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Use testsets in cholesky test #22138

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May 31, 2017
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Use testsets in cholesky test #22138

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36 changes: 15 additions & 21 deletions test/linalg/cholesky.jl
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Original file line number Diff line number Diff line change
@@ -1,11 +1,10 @@
# This file is a part of Julia. License is MIT: https://julialang.org/license

debug = false

using Base.Test

using Base.LinAlg: BlasComplex, BlasFloat, BlasReal, QRPivoted, PosDefException

@testset "core functionality" begin
n = 10

# Split n into 2 parts for tests needing two matrices
Expand Down Expand Up @@ -152,14 +151,7 @@ for eltya in (Float32, Float64, Complex64, Complex128, BigFloat, Int)
εb = eps(abs(float(one(eltyb))))
ε = max(εa,εb)

debug && println("\ntype of a: ", eltya, " type of b: ", eltyb, "\n")
let Bs = b
for atype in ("Array", "SubArray")
if atype == "Array"
b = Bs
else
b = view(Bs, 1:n, 1)
end
for b in (b, view(b, 1:n, 1)) # Array and SubArray

# Test error bound on linear solver: LAWNS 14, Theorem 2.1
# This is a surprisingly loose bound
Expand All @@ -175,7 +167,6 @@ debug && println("\ntype of a: ", eltya, " type of b: ", eltyb, "\n")
end
@test_throws DimensionMismatch lapd\RowVector(ones(n))

debug && println("pivoted Cholesky decomposition")
if eltya != BigFloat && eltyb != BigFloat # Note! Need to implement pivoted Cholesky decomposition in julia

@test norm(apd * (cpapd\b) - b)/norm(b) <= ε*κ*n # Ad hoc, revisit
Expand All @@ -192,8 +183,7 @@ debug && println("pivoted Cholesky decomposition")
end
end

begin
# Cholesky factor of Matrix with non-commutative elements, here 2x2-matrices
@testset "Cholesky factor of Matrix with non-commutative elements, here 2x2-matrices" begin
X = Matrix{Float64}[0.1*rand(2,2) for i in 1:3, j = 1:3]
L = full(Base.LinAlg._chol!(X*X', LowerTriangular)[1])
U = full(Base.LinAlg._chol!(X*X', UpperTriangular)[1])
Expand All @@ -204,6 +194,7 @@ begin
end

# Test generic cholfact!
@testset "generic cholfact!" begin
for elty in (Float32, Float64, Complex{Float32}, Complex{Float64})
if elty <: Complex
A = complex.(randn(5,5), randn(5,5))
Expand All @@ -214,9 +205,11 @@ for elty in (Float32, Float64, Complex{Float32}, Complex{Float64})
@test full(cholfact(A)[:L]) ≈ full(invoke(Base.LinAlg._chol!, Tuple{AbstractMatrix, Type{LowerTriangular}}, copy(A), LowerTriangular)[1])
@test full(cholfact(A)[:U]) ≈ full(invoke(Base.LinAlg._chol!, Tuple{AbstractMatrix, Type{UpperTriangular}}, copy(A), UpperTriangular)[1])
end
end

# Test up- and downdates
let A = complex.(randn(10,5), randn(10, 5)), v = complex.(randn(5), randn(5))
@testset "cholesky up- and downdates" begin
A = complex.(randn(10,5), randn(10, 5))
v = complex.(randn(5), randn(5))
for uplo in (:U, :L)
AcA = A'A
BcB = AcA + v*v'
Expand All @@ -230,8 +223,8 @@ let A = complex.(randn(10,5), randn(10, 5)), v = complex.(randn(5), randn(5))
end
end

# issue #13243, unexpected nans in complex cholfact
let apd = [5.8525753f0 + 0.0f0im -0.79540455f0 + 0.7066077f0im 0.98274714f0 + 1.3824869f0im 2.619998f0 + 1.8532984f0im -1.8306153f0 - 1.2336911f0im 0.32275113f0 + 0.015575029f0im 2.1968813f0 + 1.0640624f0im 0.27894387f0 + 0.97911835f0im 3.0476584f0 + 0.18548489f0im 0.3842994f0 + 0.7050991f0im
@testset "issue #13243, unexpected nans in complex cholfact" begin
apd = [5.8525753f0 + 0.0f0im -0.79540455f0 + 0.7066077f0im 0.98274714f0 + 1.3824869f0im 2.619998f0 + 1.8532984f0im -1.8306153f0 - 1.2336911f0im 0.32275113f0 + 0.015575029f0im 2.1968813f0 + 1.0640624f0im 0.27894387f0 + 0.97911835f0im 3.0476584f0 + 0.18548489f0im 0.3842994f0 + 0.7050991f0im
-0.79540455f0 - 0.7066077f0im 8.313246f0 + 0.0f0im -1.8076122f0 - 0.8882447f0im 0.47806996f0 + 0.48494184f0im 0.5096429f0 - 0.5395974f0im -0.7285097f0 - 0.10360408f0im -1.1760061f0 - 2.7146957f0im -0.4271084f0 + 0.042899966f0im -1.7228563f0 + 2.8335886f0im 1.8942566f0 + 0.6389735f0im
0.98274714f0 - 1.3824869f0im -1.8076122f0 + 0.8882447f0im 9.367975f0 + 0.0f0im -0.1838578f0 + 0.6468568f0im -1.8338387f0 + 0.7064959f0im 0.041852742f0 - 0.6556877f0im 2.5673025f0 + 1.9732997f0im -1.1148382f0 - 0.15693812f0im 2.4704504f0 - 1.0389464f0im 1.0858271f0 - 1.298006f0im
2.619998f0 - 1.8532984f0im 0.47806996f0 - 0.48494184f0im -0.1838578f0 - 0.6468568f0im 3.1117508f0 + 0.0f0im -1.956626f0 + 0.22825956f0im 0.07081801f0 - 0.31801307f0im 0.3698375f0 - 0.5400855f0im 0.80686307f0 + 1.5315914f0im 1.5649154f0 - 1.6229297f0im -0.112077385f0 + 1.2014246f0im
Expand Down Expand Up @@ -261,22 +254,23 @@ let apd = [5.8525753f0 + 0.0f0im -0.79540455f0 + 0.7066077f0im 0.98274714f0 + 1.
end
end

# Fail if non-Hermitian
@testset "throw if non-Hermitian" begin
@test_throws ArgumentError cholfact(randn(5,5))
@test_throws ArgumentError cholfact(complex.(randn(5,5), randn(5,5)))
@test_throws ArgumentError Base.LinAlg.chol!(randn(5,5))
@test_throws ArgumentError Base.LinAlg.cholfact!(randn(5,5),:U,Val{false})
@test_throws ArgumentError Base.LinAlg.cholfact!(randn(5,5),:U,Val{true})
@test_throws ArgumentError cholfact(randn(5,5),:U,Val{false})
end

# Fail for non-BLAS element types
@testset "fail for non-BLAS element types" begin
@test_throws ArgumentError cholfact!(Hermitian(rand(Float16, 5,5)), Val{true})
end

@testset "throw for non positive matrix" begin
@testset "throw for non positive definite matrix" begin
for T in (Float32, Float64, Complex64, Complex128)
A = T[1 2; 2 1]; B = T[1, 1]
C = cholfact(A)
@show typeof(A), typeof(B), typeof(C.factors)
@test_throws PosDefException C\B
@test_throws PosDefException det(C)
@test_throws PosDefException logdet(C)
Expand Down