class SparseLibsTestCase(OptkitCTestCase):
@classmethod
def setUpClass(self):
self.env_orig = os.getenv('OPTKIT_USE_LOCALLIBS', '0')
os.environ['OPTKIT_USE_LOCALLIBS'] = '1'
self.libs = SparseLinsysLibs()
@classmethod
def tearDownClass(self):
os.environ['OPTKIT_USE_LOCALLIBS'] = self.env_orig
def test_libs_exist(self):
libs = []
for (gpu, single_precision) in self.CONDITIONS:
libs.append(
self.libs.get(single_precision=single_precision, gpu=gpu))
self.assertTrue(any(libs))
def test_lib_types(self):
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.assertTrue('ok_int_p' in dir(lib))
self.assertTrue('ok_float_p' in dir(lib))
self.assertTrue('sparse_matrix' in dir(lib))
self.assertTrue('sparse_matrix_p' in dir(lib))
def test_sparse_handle(self):
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
hdl = c_void_p()
self.assertCall(lib.sp_make_handle(byref(hdl)))
self.assertCall(lib.sp_destroy_handle(hdl))
def test_version(self):
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
major = c_int()
minor = c_int()
change = c_int()
status = c_int()
lib.optkit_version(byref(major), byref(minor), byref(change),
byref(status))
version = self.version_string(major.value, minor.value,
change.value, status.value)
self.assertNotEqual(version, '0.0.0')
if self.VERBOSE_TEST:
print(("sparselib version", sversion))
class SparseLibsTestCase(OptkitCTestCase):
@classmethod
def setUpClass(self):
self.env_orig = os.getenv('OPTKIT_USE_LOCALLIBS', '0')
os.environ['OPTKIT_USE_LOCALLIBS'] = '1'
self.libs = SparseLinsysLibs()
@classmethod
def tearDownClass(self):
os.environ['OPTKIT_USE_LOCALLIBS'] = self.env_orig
def test_libs_exist(self):
libs = []
for (gpu, single_precision) in self.CONDITIONS:
libs.append(self.libs.get(single_precision=single_precision,
gpu=gpu))
self.assertTrue( any(libs) )
def test_lib_types(self):
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.assertTrue('ok_int_p' in dir(lib))
self.assertTrue('ok_float_p' in dir(lib))
self.assertTrue('sparse_matrix' in dir(lib))
self.assertTrue('sparse_matrix_p' in dir(lib))
def test_sparse_handle(self):
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
hdl = c_void_p()
self.assertCall( lib.sp_make_handle(byref(hdl)) )
self.assertCall( lib.sp_destroy_handle(hdl) )
def test_version(self):
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
major = c_int()
minor = c_int()
change = c_int()
status = c_int()
lib.optkit_version(byref(major), byref(minor), byref(change),
byref(status))
version = self.version_string(major.value, minor.value,
change.value, status.value)
self.assertNotEqual( version, '0.0.0' )
if self.VERBOSE_TEST:
print("sparselib version", sversion)
def setUpClass(self):
self.env_orig = os.getenv('OPTKIT_USE_LOCALLIBS', '0')
os.environ['OPTKIT_USE_LOCALLIBS'] = '1'
self.libs = SparseLinsysLibs()
self.A_test_sparse = self.A_test_sparse_gen
class SparseMatrixTestCase(OptkitCTestCase):
@classmethod
def setUpClass(self):
self.env_orig = os.getenv('OPTKIT_USE_LOCALLIBS', '0')
os.environ['OPTKIT_USE_LOCALLIBS'] = '1'
self.libs = SparseLinsysLibs()
self.A_test_sparse = self.A_test_sparse_gen
@classmethod
def tearDownClass(self):
os.environ['OPTKIT_USE_LOCALLIBS'] = self.env_orig
def setUp(self):
pass
def tearDown(self):
self.free_all_vars()
self.exit_call()
def test_allocate(self):
shape = (m, n) = self.shape
nnz = int(0.05 * m * n)
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.register_exit(lib.ok_device_reset)
A = lib.sparse_matrix(0, 0, 0, 0, None, None, None, 101)
# rowmajor: calloc, free
self.assertCall(
lib.sp_matrix_calloc(A, m, n, nnz, lib.enums.CblasRowMajor))
self.register_var('A', A, lib.sp_matrix_free)
self.assertEqual(A.size1, m)
self.assertEqual(A.size2, n)
self.assertEqual(A.nnz, nnz)
self.assertEqual(A.ptrlen, m + 1)
self.assertEqual(A.order, lib.enums.CblasRowMajor)
if not gpu:
list(
map(lambda i: self.assertEqual(A.val[i], 0),
range(2 * nnz)))
list(
map(lambda i: self.assertEqual(A.ind[i], 0),
range(2 * nnz)))
list(
map(lambda i: self.assertEqual(A.ptr[i], 0),
range(2 + m + n)))
self.assertCall(lib.sp_matrix_free(A))
self.assertEqual(A.size2, 0)
self.assertEqual(A.nnz, 0)
self.assertEqual(A.ptrlen, 0)
# colmajor: calloc, free
self.assertCall(
lib.sp_matrix_calloc(A, m, n, nnz, lib.enums.CblasColMajor))
self.assertEqual(A.size1, m)
self.assertEqual(A.size2, n)
self.assertEqual(A.nnz, nnz)
self.assertEqual(A.ptrlen, n + 1)
self.assertEqual(A.order, lib.enums.CblasColMajor)
if not gpu:
list(
map(lambda i: self.assertEqual(A.val[i], 0),
range(2 * nnz)))
list(
map(lambda i: self.assertEqual(A.ind[i], 0),
range(2 * nnz)))
list(
map(lambda i: self.assertEqual(A.ptr[i], 0),
range(2 + m + n)))
self.free_var('A')
self.assertEqual(A.size1, 0)
self.assertEqual(A.size2, 0)
self.assertEqual(A.nnz, 0)
self.assertEqual(A.ptrlen, 0)
self.assertCall(lib.ok_device_reset())
def test_io(self):
shape = (m, n) = self.shape
x_rand = np.random.rand(n)
A_test = self.A_test_sparse
B_test = A_test * (1 + np.random.rand(m, n))
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.register_exit(lib.ok_device_reset)
DIGITS = 7 - 2 * single_precision
RTOL = 10**(-DIGITS)
ATOLM = RTOL * m**0.5
for order in (lib.enums.CblasRowMajor, lib.enums.CblasColMajor):
# sparse handle
hdl = self.register_sparse_handle(lib, 'hdl')
A, A_, A_py, A_val, A_ind, A_ptr = self.register_sparsemat(
lib, A_test, order, 'A')
B, B_, B_py, B_val, B_ind, B_ptr = self.register_sparsemat(
lib, B_test, order, 'B')
# Ax == A_py * x (initalized to rand)
Ax_py = A_.dot(x_rand)
Ax_c = A_py * x_rand
self.assertVecEqual(Ax_py, Ax_c, ATOLM, RTOL)
# Test sparse copy optkit->python
# A_ * x != A_c * x (calloc to zero)
self.assertCall(lib.sp_matrix_memcpy_am(
A_val, A_ind, A_ptr, A))
Ax_py = A_.dot(x_rand)
Ax_c = A_py * x_rand
self.assertVecNotEqual(Ax_py, Ax_c, ATOLM, RTOL)
self.assertVecEqual(0, Ax_c, ATOLM, 0)
# Test sparse copy python->optkit
# B_py -> B_c -> B_py
# B_py * x == B_ * x
self.assertCall(
lib.sp_matrix_memcpy_ma(hdl, B, B_val, B_ind, B_ptr))
self.assertCall(lib.sp_matrix_memcpy_am(
B_val, B_ind, B_ptr, B))
Bx_py = B_.dot(x_rand)
Bx_c = B_py * x_rand
self.assertVecEqual(Bx_py, Bx_c, ATOLM, RTOL)
# Test sparse copy optkit->optkit
# B_c -> A_c -> A_py
# B_py * x == A_py * x
self.assertCall(lib.sp_matrix_memcpy_mm(A, B))
self.assertCall(lib.sp_matrix_memcpy_am(
A_val, A_ind, A_ptr, A))
Ax = A_py * x_rand
Bx = B_py * x_rand
self.assertVecEqual(Ax, Bx, ATOLM, RTOL)
# Test sparse value copy optkit->python
# A_py *= 0
# A_c -> A_py (values)
# B_py * x == A_py * x (still)
A_py *= 0
self.assertCall(lib.sp_matrix_memcpy_vals_am(A_val, A))
Ax_c = A_py * x_rand
Bx_c = B_py * x_rand
self.assertVecEqual(Ax_c, Bx_c, ATOLM, RTOL)
# Test sparse value copy python->optkit
# A_py *= 2; A_py -> A_c; A_py *= 0; A_c -> A_py
# 2 * B_py * x == A_py * x
A_py *= 2
self.assertCall(lib.sp_matrix_memcpy_vals_ma(hdl, A, A_val))
A_py *= 0
self.assertCall(lib.sp_matrix_memcpy_vals_am(A_val, A))
Ax_c = A_py * x_rand
Bx_c = B_py * x_rand
self.assertVecEqual(Ax_c, 2 * Bx_c, ATOLM, RTOL)
# Test sparse value copy optkit->optkit
# A_c -> B_c -> B_py
# B_py * x == A_py * x
self.assertCall(lib.sp_matrix_memcpy_vals_mm(B, A))
self.assertCall(lib.sp_matrix_memcpy_vals_am(B_val, B))
Ax_c = A_py * x_rand
Bx_c = B_py * x_rand
self.assertVecEqual(Ax_c, Bx_c, ATOLM, RTOL)
self.free_vars('A', 'B', 'hdl')
self.assertCall(lib.ok_device_reset())
def test_multiply(self):
shape = (m, n) = self.shape
x_rand = np.random.rand(n)
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.register_exit(lib.ok_device_reset)
DIGITS = 7 - 2 * single_precision
RTOL = 10**(-DIGITS)
ATOLM = RTOL * m**0.5
ATOLN = RTOL * n**0.5
for order in (lib.enums.CblasRowMajor, lib.enums.CblasColMajor):
# sparse handle
hdl = self.register_sparse_handle(lib, 'hdl')
A, A_, A_py, A_val, A_ind, A_ptr = self.register_sparsemat(
lib, self.A_test_sparse, order, 'A')
x, x_py, x_ptr = self.register_vector(lib, n, 'x')
y, y_py, y_ptr = self.register_vector(lib, m, 'y')
x_py[:] = x_rand[:]
# load A_py -> A_c
self.assertCall(
lib.sp_matrix_memcpy_ma(hdl, A, A_val, A_ind, A_ptr))
# y = Ax, Py vs. C
self.assertCall(lib.vector_memcpy_va(x, x_ptr, 1))
self.assertCall(
lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans, 1, A, x, 0,
y))
self.assertCall(lib.vector_memcpy_av(y_ptr, y, 1))
Ax = A_py * x_rand
self.assertVecEqual(Ax, y_py, ATOLM, RTOL)
# x = A'y, Py vs. C
self.assertCall(
lib.sp_blas_gemv(hdl, lib.enums.CblasTrans, 1, A, y, 0, x))
self.assertCall(lib.vector_memcpy_av(x_ptr, x, 1))
Ay = A_py.T * Ax
self.assertVecEqual(Ay, x_py, ATOLN, RTOL)
# y = alpha Ax + beta y, Py vs. C
alpha = np.random.rand()
beta = np.random.rand()
result = alpha * A_py * x_py + beta * y_py
self.assertCall(
lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans, alpha, A, x,
beta, y))
self.assertCall(lib.vector_memcpy_av(y_ptr, y, 1))
self.assertVecEqual(result, y_py, ATOLM, RTOL)
self.free_vars('x', 'y', 'A', 'hdl')
self.assertCall(lib.ok_device_reset())
def test_elementwise_transformations(self):
shape = (m, n) = self.shape
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.register_exit(lib.ok_device_reset)
DIGITS = 7 - 2 * single_precision
RTOL = 10**(-DIGITS)
ATOLM = RTOL * m**0.5
for order in (lib.enums.CblasRowMajor, lib.enums.CblasColMajor):
# sparse handle
hdl = self.register_sparse_handle(lib, 'hdl')
A, A_, A_py, A_val, A_ind, A_ptr = self.register_sparsemat(
lib, self.A_test_sparse, order, 'A')
x, x_py, x_ptr = self.register_vector(lib, n, 'x')
y, y_py, y_ptr = self.register_vector(lib, m, 'y')
self.register_var('A', A, lib.sp_matrix_free)
self.register_var('x', x, lib.vector_free)
self.register_var('y', y, lib.vector_free)
amax = A_py.data.max()
x_rand = np.random.rand(n)
x_py[:] = x_rand[:]
self.assertCall(lib.vector_memcpy_va(x, x_ptr, 1))
# abs
# make A_py mixed sign, load to A_c. then, A = abs(A)
A_py.data -= (amax / 2.)
A_ = np.abs(A_py.toarray())
self.assertCall(
lib.sp_matrix_memcpy_ma(hdl, A, A_val, A_ind, A_ptr))
self.assertCall(lib.sp_matrix_abs(A))
self.assertCall(
lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans, 1, A, x, 0,
y))
self.assertCall(lib.vector_memcpy_av(y_ptr, y, 1))
self.assertVecEqual(A_.dot(x_rand), y_py, ATOLM, RTOL)
# pow
# A is nonnegative from previous step. set A_ij = A_ij ^ p
p = 3 * np.random.rand()
A_ **= p
self.assertCall(lib.sp_matrix_pow(A, p))
self.assertCall(
lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans, 1, A, x, 0,
y))
self.assertCall(lib.vector_memcpy_av(y_ptr, y, 1))
self.assertVecEqual(A_.dot(x_rand), y_py, ATOLM, RTOL)
# scale
# A = alpha * A
alpha = -1 + 2 * np.random.rand()
A_ *= alpha
self.assertCall(lib.sp_matrix_scale(A, alpha))
self.assertCall(
lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans, 1, A, x, 0,
y))
self.assertCall(lib.vector_memcpy_av(y_ptr, y, 1))
self.assertVecEqual(A_.dot(x_rand), y_py, ATOLM, RTOL)
self.free_var('x')
self.free_var('y')
self.free_var('A')
self.free_var('hdl')
self.assertCall(lib.ok_device_reset())
def test_diagonal_scaling(self):
shape = (m, n) = self.shape
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.register_exit(lib.ok_device_reset)
DIGITS = 7 - 2 * single_precision
RTOL = 10**(-DIGITS)
ATOLM = RTOL * m**0.5
for order in (lib.enums.CblasRowMajor, lib.enums.CblasColMajor):
# sparse handle
hdl = self.register_sparse_handle(lib, 'hdl')
A, A_, A_py, A_val, A_ind, A_ptr = self.register_sparsemat(
lib, self.A_test_sparse, order, 'A')
x, x_py, x_ptr = self.register_vector(lib, n, 'x')
y, y_py, y_ptr = self.register_vector(lib, m, 'y')
d, d_py, d_ptr = self.register_vector(lib, m, 'd')
e, e_py, e_ptr = self.register_vector(lib, n, 'e')
amax = A_py.data.max()
x_rand = np.random.rand(n)
x_py[:] = x_rand[:]
d_py[:] = np.random.rand(m)
e_py[:] = np.random.rand(n)
# load x_py -> x, A_py -> A, d_py -> d, e_py -> e
self.assertCall(lib.vector_memcpy_va(x, x_ptr, 1))
self.assertCall(
lib.sp_matrix_memcpy_ma(hdl, A, A_val, A_ind, A_ptr))
self.assertCall(lib.vector_memcpy_va(d, d_ptr, 1))
self.assertCall(lib.vector_memcpy_va(e, e_ptr, 1))
# scale_left: A = diag(d) * A
# (form diag (d) * A * x, compare Py vs. C)
self.assertCall(lib.sp_matrix_scale_left(hdl, A, d))
self.assertCall(
lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans, 1, A, x, 0,
y))
self.assertCall(lib.vector_memcpy_av(y_ptr, y, 1))
result = (np.diag(d_py) * A_py).dot(x_py)
self.assertVecEqual(result, y_py, ATOLM, RTOL)
# scale_right: A = A * diag(e)
# (form diag (d) * A * diag(e) * x, compare Py vs. C)
self.assertCall(lib.sp_matrix_scale_right(hdl, A, e))
self.assertCall(
lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans, 1, A, x, 0,
y))
self.assertCall(lib.vector_memcpy_av(y_ptr, y, 1))
result = (np.diag(d_py) * A_py).dot(e_py * x_py)
self.assertVecEqual(result, y_py, ATOLM, RTOL)
self.free_vars('x', 'y', 'd', 'e', 'A', 'hdl')
self.assertEqual(lib.ok_device_reset(), 0)
def setUpClass(self):
self.env_orig = os.getenv('OPTKIT_USE_LOCALLIBS', '0')
os.environ['OPTKIT_USE_LOCALLIBS'] = '1'
self.libs = SparseLinsysLibs()
self.A_test_sparse = self.A_test_sparse_gen
class SparseMatrixTestCase(OptkitCTestCase):
@classmethod
def setUpClass(self):
self.env_orig = os.getenv('OPTKIT_USE_LOCALLIBS', '0')
os.environ['OPTKIT_USE_LOCALLIBS'] = '1'
self.libs = SparseLinsysLibs()
self.A_test_sparse = self.A_test_sparse_gen
@classmethod
def tearDownClass(self):
os.environ['OPTKIT_USE_LOCALLIBS'] = self.env_orig
def setUp(self):
pass
def tearDown(self):
self.free_all_vars()
self.exit_call()
def test_allocate(self):
shape = (m, n) = self.shape
nnz = int(0.05 * m * n)
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.register_exit(lib.ok_device_reset)
A = lib.sparse_matrix(0, 0, 0, 0, None, None, None, 101)
# rowmajor: calloc, free
self.assertCall( lib.sp_matrix_calloc(A, m, n, nnz,
lib.enums.CblasRowMajor) )
self.register_var('A', A, lib.sp_matrix_free)
self.assertEqual( A.size1, m )
self.assertEqual( A.size2, n )
self.assertEqual( A.nnz, nnz )
self.assertEqual( A.ptrlen, m + 1 )
self.assertEqual( A.order, lib.enums.CblasRowMajor )
if not gpu:
map(lambda i : self.assertEqual(A.val[i], 0), xrange(2 * nnz))
map(lambda i : self.assertEqual(A.ind[i], 0), xrange(2 * nnz))
map(lambda i : self.assertEqual(A.ptr[i], 0),
xrange(2 + m + n))
self.assertCall( lib.sp_matrix_free(A) )
self.assertEqual( A.size2, 0 )
self.assertEqual( A.nnz, 0 )
self.assertEqual( A.ptrlen, 0 )
# colmajor: calloc, free
self.assertCall( lib.sp_matrix_calloc(A, m, n, nnz,
lib.enums.CblasColMajor) )
self.assertEqual( A.size1, m )
self.assertEqual( A.size2, n )
self.assertEqual( A.nnz, nnz )
self.assertEqual( A.ptrlen, n + 1 )
self.assertEqual( A.order, lib.enums.CblasColMajor )
if not gpu:
map(lambda i : self.assertEqual(A.val[i], 0), xrange(2 * nnz))
map(lambda i : self.assertEqual(A.ind[i], 0), xrange(2 * nnz))
map(lambda i : self.assertEqual(A.ptr[i], 0),
xrange(2 + m + n))
self.free_var('A')
self.assertEqual( A.size1, 0 )
self.assertEqual( A.size2, 0 )
self.assertEqual( A.nnz, 0 )
self.assertEqual( A.ptrlen, 0 )
self.assertCall( lib.ok_device_reset() )
def test_io(self):
shape = (m, n) = self.shape
x_rand = np.random.rand(n)
A_test = self.A_test_sparse
B_test = A_test * (1 + np.random.rand(m, n))
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.register_exit(lib.ok_device_reset)
DIGITS = 7 - 2 * single_precision
RTOL = 10**(-DIGITS)
ATOLM = RTOL * m**0.5
for order in (lib.enums.CblasRowMajor, lib.enums.CblasColMajor):
# sparse handle
hdl = self.register_sparse_handle(lib, 'hdl')
A, A_, A_py, A_val, A_ind, A_ptr = self.register_sparsemat(
lib, A_test, order, 'A')
B, B_, B_py, B_val, B_ind, B_ptr = self.register_sparsemat(
lib, B_test, order, 'B')
# Ax == A_py * x (initalized to rand)
Ax_py = A_.dot(x_rand)
Ax_c = A_py * x_rand
self.assertVecEqual( Ax_py, Ax_c, ATOLM, RTOL )
# Test sparse copy optkit->python
# A_ * x != A_c * x (calloc to zero)
self.assertCall( lib.sp_matrix_memcpy_am(A_val, A_ind, A_ptr,
A) )
Ax_py = A_.dot(x_rand)
Ax_c = A_py * x_rand
self.assertVecNotEqual( Ax_py, Ax_c, ATOLM, RTOL )
self.assertVecEqual( 0, Ax_c, ATOLM, 0)
# Test sparse copy python->optkit
# B_py -> B_c -> B_py
# B_py * x == B_ * x
self.assertCall( lib.sp_matrix_memcpy_ma(hdl, B, B_val, B_ind,
B_ptr) )
self.assertCall( lib.sp_matrix_memcpy_am(B_val, B_ind, B_ptr,
B) )
Bx_py = B_.dot(x_rand)
Bx_c = B_py * x_rand
self.assertVecEqual( Bx_py, Bx_c, ATOLM, RTOL )
# Test sparse copy optkit->optkit
# B_c -> A_c -> A_py
# B_py * x == A_py * x
self.assertCall( lib.sp_matrix_memcpy_mm(A, B) )
self.assertCall( lib.sp_matrix_memcpy_am(A_val, A_ind, A_ptr,
A) )
Ax = A_py * x_rand
Bx = B_py * x_rand
self.assertVecEqual( Ax, Bx, ATOLM, RTOL )
# Test sparse value copy optkit->python
# A_py *= 0
# A_c -> A_py (values)
# B_py * x == A_py * x (still)
A_py *= 0
self.assertCall( lib.sp_matrix_memcpy_vals_am(A_val, A) )
Ax_c = A_py * x_rand
Bx_c = B_py * x_rand
self.assertVecEqual( Ax_c, Bx_c, ATOLM, RTOL )
# Test sparse value copy python->optkit
# A_py *= 2; A_py -> A_c; A_py *= 0; A_c -> A_py
# 2 * B_py * x == A_py * x
A_py *= 2
self.assertCall( lib.sp_matrix_memcpy_vals_ma(hdl, A, A_val) )
A_py *= 0
self.assertCall( lib.sp_matrix_memcpy_vals_am(A_val, A) )
Ax_c = A_py * x_rand
Bx_c = B_py * x_rand
self.assertVecEqual( Ax_c, 2 * Bx_c, ATOLM, RTOL )
# Test sparse value copy optkit->optkit
# A_c -> B_c -> B_py
# B_py * x == A_py * x
self.assertCall( lib.sp_matrix_memcpy_vals_mm(B, A) )
self.assertCall( lib.sp_matrix_memcpy_vals_am(B_val, B) )
Ax_c = A_py * x_rand
Bx_c = B_py * x_rand
self.assertVecEqual( Ax_c, Bx_c, ATOLM, RTOL )
self.free_vars('A', 'B', 'hdl')
self.assertCall( lib.ok_device_reset() )
def test_multiply(self):
shape = (m, n) = self.shape
x_rand = np.random.rand(n)
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.register_exit(lib.ok_device_reset)
DIGITS = 7 - 2 * single_precision
RTOL = 10**(-DIGITS)
ATOLM = RTOL * m**0.5
ATOLN = RTOL * n**0.5
for order in (lib.enums.CblasRowMajor, lib.enums.CblasColMajor):
# sparse handle
hdl = self.register_sparse_handle(lib, 'hdl')
A, A_, A_py, A_val, A_ind, A_ptr = self.register_sparsemat(
lib, self.A_test_sparse, order, 'A')
x, x_py, x_ptr = self.register_vector(lib, n, 'x')
y, y_py, y_ptr = self.register_vector(lib, m, 'y')
x_py[:] = x_rand[:]
# load A_py -> A_c
self.assertCall( lib.sp_matrix_memcpy_ma(hdl, A, A_val,
A_ind, A_ptr) )
# y = Ax, Py vs. C
self.assertCall( lib.vector_memcpy_va(x, x_ptr, 1) )
self.assertCall( lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans,
1, A, x, 0, y) )
self.assertCall( lib.vector_memcpy_av(y_ptr, y, 1) )
Ax = A_py * x_rand
self.assertVecEqual( Ax, y_py, ATOLM, RTOL )
# x = A'y, Py vs. C
self.assertCall( lib.sp_blas_gemv(hdl, lib.enums.CblasTrans, 1,
A, y, 0, x) )
self.assertCall( lib.vector_memcpy_av(x_ptr, x, 1) )
Ay = A_py.T * Ax
self.assertVecEqual( Ay, x_py, ATOLN, RTOL )
# y = alpha Ax + beta y, Py vs. C
alpha = np.random.rand()
beta = np.random.rand()
result = alpha * A_py * x_py + beta * y_py
self.assertCall( lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans,
alpha, A, x, beta, y) )
self.assertCall( lib.vector_memcpy_av(y_ptr, y, 1) )
self.assertVecEqual( result, y_py, ATOLM, RTOL )
self.free_vars('x', 'y', 'A', 'hdl')
self.assertCall( lib.ok_device_reset() )
def test_elementwise_transformations(self):
shape = (m, n) = self.shape
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.register_exit(lib.ok_device_reset)
DIGITS = 7 - 2 * single_precision
RTOL = 10**(-DIGITS)
ATOLM = RTOL * m**0.5
for order in (lib.enums.CblasRowMajor, lib.enums.CblasColMajor):
# sparse handle
hdl = self.register_sparse_handle(lib, 'hdl')
A, A_, A_py, A_val, A_ind, A_ptr = self.register_sparsemat(
lib, self.A_test_sparse, order, 'A')
x, x_py, x_ptr = self.register_vector(lib, n, 'x')
y, y_py, y_ptr = self.register_vector(lib, m, 'y')
self.register_var('A', A, lib.sp_matrix_free)
self.register_var('x', x, lib.vector_free)
self.register_var('y', y, lib.vector_free)
amax = A_py.data.max()
x_rand = np.random.rand(n)
x_py[:] = x_rand[:]
self.assertCall( lib.vector_memcpy_va(x, x_ptr, 1) )
# abs
# make A_py mixed sign, load to A_c. then, A = abs(A)
A_py.data -= (amax / 2.)
A_ = np.abs(A_py.toarray())
self.assertCall( lib.sp_matrix_memcpy_ma(hdl, A, A_val,
A_ind, A_ptr) )
self.assertCall( lib.sp_matrix_abs(A) )
self.assertCall( lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans,
1, A, x, 0, y) )
self.assertCall( lib.vector_memcpy_av(y_ptr, y, 1) )
self.assertVecEqual( A_.dot(x_rand), y_py, ATOLM, RTOL )
# pow
# A is nonnegative from previous step. set A_ij = A_ij ^ p
p = 3 * np.random.rand()
A_ **= p
self.assertCall( lib.sp_matrix_pow(A, p) )
self.assertCall( lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans,
1, A, x, 0, y) )
self.assertCall( lib.vector_memcpy_av(y_ptr, y, 1) )
self.assertVecEqual( A_.dot(x_rand), y_py, ATOLM, RTOL )
# scale
# A = alpha * A
alpha = -1 + 2 * np.random.rand()
A_ *= alpha
self.assertCall( lib.sp_matrix_scale(A, alpha) )
self.assertCall( lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans,
1, A, x, 0, y) )
self.assertCall( lib.vector_memcpy_av(y_ptr, y, 1) )
self.assertVecEqual( A_.dot(x_rand), y_py, ATOLM, RTOL )
self.free_var('x')
self.free_var('y')
self.free_var('A')
self.free_var('hdl')
self.assertCall( lib.ok_device_reset() )
def test_diagonal_scaling(self):
shape = (m, n) = self.shape
for (gpu, single_precision) in self.CONDITIONS:
lib = self.libs.get(single_precision=single_precision, gpu=gpu)
if lib is None:
continue
self.register_exit(lib.ok_device_reset)
DIGITS = 7 - 2 * single_precision
RTOL = 10**(-DIGITS)
ATOLM = RTOL * m**0.5
for order in (lib.enums.CblasRowMajor, lib.enums.CblasColMajor):
# sparse handle
hdl = self.register_sparse_handle(lib, 'hdl')
A, A_, A_py, A_val, A_ind, A_ptr = self.register_sparsemat(
lib, self.A_test_sparse, order, 'A')
x, x_py, x_ptr = self.register_vector(lib, n, 'x')
y, y_py, y_ptr = self.register_vector(lib, m, 'y')
d, d_py, d_ptr = self.register_vector(lib, m, 'd')
e, e_py, e_ptr = self.register_vector(lib, n, 'e')
amax = A_py.data.max()
x_rand = np.random.rand(n)
x_py[:] = x_rand[:]
d_py[:] = np.random.rand(m)
e_py[:] = np.random.rand(n)
# load x_py -> x, A_py -> A, d_py -> d, e_py -> e
self.assertCall( lib.vector_memcpy_va(x, x_ptr, 1) )
self.assertCall( lib.sp_matrix_memcpy_ma(hdl, A, A_val,
A_ind, A_ptr) )
self.assertCall( lib.vector_memcpy_va(d, d_ptr, 1) )
self.assertCall( lib.vector_memcpy_va(e, e_ptr, 1) )
# scale_left: A = diag(d) * A
# (form diag (d) * A * x, compare Py vs. C)
self.assertCall( lib.sp_matrix_scale_left(hdl, A, d) )
self.assertCall( lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans,
1, A, x, 0, y) )
self.assertCall( lib.vector_memcpy_av(y_ptr, y, 1) )
result = (np.diag(d_py) * A_py).dot(x_py)
self.assertVecEqual( result, y_py, ATOLM, RTOL )
# scale_right: A = A * diag(e)
# (form diag (d) * A * diag(e) * x, compare Py vs. C)
self.assertCall( lib.sp_matrix_scale_right(hdl, A, e) )
self.assertCall( lib.sp_blas_gemv(hdl, lib.enums.CblasNoTrans,
1, A, x, 0, y) )
self.assertCall( lib.vector_memcpy_av(y_ptr, y, 1) )
result = (np.diag(d_py) * A_py).dot(e_py * x_py)
self.assertVecEqual( result, y_py, ATOLM, RTOL )
self.free_vars('x', 'y', 'd', 'e', 'A', 'hdl')
self.assertEqual(lib.ok_device_reset(), 0)
