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"""Orthogonal-factorization and transformation correctness tests."""
from __future__ import annotations
import numpy as np
import pytest
from .helpers import assert_allclose_float64, assert_orthogonal, column_major, qr_q_from_reflectors
pytestmark = [pytest.mark.fortran_end_to_end, pytest.mark.real_library]
def test_dgemqrt_applies_compact_wy_reflector(prik_lapack, scipy_lapack, f2py_lapack):
original = np.array([[3.0], [4.0]], dtype=np.float64, order="F")
factor, compact_t, factor_info = scipy_lapack.dgeqrt(1, original.copy(order="F"))
assert factor_info == 0
vector = np.array([1.0, factor[1, 0]], dtype=np.float64)
q = np.eye(2) - compact_t[0, 0] * np.outer(vector, vector)
target = np.array([[2.0], [1.0]], dtype=np.float64, order="F")
expected = q @ target
prik_c, f2py_c = target.copy(order="F"), target.copy(order="F")
prik_scalars = prik_lapack.dgemqrt(
"L",
"N",
np.int32(2),
np.int32(1),
np.int32(1),
np.int32(1),
factor,
np.int32(2),
compact_t,
np.int32(1),
prik_c,
np.int32(2),
np.empty(1),
np.int32(0),
)
f2py_result = f2py_lapack.dgemqrt(b"L", b"N", 2, 1, 1, 1, factor, compact_t, f2py_c, np.empty(1), 0)
scipy_c, scipy_info = scipy_lapack.dgemqrt(factor, compact_t, target.copy(order="F"), side=b"L", trans=b"N")
assert f2py_result is None
assert prik_scalars[-1] == scipy_info == 0
assert_allclose_float64(prik_c, expected, operation_size=2)
assert_allclose_float64(f2py_c, expected, operation_size=2)
assert_allclose_float64(scipy_c, expected, operation_size=2)
def test_dgeqp3_reconstructs_column_pivoted_qr(prik_lapack, scipy_lapack, f2py_lapack):
matrix = np.array([[1.0, 5.0], [2.0, 6.0], [3.0, 8.0]], dtype=np.float64, order="F")
prik_a, f2py_a = matrix.copy(order="F"), matrix.copy(order="F")
prik_jpvt, f2py_jpvt = np.zeros(2, dtype=np.int32), np.zeros(2, dtype=np.int32)
prik_tau, f2py_tau = np.empty(2), np.empty(2)
prik_scalars = prik_lapack.dgeqp3(
np.int32(3), np.int32(2), prik_a, np.int32(3), prik_jpvt, prik_tau, np.empty(64), np.int32(64), np.int32(0)
)
f2py_result = f2py_lapack.dgeqp3(3, 2, f2py_a, f2py_jpvt, f2py_tau, np.empty(64), 64, 0)
scipy_qr, scipy_jpvt, _scipy_tau, _work, scipy_info = scipy_lapack.dgeqp3(matrix.copy(order="F"), lwork=64)
assert f2py_result is None
assert prik_scalars[-1] == scipy_info == 0
for factor, tau, pivots in ((prik_a, prik_tau, prik_jpvt), (f2py_a, f2py_tau, f2py_jpvt)):
q = qr_q_from_reflectors(factor, tau)
r = np.triu(factor[:2, :])
assert_allclose_float64(q @ r, matrix[:, pivots - 1], operation_size=3)
assert_allclose_float64(prik_a, scipy_qr, operation_size=3)
assert_allclose_float64(f2py_a, scipy_qr, operation_size=3)
# SciPy preserves LAPACK's one-based JPVT convention for DGEQP3.
np.testing.assert_array_equal(prik_jpvt, scipy_jpvt)
np.testing.assert_array_equal(f2py_jpvt, scipy_jpvt)
def test_dgeqrf_reconstructs_qr_factorization(prik_lapack, scipy_lapack, f2py_lapack):
matrix = np.array([[1.0, 2.0], [3.0, 4.0], [5.0, 7.0]], dtype=np.float64)
prik_a, f2py_a = column_major(matrix), column_major(matrix)
prik_tau = np.empty(2, dtype=np.float64)
f2py_tau = np.empty(2, dtype=np.float64)
prik_scalars = prik_lapack.dgeqrf(
np.int32(3), np.int32(2), prik_a, np.int32(3), prik_tau, np.empty(16), np.int32(16), np.int32(0)
)
f2py_result = f2py_lapack.dgeqrf(3, 2, f2py_a, f2py_tau, np.empty(16), 16, 0)
scipy_qr, scipy_tau, _scipy_work, scipy_info = scipy_lapack.dgeqrf(matrix.copy(order="F"), lwork=16)
assert prik_scalars == (3, 2, 3, 16, 0)
assert f2py_result is None
assert scipy_info == 0
for factor, tau in ((prik_a, prik_tau), (f2py_a, f2py_tau), (scipy_qr, scipy_tau)):
q = qr_q_from_reflectors(factor, tau)
r = np.triu(factor[:2, :])
assert_orthogonal(q)
assert_allclose_float64(q @ r, matrix, operation_size=3)
assert_allclose_float64(prik_a, scipy_qr, operation_size=3)
assert_allclose_float64(f2py_a, scipy_qr, operation_size=3)
assert_allclose_float64(prik_tau, scipy_tau, operation_size=3)
assert_allclose_float64(f2py_tau, scipy_tau, operation_size=3)
def test_dgeqrfp_reconstructs_qr_with_nonnegative_diagonal(prik_lapack, scipy_lapack, f2py_lapack):
matrix = np.array([[1.0, 2.0], [3.0, -4.0], [5.0, 7.0]], dtype=np.float64, order="F")
prik_a, f2py_a = matrix.copy(order="F"), matrix.copy(order="F")
prik_tau, f2py_tau = np.empty(2), np.empty(2)
prik_scalars = prik_lapack.dgeqrfp(
np.int32(3), np.int32(2), prik_a, np.int32(3), prik_tau, np.empty(64), np.int32(64), np.int32(0)
)
f2py_result = f2py_lapack.dgeqrfp(3, 2, f2py_a, f2py_tau, np.empty(64), 64, 0)
scipy_qr, scipy_tau, scipy_info = scipy_lapack.dgeqrfp(matrix.copy(order="F"), lwork=64)
assert f2py_result is None
assert prik_scalars[-1] == scipy_info == 0
for factor, tau in ((prik_a, prik_tau), (f2py_a, f2py_tau), (scipy_qr, scipy_tau)):
q = qr_q_from_reflectors(factor, tau)
r = np.triu(factor[:2, :])
assert_allclose_float64(q @ r, matrix, operation_size=3)
assert np.all(np.diag(r) >= 0.0)
def test_dgeqrt_reconstructs_compact_wy_qr(prik_lapack, scipy_lapack, f2py_lapack):
original = np.array([[3.0], [4.0]], dtype=np.float64, order="F")
prik_a, f2py_a = original.copy(order="F"), original.copy(order="F")
prik_t, f2py_t = np.empty((1, 1), order="F"), np.empty((1, 1), order="F")
prik_scalars = prik_lapack.dgeqrt(
np.int32(2), np.int32(1), np.int32(1), prik_a, np.int32(2), prik_t, np.int32(1), np.empty(1), np.int32(0)
)
f2py_result = f2py_lapack.dgeqrt(2, 1, 1, f2py_a, f2py_t, np.empty(1), 0)
scipy_a, scipy_t, scipy_info = scipy_lapack.dgeqrt(1, original.copy(order="F"))
assert f2py_result is None
assert prik_scalars[-1] == scipy_info == 0
for factor, compact_t in ((prik_a, prik_t), (f2py_a, f2py_t), (scipy_a, scipy_t)):
vector = np.array([1.0, factor[1, 0]])
q = np.eye(2) - compact_t[0, 0] * np.outer(vector, vector)
assert_orthogonal(q)
assert_allclose_float64(q @ np.array([[factor[0, 0]], [0.0]]), original, operation_size=2)
def test_dgerqf_reconstructs_rq_factorization(prik_lapack, scipy_lapack, f2py_lapack):
matrix = np.array([[3.0, 4.0]], dtype=np.float64, order="F")
prik_a, f2py_a = matrix.copy(order="F"), matrix.copy(order="F")
prik_tau, f2py_tau = np.empty(1), np.empty(1)
prik_scalars = prik_lapack.dgerqf(
np.int32(1), np.int32(2), prik_a, np.int32(1), prik_tau, np.empty(64), np.int32(64), np.int32(0)
)
f2py_result = f2py_lapack.dgerqf(1, 2, f2py_a, f2py_tau, np.empty(64), 64, 0)
scipy_rq, scipy_tau, _work, scipy_info = scipy_lapack.dgerqf(matrix.copy(order="F"), lwork=64)
assert f2py_result is None
assert prik_scalars[-1] == scipy_info == 0
for factor, tau in ((prik_a, prik_tau), (f2py_a, f2py_tau), (scipy_rq, scipy_tau)):
vector = np.array([factor[0, 0], 1.0])
q = np.eye(2) - tau[0] * np.outer(vector, vector)
assert_allclose_float64(np.array([[0.0, factor[0, 1]]]) @ q, matrix, operation_size=2)
def test_dorgqr_forms_explicit_orthogonal_q(prik_lapack, scipy_lapack, f2py_lapack):
matrix = np.array([[1.0, 2.0], [3.0, 4.0], [5.0, 7.0]], dtype=np.float64)
factor, tau, _work, factor_info = scipy_lapack.dgeqrf(matrix.copy(order="F"), lwork=16)
assert factor_info == 0
r = np.triu(factor[:2, :])
prik_q, f2py_q = column_major(factor), column_major(factor)
prik_scalars = prik_lapack.dorgqr(
np.int32(3), np.int32(2), np.int32(2), prik_q, np.int32(3), tau.copy(), np.empty(16), np.int32(16), np.int32(0)
)
f2py_result = f2py_lapack.dorgqr(3, 2, 2, f2py_q, tau.copy(), np.empty(16), 16, 0)
scipy_q, _scipy_work, scipy_info = scipy_lapack.dorgqr(factor.copy(order="F"), tau.copy(), lwork=16)
assert prik_scalars == (3, 2, 2, 3, 16, 0)
assert f2py_result is None
assert scipy_info == 0
for q in (prik_q, f2py_q, scipy_q):
assert_orthogonal(q)
assert_allclose_float64(q @ r, matrix, operation_size=3)
assert_allclose_float64(prik_q, scipy_q, operation_size=3)
assert_allclose_float64(f2py_q, scipy_q, operation_size=3)
def test_dorgrq_forms_explicit_row_orthogonal_q(prik_lapack, scipy_lapack, f2py_lapack):
matrix = np.array([[3.0, 4.0]], dtype=np.float64, order="F")
factor, tau, _work, factor_info = scipy_lapack.dgerqf(matrix.copy(order="F"), lwork=64)
assert factor_info == 0
r = factor[0, 1]
prik_q, f2py_q = factor.copy(order="F"), factor.copy(order="F")
prik_scalars = prik_lapack.dorgrq(
np.int32(1), np.int32(2), np.int32(1), prik_q, np.int32(1), tau.copy(), np.empty(64), np.int32(64), np.int32(0)
)
f2py_result = f2py_lapack.dorgrq(1, 2, 1, f2py_q, tau.copy(), np.empty(64), 64, 0)
scipy_q, _work, scipy_info = scipy_lapack.dorgrq(factor.copy(order="F"), tau.copy(), lwork=64)
assert f2py_result is None
assert prik_scalars[-1] == scipy_info == 0
for q in (prik_q, f2py_q, scipy_q):
assert_allclose_float64(q @ q.T, np.eye(1), operation_size=2)
assert_allclose_float64(r * q, matrix, operation_size=2)
def test_dormqr_applies_qr_reflectors(prik_lapack, scipy_lapack, f2py_lapack):
source = np.array([[3.0], [4.0]], dtype=np.float64, order="F")
factor, tau, _work, factor_info = scipy_lapack.dgeqrf(source.copy(order="F"), lwork=64)
assert factor_info == 0
reflector = np.array([1.0, factor[1, 0]], dtype=np.float64)
q = np.eye(2, dtype=np.float64) - tau[0] * np.outer(reflector, reflector)
target = np.array([[2.0], [1.0]], dtype=np.float64, order="F")
expected = q @ target
prik_c, f2py_c = target.copy(order="F"), target.copy(order="F")
prik_scalars = prik_lapack.dormqr(
"L",
"N",
np.int32(2),
np.int32(1),
np.int32(1),
factor,
np.int32(2),
tau,
prik_c,
np.int32(2),
np.empty(64),
np.int32(64),
np.int32(0),
)
f2py_result = f2py_lapack.dormqr(b"L", b"N", 2, 1, 1, factor, tau, f2py_c, np.empty(64), 64, 0)
scipy_c, _work, scipy_info = scipy_lapack.dormqr(b"L", b"N", factor, tau, target.copy(order="F"), 64)
assert f2py_result is None
assert prik_scalars[-1] == scipy_info == 0
assert_allclose_float64(prik_c, expected, operation_size=2)
assert_allclose_float64(f2py_c, expected, operation_size=2)
assert_allclose_float64(scipy_c, expected, operation_size=2)
def test_dormrz_applies_rz_reflector(prik_lapack, scipy_lapack, f2py_lapack):
source = np.array([[3.0, 4.0]], dtype=np.float64, order="F")
factor, tau, factor_info = scipy_lapack.dtzrzf(source.copy(order="F"), lwork=64)
assert factor_info == 0
vector = np.array([1.0, factor[0, 1]])
z = np.eye(2) - tau[0] * np.outer(vector, vector)
target = np.array([[2.0, 1.0]], dtype=np.float64, order="F")
expected = target @ z
prik_c, f2py_c = target.copy(order="F"), target.copy(order="F")
prik_scalars = prik_lapack.dormrz(
"R",
"N",
np.int32(1),
np.int32(2),
np.int32(1),
np.int32(1),
factor,
np.int32(1),
tau,
prik_c,
np.int32(1),
np.empty(64),
np.int32(64),
np.int32(0),
)
f2py_result = f2py_lapack.dormrz(b"R", b"N", 1, 2, 1, 1, factor, tau, f2py_c, np.empty(64), 64, 0)
scipy_c, scipy_info = scipy_lapack.dormrz(factor, tau, target.copy(order="F"), side=b"R", trans=b"N", lwork=64)
assert f2py_result is None
assert prik_scalars[-1] == scipy_info == 0
assert_allclose_float64(prik_c, expected, operation_size=2)
assert_allclose_float64(f2py_c, expected, operation_size=2)
assert_allclose_float64(scipy_c, expected, operation_size=2)
def test_dtpmqrt_applies_triangular_pentagonal_reflector(prik_lapack, scipy_lapack, f2py_lapack):
top = np.array([[2.0]], dtype=np.float64, order="F")
bottom = np.array([[3.0]], dtype=np.float64, order="F")
_factor_a, factor_b, compact_t, factor_info = scipy_lapack.dtpqrt(0, 1, top.copy(order="F"), bottom.copy(order="F"))
assert factor_info == 0
vector = np.array([1.0, factor_b[0, 0]])
q = np.eye(2) - compact_t[0, 0] * np.outer(vector, vector)
target_a = np.array([[4.0]], dtype=np.float64, order="F")
target_b = np.array([[5.0]], dtype=np.float64, order="F")
expected = q @ np.vstack((target_a, target_b))
prik_a, prik_b = target_a.copy(order="F"), target_b.copy(order="F")
f2py_a, f2py_b = target_a.copy(order="F"), target_b.copy(order="F")
prik_scalars = prik_lapack.dtpmqrt(
"L",
"N",
np.int32(1),
np.int32(1),
np.int32(1),
np.int32(0),
np.int32(1),
factor_b,
np.int32(1),
compact_t,
np.int32(1),
prik_a,
np.int32(1),
prik_b,
np.int32(1),
np.empty(1),
np.int32(0),
)
f2py_result = f2py_lapack.dtpmqrt(b"L", b"N", 1, 1, 1, 0, 1, factor_b, compact_t, f2py_a, f2py_b, np.empty(1), 0)
scipy_a, scipy_b, scipy_info = scipy_lapack.dtpmqrt(
0, factor_b, compact_t, target_a.copy(order="F"), target_b.copy(order="F"), side=b"L", trans=b"N"
)
assert f2py_result is None
assert prik_scalars[-1] == scipy_info == 0
assert_allclose_float64(np.vstack((prik_a, prik_b)), expected, operation_size=2)
assert_allclose_float64(np.vstack((f2py_a, f2py_b)), expected, operation_size=2)
assert_allclose_float64(np.vstack((scipy_a, scipy_b)), expected, operation_size=2)
def test_dtpqrt_reconstructs_triangular_pentagonal_qr(prik_lapack, scipy_lapack, f2py_lapack):
top = np.array([[2.0]], dtype=np.float64, order="F")
bottom = np.array([[3.0]], dtype=np.float64, order="F")
prik_a, f2py_a = top.copy(order="F"), top.copy(order="F")
prik_b, f2py_b = bottom.copy(order="F"), bottom.copy(order="F")
prik_t, f2py_t = np.empty((1, 1), order="F"), np.empty((1, 1), order="F")
prik_scalars = prik_lapack.dtpqrt(
np.int32(1),
np.int32(1),
np.int32(0),
np.int32(1),
prik_a,
np.int32(1),
prik_b,
np.int32(1),
prik_t,
np.int32(1),
np.empty(1),
np.int32(0),
)
f2py_result = f2py_lapack.dtpqrt(1, 1, 0, 1, f2py_a, f2py_b, f2py_t, np.empty(1), 0)
scipy_a, scipy_b, scipy_t, scipy_info = scipy_lapack.dtpqrt(0, 1, top.copy(order="F"), bottom.copy(order="F"))
assert f2py_result is None
assert prik_scalars[-1] == scipy_info == 0
for factor_a, factor_b, compact_t in (
(prik_a, prik_b, prik_t),
(f2py_a, f2py_b, f2py_t),
(scipy_a, scipy_b, scipy_t),
):
vector = np.array([1.0, factor_b[0, 0]])
q = np.eye(2) - compact_t[0, 0] * np.outer(vector, vector)
assert_allclose_float64(q @ np.array([[factor_a[0, 0]], [0.0]]), np.vstack((top, bottom)), operation_size=2)
def test_dtzrzf_reconstructs_rz_factorization(prik_lapack, scipy_lapack, f2py_lapack):
matrix = np.array([[3.0, 4.0]], dtype=np.float64, order="F")
prik_a, f2py_a = matrix.copy(order="F"), matrix.copy(order="F")
prik_tau, f2py_tau = np.empty(1), np.empty(1)
prik_scalars = prik_lapack.dtzrzf(
np.int32(1), np.int32(2), prik_a, np.int32(1), prik_tau, np.empty(64), np.int32(64), np.int32(0)
)
f2py_result = f2py_lapack.dtzrzf(1, 2, f2py_a, f2py_tau, np.empty(64), 64, 0)
scipy_a, scipy_tau, scipy_info = scipy_lapack.dtzrzf(matrix.copy(order="F"), lwork=64)
assert f2py_result is None
assert prik_scalars[-1] == scipy_info == 0
for factor, tau in ((prik_a, prik_tau), (f2py_a, f2py_tau), (scipy_a, scipy_tau)):
vector = np.array([1.0, factor[0, 1]])
z = np.eye(2) - tau[0] * np.outer(vector, vector)
assert_allclose_float64(np.array([[factor[0, 0], 0.0]]) @ z, matrix, operation_size=2)