def test_get_cholesky_inv_upper(test_mat):
"""test get_cholesky_inv with upper triangular"""
A = test_mat.A.copy()
A_i = test_mat.A_i.copy()
chol_test_inv = get_cholesky_inv(A,lower=False)
chol_test = get_cholesky_inv(A_i,lower=False)
assert check_is_cholesky(chol_test_inv,A_i,lower=False,atol_rel=atol_rel_use,rtol=rtol_use)
assert check_is_cholesky(chol_test,A,lower=False,atol_rel=atol_rel_use,rtol=rtol_use)
def test_basic_setup_succeeded(test_mat):
"""test self consistency of setup"""
chol_i1 = test_mat.chol_i.copy()
chol1 = test_mat.chol.copy()
chol_i1_u = test_mat.chol_i_u.copy()
chol1_u = test_mat.chol_u.copy()
A = test_mat.A.copy()
A_i = test_mat.A_i.copy()
assert check_is_cholesky_inv(chol_i1,A,atol_rel=atol_rel_use,rtol=rtol_use,lower=True)
assert check_is_cholesky(chol1,A,lower=True,atol_rel=atol_rel_use,rtol=rtol_use)
assert check_is_cholesky_inv(chol_i1_u,A,atol_rel=atol_rel_use,rtol=rtol_use,lower=False)
assert check_is_cholesky(chol1_u,A,lower=False,atol_rel=atol_rel_use,rtol=rtol_use)
assert np.allclose(npl.pinv(A_i),A,atol=relax_atol,rtol=relax_rtol)
assert np.allclose(npl.pinv(chol_i1),chol1,atol=relax_atol,rtol=relax_rtol)
def test_cholesky_inplace_not_inplace_C_order(test_mat):
"""test cholesky_inplace works C ordering """
A = test_mat.A.copy()
chol1 = test_mat.chol.copy()
#Test doing cholesky not in place with C ordering
test_chol_inplace2 = A.copy('C')
test_chol_inplace2_res = cholesky_inplace(test_chol_inplace2,inplace=False,lower=True)
atol_loc1 = np.max(np.abs(A))*atol_rel_use
atol_loc3 = np.max(np.abs(chol1))*atol_rel_use
assert check_is_cholesky(test_chol_inplace2_res,A,lower=True,atol_rel=atol_rel_use,rtol=rtol_use)
assert np.allclose(chol1,test_chol_inplace2_res,atol=atol_loc3,rtol=rtol_use)
assert np.allclose(test_chol_inplace2,A,atol=atol_loc1,rtol=rtol_use)
def test_cholesky_inplace_inplace_F_order(test_mat):
"""test cholesky_inplace works F ordering """
A = test_mat.A.copy()
chol1 = test_mat.chol.copy()
#Test doing cholesky in place with cholesky_inplace
test_chol_inplace1 = A.copy('F')
cholesky_inplace(test_chol_inplace1,inplace=True,lower=True)
atol_loc3 = np.max(np.abs(chol1))*atol_rel_use
assert check_is_cholesky(test_chol_inplace1,A,lower=True,atol_rel=atol_rel_use,rtol=rtol_use)
assert np.allclose(chol1,test_chol_inplace1,atol=atol_loc3,rtol=rtol_use)
test_chol_inplace1 = None
def test_cholesky_inplace_inplace_C_order_nonfatal(test_mat):
"""test cholesky_inplace works C ordering with error recovery"""
A = test_mat.A.copy()
chol1 = test_mat.chol.copy()
#Test doing cholesky in place with C ordering (should cause warning unless also F ordering)
test_chol_inplace4 = A.copy('C')
atol_loc1 = np.max(np.abs(A))*atol_rel_use
atol_loc3 = np.max(np.abs(chol1))*atol_rel_use
with warnings.catch_warnings(record=True) as w:
if not test_chol_inplace4.flags['F']:
warnings.simplefilter("always")
test_chol_inplace4_res = cholesky_inplace(test_chol_inplace4,inplace=True,fatal_errors=False)
#check if it caused the warning
assert len(w)==1
assert issubclass(w[-1].category,RuntimeWarning)
assert check_is_cholesky(test_chol_inplace4_res,A,atol_rel=atol_rel_use,rtol=rtol_use,lower=True)
assert np.allclose(chol1,test_chol_inplace4_res,atol=atol_loc3,rtol=rtol_use)
assert np.allclose(test_chol_inplace4,A,atol=atol_loc1,rtol=rtol_use)
test_chol_inplace4 = None
test_chol_inplace4_res = None