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.cholesky(a, UPLO='U')
assert_allclose(np.matmul(np.conj(U).T, U), a)
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.cholesky(a, UPLO='L')
assert_allclose(np.matmul(L, L.T), a)
def test_real_broadcast_U(self):
m = 5
a = np.asfortranarray(np.random.randn(m, m))
a = np.dot(a, a.T) # make Hermetian symmetric
a = np.stack((a,) * n_batch, axis=0)
for workers in [1, -1]:
U = gulinalg.cholesky(a, UPLO='U', workers=workers)
assert_allclose(np.matmul(U.swapaxes(-2, -1), U), a)
def test_complex_broadcast_L(self):
m = 5
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,) * n_batch, axis=0)
for workers in [1, -1]:
L = gulinalg.cholesky(a, UPLO='L', workers=workers)
assert_allclose(np.matmul(L, np.conj(L).swapaxes(-2, -1)), a)
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.cholesky(a, UPLO='U')
assert_allclose(np.matmul(U.T, U), a)