pyerrors/tests/test_linalg.py

import autograd.numpy as np
import math
import pyerrors as pe
import pytest

np.random.seed(0)


def test_matrix_functions():
    dim = 3 + int(4 * np.random.rand())
    print(dim)
    matrix = []
    for i in range(dim):
        row = []
        for j in range(dim):
            row.append(pe.pseudo_Obs(np.random.rand(), 0.2 + 0.1 * np.random.rand(), 'e1'))
        matrix.append(row)
    matrix = np.array(matrix) @ np.identity(dim)

    # Check inverse of matrix
    inv = pe.linalg.mat_mat_op(np.linalg.inv, matrix)
    check_inv = matrix @ inv

    for (i, j), entry in np.ndenumerate(check_inv):
        entry.gamma_method()
        if(i == j):
            assert math.isclose(entry.value, 1.0, abs_tol=1e-9), 'value ' + str(i) + ',' + str(j) + ' ' + str(entry.value)
        else:
            assert math.isclose(entry.value, 0.0, abs_tol=1e-9), 'value ' + str(i) + ',' + str(j) + ' ' + str(entry.value)
        assert math.isclose(entry.dvalue, 0.0, abs_tol=1e-9), 'dvalue ' + str(i) + ',' + str(j) + ' ' + str(entry.dvalue)

    # Check Cholesky decomposition
    sym = np.dot(matrix, matrix.T)
    cholesky = pe.linalg.mat_mat_op(np.linalg.cholesky, sym)
    check = cholesky @ cholesky.T

    for (i, j), entry in np.ndenumerate(check):
        diff = entry - sym[i, j]
        diff.gamma_method()
        assert math.isclose(diff.value, 0.0, abs_tol=1e-9), 'value ' + str(i) + ',' + str(j)
        assert math.isclose(diff.dvalue, 0.0, abs_tol=1e-9), 'dvalue ' + str(i) + ',' + str(j)

    # Check eigh
    e, v = pe.linalg.eigh(sym)
    for i in range(dim):
        tmp = sym @ v[:, i] - v[:, i] * e[i]
        for j in range(dim):
            tmp[j].gamma_method()
            assert math.isclose(tmp[j].value, 0.0, abs_tol=1e-9), 'value ' + str(i) + ',' + str(j)
            assert math.isclose(tmp[j].dvalue, 0.0, abs_tol=1e-9), 'dvalue ' + str(i) + ',' + str(j)