def test_spd_inv_sqrt(spd_matrix, epsilon, method, return_rank):
M = spd_inv_sqrt(spd_matrix,
epsilon=epsilon,
method=method,
return_rank=return_rank)
if return_rank:
rank = M[1]
M = M[0]
assert_equal(rank, 3)
assert_array_almost_equal(M @ M.T, spd_inv(spd_matrix))
def test_spd_inv_1d():
with assert_raises(ZeroRankError):
spd_inv(np.array([[1e-18]]), epsilon=1e-10) # smaller than epsilon
assert_almost_equal(spd_inv(np.array([[5]])), 1 / 5)
def test_spd_inv(spd_matrix, epsilon, method):
W = spd_inv(spd_matrix, epsilon=epsilon, method=method)
sm, _ = spd_eig(spd_matrix)
sminv, _ = spd_eig(W)
assert_array_almost_equal(np.sort(sm), np.sort(1. / sminv))