def test_lambda2():
m = 2
x = np.array([-13324172.755747,
-10668894.713608,
-7157225.010770,
-6149367.974367,
-7454133.571066,
-5969200.494550,
8336734.058423,
6186974.084502,
-17549093.883655,
-13970158.922370])
sigma = np.matrix([[0.446320, 0.223160, 0.223160, 0.223160, 0.223160, 0.572775, 0.286388, 0.286388, 0.286388, 0.286388],
[0.223160, 0.446320, 0.223160, 0.223160, 0.223160, 0.286388, 0.572775, 0.286388, 0.286388, 0.286388],
[0.223160, 0.223160, 0.446320, 0.223160, 0.223160, 0.286388, 0.286388, 0.572775, 0.286388, 0.286388],
[0.223160, 0.223160, 0.223160, 0.446320, 0.223160, 0.286388, 0.286388, 0.286388, 0.572775, 0.286388],
[0.223160, 0.223160, 0.223160, 0.223160, 0.446320, 0.286388, 0.286388, 0.286388, 0.286388, 0.572775],
[0.572775, 0.286388, 0.286388, 0.286388, 0.286388, 0.735063, 0.367531, 0.367531, 0.367531, 0.367531],
[0.286388, 0.572775, 0.286388, 0.286388, 0.286388, 0.367531, 0.735063, 0.367531, 0.367531, 0.367531],
[0.286388, 0.286388, 0.572775, 0.286388, 0.286388, 0.367531, 0.367531, 0.735063, 0.367531, 0.367531],
[0.286388, 0.286388, 0.286388, 0.572775, 0.286388, 0.367531, 0.367531, 0.367531, 0.735063, 0.367531],
[0.286388, 0.286388, 0.286388, 0.286388, 0.572775, 0.367531, 0.367531, 0.367531, 0.367531, 0.735063]])
F, s = l.lambda_solution_(x, sigma, m)
assert np.allclose(F,
[[-13324188., -7157236.00000014, -7454143.00000017,
8336726.00000008, -17549108.00000054, -13324187.99999997,
-7157236.00000013, -7454143.00000013, 8336717.00000021,
-17549108.00000053],
[-10668900.99999994, -6149379.00000041, -5969220., 6186959.99999982,
-13970171.00000022, -10668907.99999984, -6149379.00000041,
-5969219.99999996, 6186959.99999983, -13970171.00000017]])
assert np.allclose(s, np.array([ 1506.43579559, 1612.81177168]))
def test_lambda1():
m = 2
x = np.array([
1585184.171, -6716599.430, 3915742.905, 7627233.455, 9565990.879,
989457273.200
])
sigma = np.matrix(
[[0.227134, 0.112202, 0.112202, 0.112202, 0.112202, 0.103473],
[0.112202, 0.227134, 0.112202, 0.112202, 0.112202, 0.103473],
[0.112202, 0.112202, 0.227134, 0.112202, 0.112202, 0.103473],
[0.112202, 0.112202, 0.112202, 0.227134, 0.112202, 0.103473],
[0.112202, 0.112202, 0.112202, 0.112202, 0.227134, 0.103473],
[0.103473, 0.103473, 0.103473, 0.103473, 0.103473, 0.434339]])
F, s = l.lambda_solution_(x, sigma, m)
assert np.allclose(
F,
np.array([[
1.58518400e+06, 3.91574300e+06, 9.56599100e+06, 1.58518400e+06,
3.91574300e+06, 9.56599100e+06
],
[
-6.71659900e+06, 7.62723400e+06, 9.89457273e+08,
-6.71660000e+06, 7.62723300e+06, 9.89457273e+08
]]))
assert np.allclose(s, np.array([3.50798444, 3.70845619]))
def test_lambda4():
"""
Verify that the relative scale of the covariance matrix doesn't affect
the solution.
"""
m = 1
x = np.array([-22, 22, -55, 55, -33, 33, -66, 66, -44, 44, -77, 77])
sigma = np.eye(x.size) * 1000
F, s = l.lambda_solution_(x, np.asfortranarray(sigma), m)
assert np.allclose(F[0], x)
def test_lambda3():
"""
Verify that passing in perfectly decorrelated integers results in the
same integers being identified.
"""
m = 1
x = np.array([-22, 22, -55, 55, -33, 33, -66, 66, -44, 44, -77, 77])
sigma = np.eye(x.size)
F, s = l.lambda_solution_(x, np.asfortranarray(sigma), m)
assert np.allclose(F[0], x)
def test_lambda4(): """ Verify that the relative scale of the covariance matrix doesn't affect the solution. """ m = 1 x = np.array([-22, 22, -55, 55, -33, 33, -66, 66, -44, 44, -77, 77]) sigma = np.eye(x.size) * 1000 F, s = l.lambda_solution_(x, np.asfortranarray(sigma), m) assert np.allclose(F[0], x)
def test_lambda3(): """ Verify that passing in perfectly decorrelated integers results in the same integers being identified. """ m = 1 x = np.array([-22, 22, -55, 55, -33, 33, -66, 66, -44, 44, -77, 77]) sigma = np.eye(x.size) F, s = l.lambda_solution_(x, np.asfortranarray(sigma), m) assert np.allclose(F[0], x)
def test_lambda1():
m = 2
x = np.array([1585184.171,
-6716599.430,
3915742.905,
7627233.455,
9565990.879,
989457273.200])
sigma = np.matrix([[0.227134, 0.112202, 0.112202, 0.112202, 0.112202, 0.103473],
[0.112202, 0.227134, 0.112202, 0.112202, 0.112202, 0.103473],
[0.112202, 0.112202, 0.227134, 0.112202, 0.112202, 0.103473],
[0.112202, 0.112202, 0.112202, 0.227134, 0.112202, 0.103473],
[0.112202, 0.112202, 0.112202, 0.112202, 0.227134, 0.103473],
[0.103473, 0.103473, 0.103473, 0.103473, 0.103473, 0.434339]])
F, s = l.lambda_solution_(x, sigma, m)
assert np.allclose(F,
np.array([[ 1.58518400e+06, 3.91574300e+06, 9.56599100e+06,
1.58518400e+06, 3.91574300e+06, 9.56599100e+06],
[ -6.71659900e+06, 7.62723400e+06, 9.89457273e+08,
-6.71660000e+06, 7.62723300e+06, 9.89457273e+08]]))
assert np.allclose(s, np.array([ 3.50798444, 3.70845619]))
def test_lambda2():
m = 2
x = np.array([
-13324172.755747, -10668894.713608, -7157225.010770, -6149367.974367,
-7454133.571066, -5969200.494550, 8336734.058423, 6186974.084502,
-17549093.883655, -13970158.922370
])
sigma = np.matrix([[
0.446320, 0.223160, 0.223160, 0.223160, 0.223160, 0.572775, 0.286388,
0.286388, 0.286388, 0.286388
],
[
0.223160, 0.446320, 0.223160, 0.223160, 0.223160,
0.286388, 0.572775, 0.286388, 0.286388, 0.286388
],
[
0.223160, 0.223160, 0.446320, 0.223160, 0.223160,
0.286388, 0.286388, 0.572775, 0.286388, 0.286388
],
[
0.223160, 0.223160, 0.223160, 0.446320, 0.223160,
0.286388, 0.286388, 0.286388, 0.572775, 0.286388
],
[
0.223160, 0.223160, 0.223160, 0.223160, 0.446320,
0.286388, 0.286388, 0.286388, 0.286388, 0.572775
],
[
0.572775, 0.286388, 0.286388, 0.286388, 0.286388,
0.735063, 0.367531, 0.367531, 0.367531, 0.367531
],
[
0.286388, 0.572775, 0.286388, 0.286388, 0.286388,
0.367531, 0.735063, 0.367531, 0.367531, 0.367531
],
[
0.286388, 0.286388, 0.572775, 0.286388, 0.286388,
0.367531, 0.367531, 0.735063, 0.367531, 0.367531
],
[
0.286388, 0.286388, 0.286388, 0.572775, 0.286388,
0.367531, 0.367531, 0.367531, 0.735063, 0.367531
],
[
0.286388, 0.286388, 0.286388, 0.286388, 0.572775,
0.367531, 0.367531, 0.367531, 0.367531, 0.735063
]])
F, s = l.lambda_solution_(x, sigma, m)
assert np.allclose(
F, [[
-13324188., -7157236.00000014, -7454143.00000017, 8336726.00000008,
-17549108.00000054, -13324187.99999997, -7157236.00000013,
-7454143.00000013, 8336717.00000021, -17549108.00000053
],
[
-10668900.99999994, -6149379.00000041, -5969220.,
6186959.99999982, -13970171.00000022, -10668907.99999984,
-6149379.00000041, -5969219.99999996, 6186959.99999983,
-13970171.00000017
]])
assert np.allclose(s, np.array([1506.43579559, 1612.81177168]))