{-# LANGUAGE CPP #-} {-# OPTIONS_GHC -fno-warn-unused-imports -fno-warn-incomplete-patterns #-} ----------------------------------------------------------------------------- {- | Module : Numeric.LinearAlgebra.Tests Copyright : (c) Alberto Ruiz 2007-9 License : GPL-style Maintainer : Alberto Ruiz (aruiz at um dot es) Stability : provisional Portability : portable Some tests. -} module Numeric.LinearAlgebra.Tests( -- module Numeric.LinearAlgebra.Tests.Instances, -- module Numeric.LinearAlgebra.Tests.Properties, qCheck, runTests, runBenchmarks --, runBigTests ) where import Numeric.LinearAlgebra import Numeric.LinearAlgebra.LAPACK import Numeric.LinearAlgebra.Tests.Instances import Numeric.LinearAlgebra.Tests.Properties import Test.HUnit hiding ((~:),test,Testable) import System.Info import Data.List(foldl1') import Numeric.GSL import Prelude hiding ((^)) import qualified Prelude import System.CPUTime import Text.Printf #include "Tests/quickCheckCompat.h" a ^ b = a Prelude.^ (b :: Int) utest str b = TestCase $ assertBool str b a ~~ b = fromList a |~| fromList b feye n = flipud (ident n) :: Matrix Double detTest1 = det m == 26 && det mc == 38 :+ (-3) && det (feye 2) == -1 where m = (3><3) [ 1, 2, 3 , 4, 5, 7 , 2, 8, 4 :: Double ] mc = (3><3) [ 1, 2, 3 , 4, 5, 7 , 2, 8, i ] -------------------------------------------------------------------- polyEval cs x = foldr (\c ac->ac*x+c) 0 cs polySolveProp p = length p <2 || last p == 0|| 1E-8 > maximum (map magnitude $ map (polyEval (map (:+0) p)) (polySolve p)) --------------------------------------------------------------------- quad f a b = fst $ integrateQAGS 1E-9 100 f a b -- A multiple integral can be easily defined using partial application quad2 f a b g1 g2 = quad h a b where h x = quad (f x) (g1 x) (g2 x) volSphere r = 8 * quad2 (\x y -> sqrt (r*r-x*x-y*y)) 0 r (const 0) (\x->sqrt (r*r-x*x)) --------------------------------------------------------------------- derivTest = abs (d (\x-> x * d (\y-> x+y) 1) 1 - 1) < 1E-10 where d f x = fst $ derivCentral 0.01 f x --------------------------------------------------------------------- -- besselTest = utest "bessel_J0_e" ( abs (r-expected) < e ) -- where (r,e) = bessel_J0_e 5.0 -- expected = -0.17759677131433830434739701 -- exponentialTest = utest "exp_e10_e" ( abs (v*10^e - expected) < 4E-2 ) -- where (v,e,_err) = exp_e10_e 30.0 -- expected = exp 30.0 --------------------------------------------------------------------- nd1 = (3><3) [ 1/2, 1/4, 1/4 , 0/1, 1/2, 1/4 , 1/2, 1/4, 1/2 :: Double] nd2 = (2><2) [1, 0, 1, 1:: Complex Double] expmTest1 = expm nd1 :~14~: (3><3) [ 1.762110887278176 , 0.478085470590435 , 0.478085470590435 , 0.104719410945666 , 1.709751181805343 , 0.425725765117601 , 0.851451530235203 , 0.530445176063267 , 1.814470592751009 ] expmTest2 = expm nd2 :~15~: (2><2) [ 2.718281828459045 , 0.000000000000000 , 2.718281828459045 , 2.718281828459045 ] --------------------------------------------------------------------- minimizationTest = TestList [ utest "minimization conjugatefr" (minim1 f df [5,7] ~~ [1,2]) , utest "minimization nmsimplex2" (minim2 f [5,7] `elem` [24,25]) ] where f [x,y] = 10*(x-1)^2 + 20*(y-2)^2 + 30 df [x,y] = [20*(x-1), 40*(y-2)] minim1 g dg ini = fst $ minimizeD ConjugateFR 1E-3 30 1E-2 1E-4 g dg ini minim2 g ini = rows $ snd $ minimize NMSimplex2 1E-2 30 [1,1] g ini --------------------------------------------------------------------- rootFindingTest = TestList [ utest "root Hybrids" (fst sol1 ~~ [1,1]) , utest "root Newton" (rows (snd sol2) == 2) ] where sol1 = root Hybrids 1E-7 30 (rosenbrock 1 10) [-10,-5] sol2 = rootJ Newton 1E-7 30 (rosenbrock 1 10) (jacobian 1 10) [-10,-5] rosenbrock a b [x,y] = [ a*(1-x), b*(y-x^2) ] jacobian a b [x,_y] = [ [-a , 0] , [-2*b*x, b] ] --------------------------------------------------------------------- odeTest = utest "ode" (last (toLists sol) ~~ [-1.7588880332411019, 8.364348908711941e-2]) where sol = odeSolveV RK8pd 1E-6 1E-6 0 (l2v $ vanderpol 10) Nothing (fromList [1,0]) ts ts = linspace 101 (0,100) l2v f = \t -> fromList . f t . toList vanderpol mu _t [x,y] = [y, -x + mu * y * (1-x^2) ] --------------------------------------------------------------------- fittingTest = utest "levmar" (ok1 && ok2) where xs = map return [0 .. 39] sigma = 0.1 ys = map return $ toList $ fromList (map (head . expModel [5,0.1,1]) xs) + scalar sigma * (randomVector 0 Gaussian 40) dats = zip xs (zip ys (repeat sigma)) dat = zip xs ys expModel [a,lambda,b] [t] = [a * exp (-lambda * t) + b] expModelDer [a,lambda,_b] [t] = [[exp (-lambda * t), -t * a * exp(-lambda*t) , 1]] sols = fst $ fitModelScaled 1E-4 1E-4 20 (expModel, expModelDer) dats [1,0,0] sol = fst $ fitModel 1E-4 1E-4 20 (expModel, expModelDer) dat [1,0,0] ok1 = and (zipWith f sols [5,0.1,1]) where f (x,d) r = abs (x-r)<2*d ok2 = pnorm PNorm2 (fromList (map fst sols) - fromList sol) < 1E-5 ----------------------------------------------------- mbCholTest = utest "mbCholTest" (ok1 && ok2) where m1 = (2><2) [2,5,5,8 :: Double] m2 = (2><2) [3,5,5,9 :: Complex Double] ok1 = mbCholSH m1 == Nothing ok2 = mbCholSH m2 == Just (chol m2) --------------------------------------------------------------------- randomTestGaussian = c :~1~: snd (meanCov dat) where a = (3><3) [1,2,3, 2,4,0, -2,2,1] m = 3 |> [1,2,3] c = a <> trans a dat = gaussianSample 7 (10^6) m c randomTestUniform = c :~1~: snd (meanCov dat) where c = diag $ 3 |> map ((/12).(^2)) [1,2,3] dat = uniformSample 7 (10^6) [(0,1),(1,3),(3,6)] --------------------------------------------------------------------- rot :: Double -> Matrix Double rot a = (3><3) [ c,0,s , 0,1,0 ,-s,0,c ] where c = cos a s = sin a rotTest = fun (10^5) :~12~: rot 5E4 where fun n = foldl1' (<>) (map rot angles) where angles = toList $ linspace n (0,1) -- | All tests must pass with a maximum dimension of about 20 -- (some tests may fail with bigger sizes due to precision loss). runTests :: Int -- ^ maximum dimension -> IO () runTests n = do setErrorHandlerOff let test p = qCheck n p putStrLn "------ mult" test (multProp1 . rConsist) test (multProp1 . cConsist) test (multProp2 . rConsist) test (multProp2 . cConsist) putStrLn "------ sub-trans" test (subProp . rM) test (subProp . cM) putStrLn "------ lu" test (luProp . rM) test (luProp . cM) putStrLn "------ inv (linearSolve)" test (invProp . rSqWC) test (invProp . cSqWC) putStrLn "------ luSolve" test (linearSolveProp (luSolve.luPacked) . rSqWC) test (linearSolveProp (luSolve.luPacked) . cSqWC) putStrLn "------ cholSolve" test (linearSolveProp (cholSolve.chol) . rPosDef) test (linearSolveProp (cholSolve.chol) . cPosDef) putStrLn "------ luSolveLS" test (linearSolveProp linearSolveLS . rSqWC) test (linearSolveProp linearSolveLS . cSqWC) test (linearSolveProp2 linearSolveLS . rConsist) test (linearSolveProp2 linearSolveLS . cConsist) putStrLn "------ pinv (linearSolveSVD)" test (pinvProp . rM) test (pinvProp . cM) putStrLn "------ det" test (detProp . rSqWC) test (detProp . cSqWC) putStrLn "------ svd" test (svdProp1 . rM) test (svdProp1 . cM) test (svdProp1a svdR) test (svdProp1a svdC) test (svdProp1a svdRd) test (svdProp1b svdR) test (svdProp1b svdC) test (svdProp1b svdRd) test (svdProp2 thinSVDR) test (svdProp2 thinSVDC) test (svdProp2 thinSVDRd) test (svdProp2 thinSVDCd) test (svdProp3 . rM) test (svdProp3 . cM) test (svdProp4 . rM) test (svdProp4 . cM) test (svdProp5a) test (svdProp5b) test (svdProp6a) test (svdProp6b) test (svdProp7 . rM) test (svdProp7 . cM) putStrLn "------ svdCd" #ifdef NOZGESDD putStrLn "Omitted" #else test (svdProp1a svdCd) test (svdProp1b svdCd) #endif putStrLn "------ eig" test (eigSHProp . rHer) test (eigSHProp . cHer) test (eigProp . rSq) test (eigProp . cSq) test (eigSHProp2 . rHer) test (eigSHProp2 . cHer) test (eigProp2 . rSq) test (eigProp2 . cSq) putStrLn "------ nullSpace" test (nullspaceProp . rM) test (nullspaceProp . cM) putStrLn "------ qr" test (qrProp . rM) test (qrProp . cM) test (rqProp . rM) test (rqProp . cM) putStrLn "------ hess" test (hessProp . rSq) test (hessProp . cSq) putStrLn "------ schur" test (schurProp2 . rSq) test (schurProp1 . cSq) putStrLn "------ chol" test (cholProp . rPosDef) test (cholProp . cPosDef) putStrLn "------ expm" test (expmDiagProp . rSqWC) test (expmDiagProp . cSqWC) putStrLn "------ fft" test (\v -> ifft (fft v) |~| v) putStrLn "------ vector operations" test (\u -> sin u ^ 2 + cos u ^ 2 |~| (1::RM)) test $ (\u -> sin u ^ 2 + cos u ^ 2 |~| (1::CM)) . liftMatrix makeUnitary test (\u -> sin u ** 2 + cos u ** 2 |~| (1::RM)) test (\u -> cos u * tan u |~| sin (u::RM)) test $ (\u -> cos u * tan u |~| sin (u::CM)) . liftMatrix makeUnitary putStrLn "------ read . show" test (\m -> (m::RM) == read (show m)) test (\m -> (m::CM) == read (show m)) test (\m -> toRows (m::RM) == read (show (toRows m))) test (\m -> toRows (m::CM) == read (show (toRows m))) putStrLn "------ some unit tests" _ <- runTestTT $ TestList [ utest "1E5 rots" rotTest , utest "det1" detTest1 , utest "expm1" (expmTest1) , utest "expm2" (expmTest2) , utest "arith1" $ ((ones (100,100) * 5 + 2)/0.5 - 7)**2 |~| (49 :: RM) , utest "arith2" $ ((scalar (1+i) * ones (100,100) * 5 + 2)/0.5 - 7)**2 |~| ( scalar (140*i-51) :: CM) , utest "arith3" $ exp (scalar i * ones(10,10)*pi) + 1 |~| 0 , utest "<\\>" $ (3><2) [2,0,0,3,1,1::Double] <\> 3|>[4,9,5] |~| 2|>[2,3] -- , utest "gamma" (gamma 5 == 24.0) -- , besselTest -- , exponentialTest , utest "deriv" derivTest , utest "integrate" (abs (volSphere 2.5 - 4/3*pi*2.5^3) < 1E-8) , utest "polySolve" (polySolveProp [1,2,3,4]) , minimizationTest , rootFindingTest , utest "randomGaussian" randomTestGaussian , utest "randomUniform" randomTestUniform , utest "buildVector/Matrix" $ comp (10 |> [0::Double ..]) == buildVector 10 fromIntegral && ident 5 == buildMatrix 5 5 (\(r,c) -> if r==c then 1::Double else 0) , utest "rank" $ rank ((2><3)[1,0,0,1,6*eps,0]) == 1 && rank ((2><3)[1,0,0,1,7*eps,0]) == 2 , utest "block" $ fromBlocks [[ident 3,0],[0,ident 4]] == (ident 7 :: CM) , odeTest , fittingTest , mbCholTest ] return () makeUnitary v | realPart n > 1 = v / scalar n | otherwise = v where n = sqrt (conj v <.> v) -- -- | Some additional tests on big matrices. They take a few minutes. -- runBigTests :: IO () -- runBigTests = undefined -------------------------------------------------------------------------------- -- | Performance measurements. runBenchmarks :: IO () runBenchmarks = do solveBench subBench multBench svdBench eigBench putStrLn "" -------------------------------- time msg act = do putStr (msg++" ") t0 <- getCPUTime act `seq` putStr " " t1 <- getCPUTime printf "%6.2f s CPU\n" $ (fromIntegral (t1 - t0) / (10^12 :: Double)) :: IO () return () -------------------------------- manymult n = foldl1' (<>) (map rot2 angles) where angles = toList $ linspace n (0,1) rot2 :: Double -> Matrix Double rot2 a = (3><3) [ c,0,s , 0,1,0 ,-s,0,c ] where c = cos a s = sin a multb n = foldl1' (<>) (replicate (10^6) (ident n :: Matrix Double)) -------------------------------- subBench = do putStrLn "" let g = foldl1' (.) (replicate (10^5) (\v -> subVector 1 (dim v -1) v)) time "0.1M subVector " (g (constant 1 (1+10^5) :: Vector Double) @> 0) let f = foldl1' (.) (replicate (10^5) (fromRows.toRows)) time "subVector-join 3" (f (ident 3 :: Matrix Double) @@>(0,0)) time "subVector-join 10" (f (ident 10 :: Matrix Double) @@>(0,0)) -------------------------------- multBench = do let a = ident 1000 :: Matrix Double let b = ident 2000 :: Matrix Double a `seq` b `seq` putStrLn "" time "product of 1M different 3x3 matrices" (manymult (10^6)) putStrLn "" time "product of 1M constant 1x1 matrices" (multb 1) time "product of 1M constant 3x3 matrices" (multb 3) --time "product of 1M constant 5x5 matrices" (multb 5) time "product of 1M const. 10x10 matrices" (multb 10) --time "product of 1M const. 15x15 matrices" (multb 15) time "product of 1M const. 20x20 matrices" (multb 20) --time "product of 1M const. 25x25 matrices" (multb 25) putStrLn "" time "product (1000 x 1000)<>(1000 x 1000)" (a<>a) time "product (2000 x 2000)<>(2000 x 2000)" (b<>b) -------------------------------- eigBench = do let m = reshape 1000 (randomVector 777 Uniform (1000*1000)) s = m + trans m m `seq` s `seq` putStrLn "" time "eigenvalues symmetric 1000x1000" (eigenvaluesSH' m) time "eigenvectors symmetric 1000x1000" (snd $ eigSH' m) time "eigenvalues general 1000x1000" (eigenvalues m) time "eigenvectors general 1000x1000" (snd $ eig m) -------------------------------- svdBench = do let a = reshape 500 (randomVector 777 Uniform (3000*500)) b = reshape 1000 (randomVector 777 Uniform (1000*1000)) fv (_,_,v) = v@@>(0,0) a `seq` b `seq` putStrLn "" time "singular values 3000x500" (singularValues a) time "thin svd 3000x500" (fv $ thinSVD a) time "full svd 3000x500" (fv $ svd a) time "singular values 1000x1000" (singularValues b) time "full svd 1000x1000" (fv $ svd b) -------------------------------- solveBenchN n = do let x = uniformSample 777 (2*n) (replicate n (-1,1)) a = trans x <> x b = asColumn $ randomVector 666 Uniform n a `seq` b `seq` putStrLn "" time ("svd solve " ++ show n) (linearSolveSVD a b) time (" ls solve " ++ show n) (linearSolveLS a b) time (" solve " ++ show n) (linearSolve a b) time ("cholSolve " ++ show n) (cholSolve (chol a) b) solveBench = do solveBenchN 500 solveBenchN 1000 -- solveBenchN 1500