def test__make_positive_definite_iterate(self):
"""Make positive when check_matrix returns True with iterations"""
# Setup
check_matrix_mock = Mock()
check_matrix_mock.side_effect = [False, False, True]
# Run
sampler_mock = Mock()
sampler_mock._check_matrix_symmetric_positive_definite = check_matrix_mock
matrix = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]])
Sampler._make_positive_definite(sampler_mock, matrix)
# Asserts
assert check_matrix_mock.call_count == 3
def test__make_positive_definite_no_iterate(self, check_mock):
"""Make positive when check_matrix returns True without iterate"""
# Setup
check_matrix_mock = Mock()
check_matrix_mock.return_value = True
# Run
sampler_mock = Mock()
sampler_mock._check_matrix_symmetric_positive_definite = check_matrix_mock
matrix = np.array([[1, 2, 3], [4, 5, 6], [7, 8, 9]])
Sampler._make_positive_definite(sampler_mock, matrix)
# Asserts
assert check_matrix_mock.call_count == 1
def test__make_positive_definite(self):
"""Test find the nearest positive-definite matrix"""
# Setup
sampler = Mock(spec=Sampler)
sampler._check_matrix_symmetric_positive_definite.return_value = True
# Run
matrix = np.array([[0, 1], [1, 0]])
result = Sampler._make_positive_definite(sampler, matrix)
# Asserts
expected = np.array([[0.5, 0.5], [0.5, 0.5]])
np.testing.assert_equal(result, expected)
assert sampler._check_matrix_symmetric_positive_definite.call_count == 1
def test__make_positive_definite_iterate(self):
"""Test find the nearest positive-definite matrix iterating"""
# Setup
sampler = Mock(spec=Sampler)
sampler._check_matrix_symmetric_positive_definite.side_effect = [
False, False, True
]
# Run
matrix = np.array([[-1, -5], [-3, -7]])
result = Sampler._make_positive_definite(sampler, matrix)
# Asserts
expected = np.array([[0.8, -0.4], [-0.4, 0.2]])
np.testing.assert_array_almost_equal(result, expected)
assert sampler._check_matrix_symmetric_positive_definite.call_count == 3