionMismatch A_mul_B!(G, A)
@test_throws DimensionMismatch A_mul_Bc!(A,G)
@test_approx_eq abs(A) abs(hessfact(Ac)[:H])
@test_approx_eq norm(R*eye(elty, 10)) one(elty)
@test_throws ArgumentError givens(A, 3, 3, 2)
@test_throws ArgumentError givens(one(elty),zero(elty),2,2)
G, _ = givens(one(elty),zero(elty),11,12)
@test_throws DimensionMismatch A_mul_B!(G, A)
@test_throws DimensionMismatch A_mul_Bc!(A,G)
@test_approx_eq abs(A) abs(hessfact(Ac)[:H])
@test_approx_eq norm(R*eye(elty, 10)) one(elty)

G, _ = givens(one(elty),zero(elty),9,10)
@test_approx_eq ctranspose(G*eye(elty,10))*(G*eye(elty,10)) eye(elty, 10)
K, _ = givens(zero(elty),one(elty),9,10)
@test_approx_eq ctranspose(K*eye(elty,10))*(K*eye(elty,10)) eye(elty, 10)
G, _ = givens(one(elty),zero(elty),9,10)
@test_approx_eq ctranspose(G*eye(elty,10))*(G*eye(elty,10)) eye(elty, 10)
K, _ = givens(zero(elty),one(elty),9,10)
@test_approx_eq ctranspose(K*eye(elty,10))*(K*eye(elty,10)) eye(elty, 10)

# test that Givens * work for vectors
x = A[:,1]
G, r = givens(x[2], x[4], 2, 4)
@test (G*x)[2] ≈ r
@test abs((G*x)[4]) < eps(real(elty))
# test that Givens * work for vectors
if Atype == "Array"
x = A[:, 1]
else
x = sub(A, 1:10, 1)
end
G, r = givens(x[2], x[4], 2, 4)
@test (G*x)[2] ≈ r
@test abs((G*x)[4]) < eps(real(elty))

x = A[:,1]
G, r = givens(x, 2, 4)
@test (G*x)[2] ≈ r
@test abs((G*x)[4]) < eps(real(elty))
G, r = givens(x, 2, 4)
@test (G*x)[2] ≈ r
@test abs((G*x)[4]) < eps(real(elty))

G, r = givens(x, 4, 2)
@test (G*x)[4] ≈ r
@test abs((G*x)[2]) < eps(real(elty))
G, r = givens(x, 4, 2)
@test (G*x)[4] ≈ r
@test abs((G*x)[2]) < eps(real(elty))
end
end
end #let
4 changes: 2 additions & 2 deletions test/linalg/svd.jl
View file
Original file line number Diff line number Diff line change
Expand Up @@ -21,6 +21,8 @@ a2img = randn(n,n)/2
for eltya in (Float32, Float64, Complex64, Complex128, Int)
aa = eltya == Int ? rand(1:7, n, n) : convert(Matrix{eltya}, eltya <: Complex ? complex(areal, aimg) : areal)
aa2 = eltya == Int ? rand(1:7, n, n) : convert(Matrix{eltya}, eltya <: Complex ? complex(a2real, a2img) : a2real)
asym = aa'+aa # symmetric indefinite
apd = aa'*aa # symmetric positive-definite
for atype in ("Array", "SubArray")
if atype == "Array"
a = aa
Expand All @@ -29,8 +31,6 @@ for eltya in (Float32, Float64, Complex64, Complex128, Int)
a = sub(aa, 1:n, 1:n)
a2 = sub(aa2, 1:n, 1:n)
end
asym = a'+a # symmetric indefinite
apd = a'*a # symmetric positive-definite
ε = εa = eps(abs(float(one(eltya))))

debug && println("\ntype of a: ", eltya, "\n")
Expand Down

0 comments on commit aeb31de

Please sign in to comment.