import os import pytest import numpy as np from numpy.testing import assert_allclose from pytest import raises as assert_raises from scipy.sparse.linalg._svdp import _svdp from scipy.sparse import csr_array, csc_array # dtype_flavour to tolerance TOLS = { np.float32: 1e-4, np.float64: 1e-8, np.complex64: 1e-4, np.complex128: 1e-8, } def is_complex_type(dtype): return np.dtype(dtype).kind == "c" _dtypes = [] for dtype_flavour in TOLS.keys(): marks = [] if is_complex_type(dtype_flavour): marks = [pytest.mark.slow] _dtypes.append(pytest.param(dtype_flavour, marks=marks, id=dtype_flavour.__name__)) _dtypes = tuple(_dtypes) # type: ignore[assignment] # The test function here is adapted from the original Fortran PROPACK tests. # It is not very robust to arbitrary seeding since partial reorthogonalization # does not have a predictable upperbound on the number of iterations. def check_svdp(n, m, constructor, dtype, k, irl_mode, which, f=0.8, rng=None): tol = TOLS[dtype] if rng is None: rng = np.random.default_rng(0) # Legacy clamp for the generator rng2 = np.random.default_rng(0) if is_complex_type(dtype): M = (- 5 + 10 * rng2.uniform(size=[n, m]) - 5j + 10j * rng2.uniform(size=[n, m])).astype(dtype) else: M = (-5 + 10 * rng2.uniform(size=[n, m])).astype(dtype) M[M.real > 10 * f - 5] = 0 Msp = constructor(M) u1, sigma1, vt1 = np.linalg.svd(M, full_matrices=False) u2, sigma2, vt2, _ = _svdp(Msp, k=k,which=which, irl_mode=irl_mode, tol=tol, rng=rng) # check the which if which.upper() == 'SM': u1 = np.roll(u1, k, 1) vt1 = np.roll(vt1, k, 0) sigma1 = np.roll(sigma1, k) # check that singular values agree assert_allclose(sigma1[:k], sigma2, rtol=tol, atol=tol) # check that singular vectors are orthogonal assert_allclose(np.abs(u1.conj().T @ u2), np.eye(n, k), rtol=tol, atol=tol) assert_allclose(np.abs(vt1.conj() @ vt2.T), np.eye(n, k), rtol=tol, atol=tol) @pytest.mark.parametrize('ctor', (np.array, csr_array, csc_array)) @pytest.mark.parametrize('dtype', [np.float32, np.float64, np.complex64, np.complex128]) @pytest.mark.parametrize('irl', (True, False)) @pytest.mark.parametrize('which', ('LM', 'SM')) def test_svdp(ctor, dtype, irl, which): rng = np.random.default_rng(1757937293955503) n, m, k = 10, 20, 3 if which == 'SM' and not irl: message = "`which`='SM' requires irl_mode=True" with assert_raises(ValueError, match=message): check_svdp(n, m, ctor, dtype, k, irl, which, rng=rng) else: check_svdp(n, m, ctor, dtype, k, irl, which, rng=rng) @pytest.mark.xslow @pytest.mark.parametrize('dtype', _dtypes) @pytest.mark.parametrize('irl', (False, True)) def test_examples(dtype, irl): # Note: atol for complex64 bumped from 1e-4 to 1e-3 due to test failures # with BLIS, Netlib, and MKL+AVX512 - see # https://github.com/conda-forge/scipy-feedstock/pull/198#issuecomment-999180432 atol = { np.float32: 1.3e-4, np.float64: 1e-9, np.complex64: 1e-3, np.complex128: 1e-9, }[dtype] path_prefix = os.path.dirname(__file__) # Test matrices from `illc1850.coord` and `mhd1280b.cua` distributed with # PROPACK 2.1: http://sun.stanford.edu/~rmunk/PROPACK/ relative_path = "propack_test_data.npz" filename = os.path.join(path_prefix, relative_path) with np.load(filename, allow_pickle=True) as data: if is_complex_type(dtype): A = data['A_complex'].item().astype(dtype) else: A = data['A_real'].item().astype(dtype) k = 200 u, s, vh, _ = _svdp(A, k, irl_mode=irl, rng=np.random.default_rng(0)) # complex example matrix has many repeated singular values, so check only # beginning non-repeated singular vectors to avoid permutations sv_check = 27 if is_complex_type(dtype) else k u = u[:, :sv_check] vh = vh[:sv_check, :] s = s[:sv_check] # Check orthogonality of singular vectors assert_allclose(np.eye(u.shape[1]), u.conj().T @ u, atol=atol) assert_allclose(np.eye(vh.shape[0]), vh @ vh.conj().T, atol=atol) # Ensure the norm of the difference between the np.linalg.svd and # PROPACK reconstructed matrices is small u3, s3, vh3 = np.linalg.svd(A.todense()) u3 = u3[:, :sv_check] s3 = s3[:sv_check] vh3 = vh3[:sv_check, :] A3 = u3 @ np.diag(s3) @ vh3 recon = u @ np.diag(s) @ vh assert_allclose(np.linalg.norm(A3 - recon), 0, atol=atol) @pytest.mark.parametrize('shifts', (None, -10, 0, 1, 10, 70)) @pytest.mark.parametrize('dtype', _dtypes[:2]) def test_shifts(shifts, dtype): rng = np.random.default_rng(0) n, k = 70, 10 A = rng.random((n, n)) if shifts is not None and ((shifts < 0) or (k > min(n-1-shifts, n))): with pytest.raises(ValueError): _svdp(A, k, shifts=shifts, kmax=5*k, irl_mode=True, rng=rng) else: _svdp(A, k, shifts=shifts, kmax=5*k, irl_mode=True, rng=rng) @pytest.mark.slow @pytest.mark.xfail() def test_shifts_accuracy(): rng = np.random.default_rng(0) n, k = 70, 10 A = rng.random((n, n)).astype(np.float64) u1, s1, vt1, _ = _svdp(A, k, shifts=None, which='SM', irl_mode=True, rng=rng) u2, s2, vt2, _ = _svdp(A, k, shifts=32, which='SM', irl_mode=True, rng=rng) # shifts <= 32 doesn't agree with shifts > 32 # Does agree when which='LM' instead of 'SM' assert_allclose(s1, s2) @pytest.mark.parametrize('irl_mode', [False, True]) @pytest.mark.parametrize('dtype', (np.float32, np.float64)) def test_thin_hilbert(irl_mode, dtype): rng = np.random.default_rng(1757951587606893) m, n = 200, 4 # Generate a Hilbert matrix of size m x n A = np.array([[1 / (i + j + 1) for j in range(n)] for i in range(m)], dtype=dtype) uu, ss, vv = np.linalg.svd(A, full_matrices=False) u, s, vt, _ = _svdp(A, k=4, which='LM', irl_mode=irl_mode, rng=rng) assert_allclose(s, ss, atol=TOLS[dtype]) # Check orthogonality of singular vectors assert_allclose(np.eye(u.shape[1]), u.T @ u, atol=TOLS[dtype]) assert_allclose(np.eye(vt.shape[0]), vt @ vt.T, atol=TOLS[dtype]) # Check orthogonality against numpy svd results assert_allclose(np.abs(uu.T @ u), np.eye(n), atol=TOLS[dtype]) assert_allclose(np.abs(vv @ vt.T), np.eye(n), atol=TOLS[dtype]) @pytest.mark.parametrize('dtype', (np.float32, np.float64, np.complex64, np.complex128)) def test_fat_random(dtype): rng = np.random.default_rng(1758046113948869) m, n = 3, 100 A = rng.uniform(size=(m, n)).astype(dtype) if dtype in (np.complex64, np.complex128): A += dtype(1j) * rng.uniform(size=(m, n)).astype(dtype) uu, ss, vv = np.linalg.svd(A, full_matrices=False) u, s, vt, _ = _svdp(A, k=3, which='LM', irl_mode=True, rng=rng) assert_allclose(s, ss, atol=TOLS[dtype]) # Check orthogonality of singular vectors assert_allclose(np.eye(u.shape[1]), u.conj().T @ u, atol=TOLS[dtype]) assert_allclose(np.eye(vt.shape[0]), vt @ vt.conj().T, atol=TOLS[dtype]) # Check orthogonality against numpy svd results assert_allclose(np.abs(uu.conj().T @ u), np.eye(m), atol=TOLS[dtype]) assert_allclose(np.abs(vv @ vt.conj().T), np.eye(m), atol=TOLS[dtype])