def test_complex_U(self):
m = 10
a = np.ascontiguousarray(np.random.randn(m, m))
a = a + 1j * np.ascontiguousarray(np.random.randn(m, m))
a = np.dot(a, np.conj(a).T) # make Hermetian symmetric
U = gulinalg.poinv(a, UPLO='U')
assert_allclose(np.matmul(a, U), np.eye(m), atol=1e-10)
def test_real_noncontiguous(self):
m = 10
a = np.asfortranarray(np.random.randn(m, m))
a = np.dot(a, a.T) # make Hermetian symmetric
a = a[::2, ::2]
L = gulinalg.poinv(np.tril(a), UPLO='L')
assert_allclose(np.matmul(a, L), np.eye(a.shape[0]), atol=1e-10)
def test_real_broadcast_L(self):
m = 5
nbatch = 16
a = np.asfortranarray(np.random.randn(m, m))
a = np.dot(a, a.T) # make Hermetian symmetric
a = np.stack((a, ) * nbatch, axis=0)
for workers in [1, -1]:
L = gulinalg.poinv(np.tril(a), UPLO='L')
assert_allclose(gulinalg.matrix_multiply(a, L),
np.stack((np.eye(m), ) * nbatch, axis=0),
atol=1e-10)
def test_complex_broadcast_U(self):
m = 5
nbatch = 16
a = np.asfortranarray(np.random.randn(m, m))
a = a + 1j * np.asfortranarray(np.random.randn(m, m))
a = np.dot(a, np.conj(a).T) # make Hermetian symmetric
a = np.stack((a, ) * nbatch, axis=0)
for workers in [1, -1]:
U = gulinalg.poinv(a, UPLO='U', workers=workers)
assert_allclose(np.matmul(a, U),
np.stack((np.eye(m), ) * nbatch),
atol=1e-10)
def test_real_fortran(self):
m = 10
a = np.asfortranarray(np.random.randn(m, m))
a = np.dot(a, a.T) # make Hermetian symmetric
L = gulinalg.poinv(np.tril(a), UPLO='L')
assert_allclose(np.matmul(a, L), np.eye(m), atol=1e-10)
def test_real_U(self):
m = 10
a = np.ascontiguousarray(np.random.randn(m, m))
a = np.dot(a, a.T) # make Hermetian symmetric
U = gulinalg.poinv(np.triu(a), UPLO='U')
assert_allclose(np.matmul(a, U), np.eye(m), atol=1e-10)