def test_expm_jacobian_vector_product(self):
n = 4
x = numpy.random.randn(n, n)
E = numpy.random.randn(n, n)
# use algopy to get the jacobian vector product
ax = UTPM.init_jac_vec(x.flatten(), E.flatten())
ay = expm(ax.reshape((n, n))).reshape((n * n, ))
g1 = UTPM.extract_jac_vec(ay)
# compute the jacobian vector product directly using expm_frechet
M = expm_frechet(x, E, compute_expm=False).flatten()
assert_allclose(g1, M, rtol=1e-6)
def test_expm_jacobian_vector_product(self):
n = 4
x = numpy.random.randn(n, n)
E = numpy.random.randn(n, n)
# use algopy to get the jacobian vector product
ax = UTPM.init_jac_vec(x.flatten(), E.flatten())
ay = expm(ax.reshape((n, n))).reshape((n*n,))
g1 = UTPM.extract_jac_vec(ay)
# compute the jacobian vector product directly using expm_frechet
M = expm_frechet(x, E, compute_expm=False).flatten()
assert_allclose(g1, M, rtol=1e-6)
