def test_orthogonal_matrix_covariance(): msg = "Orthogonal matrix should have less covariance than a random matrix" orth = Variable(fake_data.orthogonal_matrix([20, 20]).astype('float32')) rand = Variable(np.random.randn(20, 20).astype('float32')) orth_cc = cross_covariance(orth, orth).data rand_cc = cross_covariance(rand, rand).data assert orth_cc < rand_cc, msg
def test_orthogonal_matrix(): msg = "Orthogonal matrices have equal inverse and transpose" arr = fake_data.orthogonal_matrix([20, 20]) assert np.allclose(np.linalg.inv(arr), arr.T), msg