def test_squareBlockMatrix(): A = MatrixSymbol("A", n, n) B = MatrixSymbol("B", n, m) C = MatrixSymbol("C", m, n) D = MatrixSymbol("D", m, m) X = BlockMatrix([[A, B], [C, D]]) Y = BlockMatrix([[A]]) assert X.is_square assert block_collapse(X + Identity(m + n)) == BlockMatrix([[A + Identity(n), B], [C, D + Identity(m)]]) Q = X + Identity(m + n) assert (X + MatrixSymbol("Q", n + m, n + m)).is_MatAdd assert (X * MatrixSymbol("Q", n + m, n + m)).is_MatMul assert block_collapse(Y.I) == A.I assert block_collapse(X.inverse()) == BlockMatrix( [[(-B * D.I * C + A).I, -A.I * B * (D + -C * A.I * B).I], [-(D - C * A.I * B).I * C * A.I, (D - C * A.I * B).I]] ) assert isinstance(X.inverse(), Inverse) assert not X.is_Identity Z = BlockMatrix([[Identity(n), B], [C, D]]) assert not Z.is_Identity
def test_BlockDiagMatrix(): A = MatrixSymbol("A", n, n) B = MatrixSymbol("B", m, m) C = MatrixSymbol("C", l, l) M = MatrixSymbol("M", n + m + l, n + m + l) X = BlockDiagMatrix(A, B, C) Y = BlockDiagMatrix(A, 2 * B, 3 * C) assert X.blocks[1, 1] == B assert X.shape == (n + m + l, n + m + l) assert all( X.blocks[i, j].is_ZeroMatrix if i != j else X.blocks[i, j] in [A, B, C] for i in range(3) for j in range(3) ) assert X.__class__(*X.args) == X assert isinstance(block_collapse(X.I * X), Identity) assert bc_matmul(X * X) == BlockDiagMatrix(A * A, B * B, C * C) assert block_collapse(X * X) == BlockDiagMatrix(A * A, B * B, C * C) # XXX: should be == ?? assert block_collapse(X + X).equals(BlockDiagMatrix(2 * A, 2 * B, 2 * C)) assert block_collapse(X * Y) == BlockDiagMatrix(A * A, 2 * B * B, 3 * C * C) assert block_collapse(X + Y) == BlockDiagMatrix(2 * A, 3 * B, 4 * C) # Ensure that BlockDiagMatrices can still interact with normal MatrixExprs assert (X * (2 * M)).is_MatMul assert (X + (2 * M)).is_MatAdd assert (X._blockmul(M)).is_MatMul assert (X._blockadd(M)).is_MatAdd
def test_squareBlockMatrix(): A = MatrixSymbol('A', n, n) B = MatrixSymbol('B', n, m) C = MatrixSymbol('C', m, n) D = MatrixSymbol('D', m, m) X = BlockMatrix([[A, B], [C, D]]) Y = BlockMatrix([[A]]) assert X.is_square assert (block_collapse(X + Identity(m + n)) == BlockMatrix( [[A + Identity(n), B], [C, D + Identity(m)]])) Q = X + Identity(m + n) assert (X + MatrixSymbol('Q', n + m, n + m)).is_MatAdd assert (X * MatrixSymbol('Q', n + m, n + m)).is_MatMul assert block_collapse(Y.I) == A.I assert block_collapse(X.inverse()) == BlockMatrix([[ (-B * D.I * C + A).I, -A.I * B * (D + -C * A.I * B).I ], [-(D - C * A.I * B).I * C * A.I, (D - C * A.I * B).I]]) assert isinstance(X.inverse(), Inverse) assert not X.is_Identity Z = BlockMatrix([[Identity(n), B], [C, D]]) assert not Z.is_Identity
def test_BlockMatrix_inverse(): A = MatrixSymbol('A', n, m) B = MatrixSymbol('B', n, n) C = MatrixSymbol('C', m, m) D = MatrixSymbol('D', m, n) X = BlockMatrix([[A, B], [C, D]]) assert X.is_square assert isinstance(block_collapse(X.inverse()), Inverse) # Can't inverse when A, D aren't square # test code path for non-invertible D matrix A = MatrixSymbol('A', n, n) B = MatrixSymbol('B', n, m) C = MatrixSymbol('C', m, n) D = OneMatrix(m, m) X = BlockMatrix([[A, B], [C, D]]) assert block_collapse(X.inverse()) == BlockMatrix([ [ A.I + A.I * B * (D - C * A.I * B).I * C * A.I, -A.I * B * (D - C * A.I * B).I ], [-(D - C * A.I * B).I * C * A.I, (D - C * A.I * B).I], ]) # test code path for non-invertible A matrix A = OneMatrix(n, n) D = MatrixSymbol('D', m, m) X = BlockMatrix([[A, B], [C, D]]) assert block_collapse(X.inverse()) == BlockMatrix([ [(A - B * D.I * C).I, -(A - B * D.I * C).I * B * D.I], [ -D.I * C * (A - B * D.I * C).I, D.I + D.I * C * (A - B * D.I * C).I * B * D.I ], ])
def test_squareBlockMatrix(): A = MatrixSymbol('A', n, n) B = MatrixSymbol('B', n, m) C = MatrixSymbol('C', m, n) D = MatrixSymbol('D', m, m) X = BlockMatrix([[A, B], [C, D]]) Y = BlockMatrix([[A]]) assert X.is_square assert (block_collapse(X + Identity(m + n)) == BlockMatrix([[A + Identity(n), B], [C, D + Identity(m)]])) Q = X + Identity(m + n) assert block_collapse(Q.inverse()) == Inverse(block_collapse(Q)) assert (X + MatrixSymbol('Q', n + m, n + m)).is_MatAdd assert (X * MatrixSymbol('Q', n + m, n + m)).is_MatMul assert Y.I.blocks[0, 0] == A.I assert X.inverse(expand=True) == BlockMatrix([ [(-B*D.I*C + A).I, -A.I*B*(D + -C*A.I*B).I], [-(D - C*A.I*B).I*C*A.I, (D - C*A.I*B).I]]) assert isinstance(X.inverse(expand=False), Inverse) assert isinstance(X.inverse(), Inverse) assert not X.is_Identity Z = BlockMatrix([[Identity(n), B], [C, D]]) assert not Z.is_Identity
def test_BlockDiagMatrix(): A = MatrixSymbol('A', n, n) B = MatrixSymbol('B', m, m) C = MatrixSymbol('C', l, l) M = MatrixSymbol('M', n + m + l, n + m + l) X = BlockDiagMatrix(A, B, C) Y = BlockDiagMatrix(A, 2 * B, 3 * C) assert X.blocks[1, 1] == B assert X.shape == (n + m + l, n + m + l) assert all( X.blocks[i, j].is_ZeroMatrix if i != j else X.blocks[i, j] in [A, B, C] for i in range(3) for j in range(3)) assert X.__class__(*X.args) == X assert isinstance(block_collapse(X.I * X), Identity) assert bc_matmul(X * X) == BlockDiagMatrix(A * A, B * B, C * C) assert block_collapse(X * X) == BlockDiagMatrix(A * A, B * B, C * C) #XXX: should be == ?? assert block_collapse(X + X).equals(BlockDiagMatrix(2 * A, 2 * B, 2 * C)) assert block_collapse(X * Y) == BlockDiagMatrix(A * A, 2 * B * B, 3 * C * C) assert block_collapse(X + Y) == BlockDiagMatrix(2 * A, 3 * B, 4 * C) # Ensure that BlockDiagMatrices can still interact with normal MatrixExprs assert (X * (2 * M)).is_MatMul assert (X + (2 * M)).is_MatAdd assert (X._blockmul(M)).is_MatMul assert (X._blockadd(M)).is_MatAdd
def test_block_collapse_type(): bm1 = BlockDiagMatrix(ImmutableMatrix([1]), ImmutableMatrix([2])) bm2 = BlockDiagMatrix(ImmutableMatrix([3]), ImmutableMatrix([4])) assert bm1.T.__class__ == BlockDiagMatrix assert block_collapse(bm1 - bm2).__class__ == BlockDiagMatrix assert block_collapse(Inverse(bm1)).__class__ == BlockDiagMatrix assert block_collapse(Transpose(bm1)).__class__ == BlockDiagMatrix assert bc_transpose(Transpose(bm1)).__class__ == BlockDiagMatrix assert bc_inverse(Inverse(bm1)).__class__ == BlockDiagMatrix
def test_BlockMatrix_2x2_inverse_symbolic(): A = MatrixSymbol('A', n, m) B = MatrixSymbol('B', n, k - m) C = MatrixSymbol('C', k - n, m) D = MatrixSymbol('D', k - n, k - m) X = BlockMatrix([[A, B], [C, D]]) assert X.is_square and X.shape == (k, k) assert isinstance(block_collapse( X.I), Inverse) # Can't invert when none of the blocks is square # test code path where only A is invertible A = MatrixSymbol('A', n, n) B = MatrixSymbol('B', n, m) C = MatrixSymbol('C', m, n) D = ZeroMatrix(m, m) X = BlockMatrix([[A, B], [C, D]]) assert block_collapse(X.inverse()) == BlockMatrix([ [A.I + A.I * B * X.schur('A').I * C * A.I, -A.I * B * X.schur('A').I], [-X.schur('A').I * C * A.I, X.schur('A').I], ]) # test code path where only B is invertible A = MatrixSymbol('A', n, m) B = MatrixSymbol('B', n, n) C = ZeroMatrix(m, m) D = MatrixSymbol('D', m, n) X = BlockMatrix([[A, B], [C, D]]) assert block_collapse(X.inverse()) == BlockMatrix([ [-X.schur('B').I * D * B.I, X.schur('B').I], [B.I + B.I * A * X.schur('B').I * D * B.I, -B.I * A * X.schur('B').I], ]) # test code path where only C is invertible A = MatrixSymbol('A', n, m) B = ZeroMatrix(n, n) C = MatrixSymbol('C', m, m) D = MatrixSymbol('D', m, n) X = BlockMatrix([[A, B], [C, D]]) assert block_collapse(X.inverse()) == BlockMatrix([ [-C.I * D * X.schur('C').I, C.I + C.I * D * X.schur('C').I * A * C.I], [X.schur('C').I, -X.schur('C').I * A * C.I], ]) # test code path where only D is invertible A = ZeroMatrix(n, n) B = MatrixSymbol('B', n, m) C = MatrixSymbol('C', m, n) D = MatrixSymbol('D', m, m) X = BlockMatrix([[A, B], [C, D]]) assert block_collapse(X.inverse()) == BlockMatrix([ [X.schur('D').I, -X.schur('D').I * B * D.I], [-D.I * C * X.schur('D').I, D.I + D.I * C * X.schur('D').I * B * D.I], ])
def test_BlockMatrix(): A = MatrixSymbol("A", n, m) B = MatrixSymbol("B", n, k) C = MatrixSymbol("C", l, m) D = MatrixSymbol("D", l, k) M = MatrixSymbol("M", m + k, p) N = MatrixSymbol("N", l + n, k + m) X = BlockMatrix(Matrix([[A, B], [C, D]])) assert X.__class__(*X.args) == X # block_collapse does nothing on normal inputs E = MatrixSymbol("E", n, m) assert block_collapse(A + 2 * E) == A + 2 * E F = MatrixSymbol("F", m, m) assert block_collapse(E.T * A * F) == E.T * A * F assert X.shape == (l + n, k + m) assert X.blockshape == (2, 2) assert transpose(X) == BlockMatrix(Matrix([[A.T, C.T], [B.T, D.T]])) assert transpose(X).shape == X.shape[::-1] # Test that BlockMatrices and MatrixSymbols can still mix assert (X * M).is_MatMul assert X._blockmul(M).is_MatMul assert (X * M).shape == (n + l, p) assert (X + N).is_MatAdd assert X._blockadd(N).is_MatAdd assert (X + N).shape == X.shape E = MatrixSymbol("E", m, 1) F = MatrixSymbol("F", k, 1) Y = BlockMatrix(Matrix([[E], [F]])) assert (X * Y).shape == (l + n, 1) assert block_collapse(X * Y).blocks[0, 0] == A * E + B * F assert block_collapse(X * Y).blocks[1, 0] == C * E + D * F # block_collapse passes down into container objects, transposes, and inverse assert block_collapse(transpose(X * Y)) == transpose(block_collapse(X * Y)) assert block_collapse(Tuple(X * Y, 2 * X)) == ( block_collapse(X * Y), block_collapse(2 * X), ) # Make sure that MatrixSymbols will enter 1x1 BlockMatrix if it simplifies Ab = BlockMatrix([[A]]) Z = MatrixSymbol("Z", *A.shape) assert block_collapse(Ab + Z) == A + Z
def test_BlockDiagMatrix_nonsquare(): A = MatrixSymbol('A', n, m) B = MatrixSymbol('B', k, l) X = BlockDiagMatrix(A, B) assert X.shape == (n + k, m + l) assert X.shape == (n + k, m + l) assert X.rowblocksizes == [n, k] assert X.colblocksizes == [m, l] C = MatrixSymbol('C', n, m) D = MatrixSymbol('D', k, l) Y = BlockDiagMatrix(C, D) assert block_collapse(X + Y) == BlockDiagMatrix(A + C, B + D) assert block_collapse(X * Y.T) == BlockDiagMatrix(A * C.T, B * D.T) raises(NonInvertibleMatrixError, lambda: BlockDiagMatrix(A, C.T).inverse())
def test_BlockMatrix(): A = MatrixSymbol('A', n, m) B = MatrixSymbol('B', n, k) C = MatrixSymbol('C', l, m) D = MatrixSymbol('D', l, k) M = MatrixSymbol('M', m + k, p) N = MatrixSymbol('N', l + n, k + m) X = BlockMatrix(Matrix([[A, B], [C, D]])) assert X.__class__(*X.args) == X # block_collapse does nothing on normal inputs E = MatrixSymbol('E', n, m) assert block_collapse(A + 2*E) == A + 2*E F = MatrixSymbol('F', m, m) assert block_collapse(E.T*A*F) == E.T*A*F assert X.shape == (l + n, k + m) assert X.blockshape == (2, 2) assert transpose(X) == BlockMatrix(Matrix([[A.T, C.T], [B.T, D.T]])) assert transpose(X).shape == X.shape[::-1] # Test that BlockMatrices and MatrixSymbols can still mix assert (X*M).is_MatMul assert X._blockmul(M).is_MatMul assert (X*M).shape == (n + l, p) assert (X + N).is_MatAdd assert X._blockadd(N).is_MatAdd assert (X + N).shape == X.shape E = MatrixSymbol('E', m, 1) F = MatrixSymbol('F', k, 1) Y = BlockMatrix(Matrix([[E], [F]])) assert (X*Y).shape == (l + n, 1) assert block_collapse(X*Y).blocks[0, 0] == A*E + B*F assert block_collapse(X*Y).blocks[1, 0] == C*E + D*F # block_collapse passes down into container objects, transposes, and inverse assert block_collapse(transpose(X*Y)) == transpose(block_collapse(X*Y)) assert block_collapse(Tuple(X*Y, 2*X)) == ( block_collapse(X*Y), block_collapse(2*X)) # Make sure that MatrixSymbols will enter 1x1 BlockMatrix if it simplifies Ab = BlockMatrix([[A]]) Z = MatrixSymbol('Z', *A.shape) assert block_collapse(Ab + Z) == A + Z
def test_block_lu_decomposition(): A = MatrixSymbol('A', n, n) B = MatrixSymbol('B', n, m) C = MatrixSymbol('C', m, n) D = MatrixSymbol('D', m, m) X = BlockMatrix([[A, B], [C, D]]) #LDU decomposition L, D, U = X.LDUdecomposition() assert block_collapse(L*D*U) == X #UDL decomposition U, D, L = X.UDLdecomposition() assert block_collapse(U*D*L) == X #LU decomposition L, U = X.LUdecomposition() assert block_collapse(L*U) == X
def test_BlockMatrix_3x3_symbolic(): # Only test one of these, instead of all permutations, because it's slow rowblocksizes = (n, m, k) colblocksizes = (m, k, n) K = BlockMatrix([ [MatrixSymbol('M%s%s' % (rows, cols), rows, cols) for cols in colblocksizes] for rows in rowblocksizes ]) collapse = block_collapse(K.I) assert isinstance(collapse, BlockMatrix)
def test_BlockMatrix_2x2_inverse_numeric(): """Test 2x2 block matrix inversion numerically for all 4 formulas""" M = Matrix([[1, 2], [3, 4]]) # rank deficient matrices that have full rank when two of them combined D1 = Matrix([[1, 2], [2, 4]]) D2 = Matrix([[1, 3], [3, 9]]) D3 = Matrix([[1, 4], [4, 16]]) assert D1.rank() == D2.rank() == D3.rank() == 1 assert (D1 + D2).rank() == (D2 + D3).rank() == (D3 + D1).rank() == 2 # Only A is invertible K = BlockMatrix([[M, D1], [D2, D3]]) assert block_collapse(K.inv()).as_explicit() == K.as_explicit().inv() # Only B is invertible K = BlockMatrix([[D1, M], [D2, D3]]) assert block_collapse(K.inv()).as_explicit() == K.as_explicit().inv() # Only C is invertible K = BlockMatrix([[D1, D2], [M, D3]]) assert block_collapse(K.inv()).as_explicit() == K.as_explicit().inv() # Only D is invertible K = BlockMatrix([[D1, D2], [D3, M]]) assert block_collapse(K.inv()).as_explicit() == K.as_explicit().inv()
def test_issue_21866(): n = 10 I = Identity(n) O = ZeroMatrix(n, n) A = BlockMatrix([[ I, O, O, O ], [ O, I, O, O ], [ O, O, I, O ], [ I, O, O, I ]]) Ainv = block_collapse(A.inv()) AinvT = BlockMatrix([[ I, O, O, O ], [ O, I, O, O ], [ O, O, I, O ], [ -I, O, O, I ]]) assert Ainv == AinvT
def test_issue_2460(): bdm1 = BlockDiagMatrix(Matrix([i]), Matrix([j])) bdm2 = BlockDiagMatrix(Matrix([k]), Matrix([l])) assert block_collapse(bdm1 + bdm2) == BlockDiagMatrix(Matrix([i + k]), Matrix([j + l]))
def test_issue_17624(): a = MatrixSymbol("a", 2, 2) z = ZeroMatrix(2, 2) b = BlockMatrix([[a, z], [z, z]]) assert block_collapse(b * b) == BlockMatrix([[a**2, z], [z, z]]) assert block_collapse(b * b * b) == BlockMatrix([[a**3, z], [z, z]])
def test_block_collapse_explicit_matrices(): A = Matrix([[1, 2], [3, 4]]) assert block_collapse(BlockMatrix([[A]])) == A A = ImmutableSparseMatrix([[1, 2], [3, 4]]) assert block_collapse(BlockMatrix([[A]])) == A