def test_orthogonal_matrix_covariance():
msg = "Orthogonal matrix should have less covariance than a random matrix"
orth = Variable(fake_data.orthogonal_matrix([20, 20]).astype('float32'))
rand = Variable(np.random.randn(20, 20).astype('float32'))
orth_cc = cross_covariance(orth, orth).data
rand_cc = cross_covariance(rand, rand).data
assert orth_cc < rand_cc, msg
def test_orthogonal_matrix():
msg = "Orthogonal matrices have equal inverse and transpose"
arr = fake_data.orthogonal_matrix([20, 20])
assert np.allclose(np.linalg.inv(arr), arr.T), msg
