def testAddCols(self):
Utilde, Stilde, Vtilde = SVDUpdate.addCols(self.U, self.s, self.V,
self.B)
nptst.assert_array_almost_equal(Utilde.T.dot(Utilde),
numpy.eye(Utilde.shape[1]))
nptst.assert_array_almost_equal(Vtilde.T.dot(Vtilde),
numpy.eye(Vtilde.shape[1]))
self.assertEquals(Stilde.shape[0], self.k)
#Check we get the original solution with full SVD
U, s, V = numpy.linalg.svd(self.A, full_matrices=False)
inds = numpy.flipud(numpy.argsort(s))
U, s, V = Util.indSvd(U, s, V, inds)
Utilde, Stilde, Vtilde = SVDUpdate.addCols(U, s, V, self.B, k=100)
D = numpy.c_[self.A, self.B]
nptst.assert_array_almost_equal(D, (Utilde * Stilde).dot(Vtilde.T), 4)
#Check solution for partial rank SVD
k = 20
U, s, V = numpy.linalg.svd(self.A)
inds = numpy.flipud(numpy.argsort(s))[0:k]
U, s, V = Util.indSvd(U, s, V, inds)
Utilde, Stilde, Vtilde = SVDUpdate.addCols(U, s, V, self.B)
D = numpy.c_[(U * s).dot(V.T), self.B]
U, s, V = numpy.linalg.svd(D)
inds = numpy.flipud(numpy.argsort(s))[0:k]
U, s, V = Util.indSvd(U, s, V, inds)
nptst.assert_array_almost_equal((U * s).dot(V.T),
(Utilde * Stilde).dot(Vtilde.T), 4)
#Test if same as add cols
U, s, V = numpy.linalg.svd(self.A)
inds = numpy.flipud(numpy.argsort(s))[0:k]
U, s, V = Util.indSvd(U, s, V, inds)
Utilde, sTilde, Vtilde = SVDUpdate.addCols(U, s, V, self.B)
Vtilde2, sTilde2, Utilde2 = SVDUpdate.addRows(V, s, U, self.B.T)
nptst.assert_array_almost_equal((Utilde * sTilde).dot(Vtilde.T),
(Utilde2 * sTilde2).dot(Vtilde2.T))
def testAddCols(self):
Utilde, Stilde, Vtilde = SVDUpdate.addCols(self.U, self.s, self.V, self.B)
nptst.assert_array_almost_equal(Utilde.T.dot(Utilde), numpy.eye(Utilde.shape[1]))
nptst.assert_array_almost_equal(Vtilde.T.dot(Vtilde), numpy.eye(Vtilde.shape[1]))
self.assertEquals(Stilde.shape[0], self.k)
#Check we get the original solution with full SVD
U, s, V = numpy.linalg.svd(self.A, full_matrices=False)
inds = numpy.flipud(numpy.argsort(s))
U, s, V = Util.indSvd(U, s, V, inds)
Utilde, Stilde, Vtilde = SVDUpdate.addCols(U, s, V, self.B, k=100)
D = numpy.c_[self.A, self.B]
nptst.assert_array_almost_equal(D, (Utilde*Stilde).dot(Vtilde.T), 4)
#Check solution for partial rank SVD
k = 20
U, s, V = numpy.linalg.svd(self.A)
inds = numpy.flipud(numpy.argsort(s))[0:k]
U, s, V = Util.indSvd(U, s, V, inds)
Utilde, Stilde, Vtilde = SVDUpdate.addCols(U, s, V, self.B)
D = numpy.c_[(U*s).dot(V.T), self.B]
U, s, V = numpy.linalg.svd(D)
inds = numpy.flipud(numpy.argsort(s))[0:k]
U, s, V = Util.indSvd(U, s, V, inds)
nptst.assert_array_almost_equal((U*s).dot(V.T), (Utilde*Stilde).dot(Vtilde.T), 4)
#Test if same as add cols
U, s, V = numpy.linalg.svd(self.A)
inds = numpy.flipud(numpy.argsort(s))[0:k]
U, s, V = Util.indSvd(U, s, V, inds)
Utilde, sTilde, Vtilde = SVDUpdate.addCols(U, s, V, self.B)
Vtilde2, sTilde2, Utilde2 = SVDUpdate.addRows(V, s, U, self.B.T)
nptst.assert_array_almost_equal((Utilde*sTilde).dot(Vtilde.T), (Utilde2*sTilde2).dot(Vtilde2.T))
