def test_cholesky(rng):
m, n = 100, 100
A = rng.normal(size=(m, n))
b = rng.normal(size=(m, ))
x0, _, _, _ = np.linalg.lstsq(A, b)
x1, _ = cholesky(A, b, 0, transpose=False)
x2, _ = cholesky(A, b, 0, transpose=True)
assert np.allclose(x0, x1)
assert np.allclose(x0, x2)
def test_cholesky(rng):
m, n = 100, 100
A = rng.normal(size=(m, n))
b = rng.normal(size=(m, ))
x0, _, _, _ = np.linalg.lstsq(A, b)
x1, _ = cholesky(A, b, 0, transpose=False)
x2, _ = cholesky(A, b, 0, transpose=True)
assert np.allclose(x0, x1)
assert np.allclose(x0, x2)
def test_conjgrad(rng):
A, b = get_system(1000, 100, 2, rng=rng)
sigma = 0.1 * A.max()
x0, _ = cholesky(A, b, sigma)
x1, _ = conjgrad(A, b, sigma, tol=1e-3)
x2, _ = block_conjgrad(A, b, sigma, tol=1e-3)
assert np.allclose(x0, x1, atol=1e-6, rtol=1e-3)
assert np.allclose(x0, x2, atol=1e-6, rtol=1e-3)
def test_conjgrad(rng):
A, b = get_system(1000, 100, 2, rng=rng)
sigma = 0.1 * A.max()
x0, _ = cholesky(A, b, sigma)
x1, _ = conjgrad(A, b, sigma, tol=1e-3)
x2, _ = block_conjgrad(A, b, sigma, tol=1e-3)
assert np.allclose(x0, x1, atol=1e-6, rtol=1e-3)
assert np.allclose(x0, x2, atol=1e-6, rtol=1e-3)
def test_scipy_solvers(rng):
A, b = get_system(1000, 100, 2, rng=rng)
sigma = 0.1 * A.max()
x0, _ = cholesky(A, b, sigma)
x1, _ = conjgrad_scipy(A, b, sigma)
x2, _ = lsmr_scipy(A, b, sigma)
assert np.allclose(x0, x1, atol=2e-5, rtol=1e-3)
assert np.allclose(x0, x2, atol=2e-5, rtol=1e-3)
def test_scipy_solvers():
rng = np.random.RandomState(4829)
A, b = get_system(1000, 100, 2, rng=rng)
sigma = 0.1 * A.max()
x0, _ = cholesky(A, b, sigma)
x1, _ = conjgrad_scipy(A, b, sigma)
x2, _ = lsmr_scipy(A, b, sigma)
assert np.allclose(x0, x1, atol=2e-5, rtol=1e-3)
assert np.allclose(x0, x2, atol=2e-5, rtol=1e-3)
def test_scipy_solvers(rng):
pytest.importorskip('scipy', minversion='0.11') # version for lsmr
A, b = get_system(1000, 100, 2, rng=rng)
sigma = 0.1 * A.max()
x0, _ = cholesky(A, b, sigma)
x1, _ = conjgrad_scipy(A, b, sigma)
x2, _ = lsmr_scipy(A, b, sigma)
assert np.allclose(x0, x1, atol=2e-5, rtol=1e-3)
assert np.allclose(x0, x2, atol=2e-5, rtol=1e-3)
def test_scipy_solvers(rng):
pytest.importorskip('scipy', minversion='0.11') # version for lsmr
A, b = get_system(1000, 100, 2, rng=rng)
sigma = 0.1 * A.max()
x0, _ = cholesky(A, b, sigma)
x1, _ = conjgrad_scipy(A, b, sigma)
x2, _ = lsmr_scipy(A, b, sigma)
assert np.allclose(x0, x1, atol=2e-5, rtol=1e-3)
assert np.allclose(x0, x2, atol=2e-5, rtol=1e-3)
