def test_normal_arithmetic():
chol = np.random.randn(3, 3)
dist = Normal(chol.dot(chol.T), np.random.randn(3, 1))
chol = np.random.randn(3, 3)
dist2 = Normal(chol.dot(chol.T), np.random.randn(3, 1))
A = np.random.randn(3, 3)
a = np.random.randn(1, 3)
b = 5.
# Test matrix multiplication.
allclose((dist.rmatmul(a)).mean, dist.mean.dot(a))
allclose((dist.rmatmul(a)).var, a.dot(dense(dist.var)).dot(a.T))
allclose((dist.lmatmul(A)).mean, A.dot(dist.mean))
allclose((dist.lmatmul(A)).var, A.dot(dense(dist.var)).dot(A.T))
# Test multiplication.
allclose((dist * b).mean, dist.mean * b)
allclose((dist * b).var, dist.var * b**2)
allclose((b * dist).mean, dist.mean * b)
allclose((b * dist).var, dist.var * b**2)
with pytest.raises(NotImplementedError):
dist.__mul__(dist)
with pytest.raises(NotImplementedError):
dist.__rmul__(dist)
# Test addition.
allclose((dist + dist2).mean, dist.mean + dist2.mean)
allclose((dist + dist2).var, dist.var + dist2.var)
allclose((dist.__add__(b)).mean, dist.mean + b)
allclose((dist.__radd__(b)).mean, dist.mean + b)
def test_normal_arithmetic():
chol = np.random.randn(3, 3)
dist = Normal(chol.dot(chol.T), np.random.randn(3, 1))
chol = np.random.randn(3, 3)
dist2 = Normal(chol.dot(chol.T), np.random.randn(3, 1))
A = np.random.randn(3, 3)
a = np.random.randn(1, 3)
b = 5.
# Test matrix multiplication.
yield ok, allclose((dist.rmatmul(a)).mean, dist.mean.dot(a)), 'mean mul'
yield ok, allclose((dist.rmatmul(a)).var,
a.dot(dense(dist.var)).dot(a.T)), 'var mul'
yield ok, allclose((dist.lmatmul(A)).mean, A.dot(dist.mean)), 'mean rmul'
yield ok, allclose((dist.lmatmul(A)).var,
A.dot(dense(dist.var)).dot(A.T)), 'var rmul'
# Test multiplication.
yield ok, allclose((dist * b).mean, dist.mean * b), 'mean mul 2'
yield ok, allclose((dist * b).var, dist.var * b**2), 'var mul 2'
yield ok, allclose((b * dist).mean, dist.mean * b), 'mean rmul 2'
yield ok, allclose((b * dist).var, dist.var * b**2), 'var rmul 2'
yield raises, NotImplementedError, lambda: dist.__mul__(dist)
yield raises, NotImplementedError, lambda: dist.__rmul__(dist)
# Test addition.
yield ok, allclose((dist + dist2).mean, dist.mean + dist2.mean), 'mean sum'
yield ok, allclose((dist + dist2).var, dist.var + dist2.var), 'var sum'
yield ok, allclose((dist.__add__(b)).mean, dist.mean + b), 'mean add'
yield ok, allclose((dist.__radd__(b)).mean, dist.mean + b), 'mean radd'