__usage__ = """ To run tests locally: python tests/test_arpack.py [-l] [-v] """ import warnings import numpy as np from numpy.testing import assert_allclose, \ assert_array_almost_equal_nulp, TestCase, run_module_suite, dec, \ assert_raises, verbose, assert_equal from numpy import array, finfo, argsort, dot, round, conj, random from scipy.linalg import eig, eigh from scipy.sparse import csc_matrix, csr_matrix, lil_matrix, isspmatrix from scipy.sparse.linalg import LinearOperator, aslinearoperator from scipy.sparse.linalg.eigen.arpack import eigs, eigsh, svds, \ ArpackNoConvergence from scipy.linalg import svd # eigs() and eigsh() are called many times, so apply a filter for the warnings # they generate here. _eigs_warn_msg = "Single-precision types in `eigs` and `eighs`" def setup_module(): warnings.filterwarnings("ignore", message=_eigs_warn_msg) def teardown_module(): warnings.filterwarnings("default", message=_eigs_warn_msg) # precision for tests _ndigits = {'f': 3, 'd': 11, 'F': 3, 'D': 11} def _get_test_tolerance(type_char, mattype=None, sigma=None): """ Return tolerance values suitable for a given test: Parameters ---------- type_char : {'f', 'd', 'F', 'D'} Data type in ARPACK eigenvalue problem mattype : {csr_matrix, aslinearoperator, asarray}, optional Linear operator type Returns ------- tol Tolerance to pass to the ARPACK routine rtol Relative tolerance for outputs atol Absolute tolerance for outputs """ rtol = {'f': 3000 * np.finfo(np.float32).eps, 'F': 3000 * np.finfo(np.float32).eps, 'd': 2000 * np.finfo(np.float64).eps, 'D': 2000 * np.finfo(np.float64).eps}[type_char] atol = rtol tol = 0 if mattype is aslinearoperator and type_char in ('f', 'F'): # iterative methods in single precision: worse errors # also: bump ARPACK tolerance so that the iterative method converges tol = 30 * np.finfo(np.float32).eps rtol *= 5 if sigma is not None: # XXX: do not check the results in this case: the operation # involves iterative single-precision inverses, which can # fail on certain platforms. Still check the test runs, # though. atol = np.inf rtol = np.inf if mattype is csr_matrix and type_char in ('f', 'F'): # sparse in single precision: worse errors rtol *= 5 return tol, rtol, atol def generate_matrix(N, complex=False, hermitian=False, pos_definite=False, sparse=False): M = np.random.random((N,N)) if complex: M = M + 1j * np.random.random((N,N)) if hermitian: if pos_definite: if sparse: i = np.arange(N) j = np.random.randint(N, size=N-2) i, j = np.meshgrid(i, j) M[i,j] = 0 M = np.dot(M.conj(), M.T) else: M = np.dot(M.conj(), M.T) if sparse: i = np.random.randint(N, size=N * N / 4) j = np.random.randint(N, size=N * N / 4) ind = np.where(i == j) j[ind] = (j[ind] + 1) % N M[i,j] = 0 M[j,i] = 0 else: if sparse: i = np.random.randint(N, size=N * N / 2) j = np.random.randint(N, size=N * N / 2) M[i,j] = 0 return M def _aslinearoperator_with_dtype(m): m = aslinearoperator(m) if not hasattr(m, 'dtype'): x = np.zeros(m.shape[1]) m.dtype = (m * x).dtype return m def assert_allclose_cc(actual, desired, **kw): """Almost equal or complex conjugates almost equal""" try: assert_allclose(actual, desired, **kw) except: assert_allclose(actual, conj(desired), **kw) def argsort_which(eval, typ, k, which, sigma=None, OPpart=None, mode=None): """Return sorted indices of eigenvalues using the "which" keyword from eigs and eigsh""" if sigma is None: reval = np.round(eval, decimals=_ndigits[typ]) else: if mode is None or mode=='normal': if OPpart is None: reval = 1. / (eval - sigma) elif OPpart == 'r': reval = 0.5 * (1. / (eval - sigma) + 1. / (eval - np.conj(sigma))) elif OPpart == 'i': reval = -0.5j * (1. / (eval - sigma) - 1. / (eval - np.conj(sigma))) elif mode=='cayley': reval = (eval + sigma) / (eval - sigma) elif mode=='buckling': reval = eval / (eval - sigma) else: raise ValueError("mode='%s' not recognized" % mode) reval = np.round(reval, decimals=_ndigits[typ]) if which in ['LM', 'SM']: ind = np.argsort(abs(reval)) elif which in ['LR', 'SR', 'LA', 'SA', 'BE']: ind = np.argsort(np.real(reval)) elif which in ['LI', 'SI']: # for LI,SI ARPACK returns largest,smallest abs(imaginary) why? if typ.islower(): ind = np.argsort(abs(np.imag(reval))) else: ind = np.argsort(np.imag(reval)) else: raise ValueError("which='%s' is unrecognized" % which) if which in ['LM', 'LA', 'LR', 'LI']: return ind[-k:] elif which in ['SM', 'SA', 'SR', 'SI']: return ind[:k] elif which == 'BE': return np.concatenate((ind[:k/2], ind[k/2-k:])) def eval_evec(symmetric, d, typ, k, which, v0=None, sigma=None, mattype=np.asarray, OPpart=None, mode='normal'): general = ('bmat' in d) if symmetric: eigs_func = eigsh else: eigs_func = eigs if general: err = ("error for %s:general, typ=%s, which=%s, sigma=%s, " "mattype=%s, OPpart=%s, mode=%s" % (eigs_func.__name__, typ, which, sigma, mattype.__name__, OPpart, mode)) else: err = ("error for %s:standard, typ=%s, which=%s, sigma=%s, " "mattype=%s, OPpart=%s, mode=%s" % (eigs_func.__name__, typ, which, sigma, mattype.__name__, OPpart, mode)) a = d['mat'].astype(typ) ac = mattype(a) if general: b = d['bmat'].astype(typ.lower()) bc = mattype(b) # get exact eigenvalues exact_eval = d['eval'].astype(typ.upper()) ind = argsort_which(exact_eval, typ, k, which, sigma, OPpart, mode) exact_eval_a = exact_eval exact_eval = exact_eval[ind] # compute arpack eigenvalues kwargs = dict(which=which, v0=v0, sigma=sigma) if eigs_func is eigsh: kwargs['mode'] = mode else: kwargs['OPpart'] = OPpart # compute suitable tolerances kwargs['tol'], rtol, atol = _get_test_tolerance(typ, mattype, sigma) # solve if general: try: eval, evec = eigs_func(ac, k, bc, **kwargs) except ArpackNoConvergence: kwargs['maxiter'] = 20*a.shape[0] eval, evec = eigs_func(ac, k, bc, **kwargs) else: try: eval, evec = eigs_func(ac, k, **kwargs) except ArpackNoConvergence: kwargs['maxiter'] = 20*a.shape[0] eval, evec = eigs_func(ac, k, **kwargs) ind = argsort_which(eval, typ, k, which, sigma, OPpart, mode) eval_a = eval eval = eval[ind] evec = evec[:,ind] # check eigenvalues assert_allclose_cc(eval, exact_eval, rtol=rtol, atol=atol, err_msg=err) # check eigenvectors LHS = np.dot(a, evec) if general: RHS = eval * np.dot(b, evec) else: RHS = eval * evec assert_allclose(LHS, RHS, rtol=rtol, atol=atol, err_msg=err) class DictWithRepr(dict): def __init__(self, name): self.name = name def __repr__(self): return "<%s>" % self.name class SymmetricParams: def __init__(self): self.eigs = eigsh self.which = ['LM', 'SM', 'LA', 'SA', 'BE'] self.mattypes = [csr_matrix, aslinearoperator, np.asarray] self.sigmas_modes = {None : ['normal'], 0.5 : ['normal', 'buckling', 'cayley']} #generate matrices # these should all be float32 so that the eigenvalues # are the same in float32 and float64 N = 6 np.random.seed(2300) Ar = generate_matrix(N, hermitian=True, pos_definite=True).astype('f').astype('d') M = generate_matrix(N, hermitian=True, pos_definite=True).astype('f').astype('d') Ac = generate_matrix(N, hermitian=True, pos_definite=True, complex=True).astype('F').astype('D') v0 = np.random.random(N) # standard symmetric problem SS = DictWithRepr("std-symmetric") SS['mat'] = Ar SS['v0'] = v0 SS['eval'] = eigh(SS['mat'], eigvals_only=True) # general symmetric problem GS = DictWithRepr("gen-symmetric") GS['mat'] = Ar GS['bmat'] = M GS['v0'] = v0 GS['eval'] = eigh(GS['mat'], GS['bmat'], eigvals_only=True) # standard hermitian problem SH = DictWithRepr("std-hermitian") SH['mat'] = Ac SH['v0'] = v0 SH['eval'] = eigh(SH['mat'], eigvals_only=True) # general hermitian problem GH = DictWithRepr("gen-hermitian") GH['mat'] = Ac GH['bmat'] = M GH['v0'] = v0 GH['eval'] = eigh(GH['mat'], GH['bmat'], eigvals_only=True) self.real_test_cases = [SS, GS] self.complex_test_cases = [SH, GH] class NonSymmetricParams: def __init__(self): self.eigs = eigs self.which = ['LM', 'LR', 'LI']#, 'SM', 'LR', 'SR', 'LI', 'SI'] self.mattypes = [csr_matrix, aslinearoperator, np.asarray] self.sigmas_OPparts = {None : [None], 0.1 : ['r'], 0.1 + 0.1j : ['r', 'i']} #generate matrices # these should all be float32 so that the eigenvalues # are the same in float32 and float64 N = 6 np.random.seed(2300) Ar = generate_matrix(N).astype('f').astype('d') M = generate_matrix(N, hermitian=True, pos_definite=True).astype('f').astype('d') Ac = generate_matrix(N, complex=True).astype('F').astype('D') v0 = np.random.random(N) # standard real nonsymmetric problem SNR = DictWithRepr("std-real-nonsym") SNR['mat'] = Ar SNR['v0'] = v0 SNR['eval'] = eig(SNR['mat'], left=False, right=False) # general real nonsymmetric problem GNR = DictWithRepr("gen-real-nonsym") GNR['mat'] = Ar GNR['bmat'] = M GNR['v0'] = v0 GNR['eval'] = eig(GNR['mat'], GNR['bmat'], left=False, right=False) # standard complex nonsymmetric problem SNC = DictWithRepr("std-cmplx-nonsym") SNC['mat'] = Ac SNC['v0'] = v0 SNC['eval'] = eig(SNC['mat'], left=False, right=False) # general complex nonsymmetric problem GNC = DictWithRepr("gen-cmplx-nonsym") GNC['mat'] = Ac GNC['bmat'] = M GNC['v0'] = v0 GNC['eval'] = eig(GNC['mat'], GNC['bmat'], left=False, right=False) self.real_test_cases = [SNR, GNR] self.complex_test_cases = [SNC, GNC] def test_symmetric_modes(): params = SymmetricParams() k = 2 symmetric = True for D in params.real_test_cases: for typ in 'fd': for which in params.which: for mattype in params.mattypes: for (sigma, modes) in params.sigmas_modes.iteritems(): for mode in modes: yield (eval_evec, symmetric, D, typ, k, which, None, sigma, mattype, None, mode) def test_hermitian_modes(): params = SymmetricParams() k = 2 symmetric = True for D in params.complex_test_cases: for typ in 'FD': for which in params.which: if which == 'BE': continue # BE invalid for complex for mattype in params.mattypes: for sigma in params.sigmas_modes: yield (eval_evec, symmetric, D, typ, k, which, None, sigma, mattype) def test_symmetric_starting_vector(): params = SymmetricParams() symmetric = True for k in [1, 2, 3, 4, 5]: for D in params.real_test_cases: for typ in 'fd': v0 = random.rand(len(D['v0'])).astype(typ) yield (eval_evec, symmetric, D, typ, k, 'LM', v0) def test_symmetric_no_convergence(): np.random.seed(1234) m = generate_matrix(30, hermitian=True, pos_definite=True) tol, rtol, atol = _get_test_tolerance('d') try: w, v = eigsh(m, 4, which='LM', v0=m[:, 0], maxiter=5, tol=tol) raise AssertionError("Spurious no-error exit") except ArpackNoConvergence, err: k = len(err.eigenvalues) if k <= 0: raise AssertionError("Spurious no-eigenvalues-found case") w, v = err.eigenvalues, err.eigenvectors assert_allclose(dot(m, v), w * v, rtol=rtol, atol=atol) def test_real_nonsymmetric_modes(): params = NonSymmetricParams() k = 2 symmetric = False for D in params.real_test_cases: for typ in 'fd': for which in params.which: for mattype in params.mattypes: for sigma, OPparts in params.sigmas_OPparts.iteritems(): for OPpart in OPparts: yield (eval_evec, symmetric, D, typ, k, which, None, sigma, mattype, OPpart) def test_complex_nonsymmetric_modes(): params = NonSymmetricParams() k = 2 symmetric = False for D in params.complex_test_cases: for typ in 'DF': for which in params.which: for mattype in params.mattypes: for sigma in params.sigmas_OPparts: yield (eval_evec, symmetric, D, typ, k, which, None, sigma, mattype) def test_standard_nonsymmetric_starting_vector(): params = NonSymmetricParams() sigma = None symmetric = False for k in [1, 2, 3, 4]: for d in params.complex_test_cases: for typ in 'FD': A = d['mat'] n = A.shape[0] v0 = random.rand(n).astype(typ) yield (eval_evec, symmetric, d, typ, k, "LM", v0, sigma) def test_general_nonsymmetric_starting_vector(): params = NonSymmetricParams() sigma = None symmetric = False for k in [1, 2, 3, 4]: for d in params.complex_test_cases: for typ in 'FD': A = d['mat'] n = A.shape[0] v0 = random.rand(n).astype(typ) yield (eval_evec, symmetric, d, typ, k, "LM", v0, sigma) def test_standard_nonsymmetric_no_convergence(): np.random.seed(1234) m = generate_matrix(30, complex=True) tol, rtol, atol = _get_test_tolerance('d') try: w, v = eigs(m, 4, which='LM', v0=m[:, 0], maxiter=5, tol=tol) raise AssertionError("Spurious no-error exit") except ArpackNoConvergence, err: k = len(err.eigenvalues) if k <= 0: raise AssertionError("Spurious no-eigenvalues-found case") w, v = err.eigenvalues, err.eigenvectors for ww, vv in zip(w, v.T): assert_allclose(dot(m, vv), ww * vv, rtol=rtol, atol=atol) def test_eigen_bad_shapes(): # A is not square. A = csc_matrix(np.zeros((2, 3))) assert_raises(ValueError, eigs, A) def test_eigen_bad_kwargs(): # Test eigen on wrong keyword argument A = csc_matrix(np.zeros((2, 2))) assert_raises(ValueError, eigs, A, which='XX') def test_ticket_1459_arpack_crash(): for dtype in [np.float32, np.float64]: # XXX: this test does not seem to catch the issue for float32, # but we made the same fix there, just to be sure N = 6 k = 2 np.random.seed(2301) A = np.random.random((N, N)).astype(dtype) v0 = np.array([-0.71063568258907849895, -0.83185111795729227424, -0.34365925382227402451, 0.46122533684552280420, -0.58001341115969040629, -0.78844877570084292984e-01], dtype=dtype) # Should not crash: evals, evecs = eigs(A, k, v0=v0) #---------------------------------------------------------------------- # sparse SVD tests def sorted_svd(m, k): #Compute svd of a dense matrix m, and return singular vectors/values #sorted. if isspmatrix(m): m = m.todense() u, s, vh = svd(m) ii = np.argsort(s)[-k:] return u[:, ii], s[ii], vh[ii] def svd_estimate(u, s, vh): return np.dot(u, np.dot(np.diag(s), vh)) def test_svd_simple_real(): x = np.array([[1, 2, 3], [3, 4, 3], [1, 0, 2], [0, 0, 1]], np.float) y = np.array([[1, 2, 3, 8], [3, 4, 3, 5], [1, 0, 2, 3], [0, 0, 1, 0]], np.float) z = csc_matrix(x) for m in [x.T, x, y, z, z.T]: for k in range(1, min(m.shape)): u, s, vh = sorted_svd(m, k) su, ss, svh = svds(m, k) m_hat = svd_estimate(u, s, vh) sm_hat = svd_estimate(su, ss, svh) assert_array_almost_equal_nulp(m_hat, sm_hat, nulp=1000) def test_svd_simple_complex(): x = np.array([[1, 2, 3], [3, 4, 3], [1 + 1j, 0, 2], [0, 0, 1]], np.complex) y = np.array([[1, 2, 3, 8 + 5j], [3 - 2j, 4, 3, 5], [1, 0, 2, 3], [0, 0, 1, 0]], np.complex) z = csc_matrix(x) for m in [x, x.T.conjugate(), x.T, y, y.conjugate(), z, z.T]: for k in range(1, min(m.shape) - 1): u, s, vh = sorted_svd(m, k) su, ss, svh = svds(m, k) m_hat = svd_estimate(u, s, vh) sm_hat = svd_estimate(su, ss, svh) assert_array_almost_equal_nulp(m_hat, sm_hat, nulp=1000) if __name__ == "__main__": run_module_suite()