|
| 1 | +from __future__ import annotations |
| 2 | + |
| 3 | +import unittest |
| 4 | +import warnings |
| 5 | + |
| 6 | +import numpy |
| 7 | +import pytest |
| 8 | + |
| 9 | +import dpnp as cupy |
| 10 | +from dpnp.tests.third_party.cupy import testing |
| 11 | + |
| 12 | +if cupy.tests.helper.is_scipy_available(): |
| 13 | + import scipy.linalg |
| 14 | + |
| 15 | + |
| 16 | +# TODO: After the feature is released |
| 17 | +# requires_scipy_linalg_backend = testing.with_requires('scipy>=1.x.x') |
| 18 | +requires_scipy_linalg_backend = unittest.skip( |
| 19 | + "scipy.linalg backend feature has not been released" |
| 20 | +) |
| 21 | + |
| 22 | + |
| 23 | +@testing.parameterize( |
| 24 | + *testing.product( |
| 25 | + { |
| 26 | + "shape": [ |
| 27 | + (1, 1), |
| 28 | + (2, 2), |
| 29 | + (3, 3), |
| 30 | + (5, 5), |
| 31 | + (1, 5), |
| 32 | + (5, 1), |
| 33 | + (2, 5), |
| 34 | + (5, 2), |
| 35 | + ], |
| 36 | + } |
| 37 | + ) |
| 38 | +) |
| 39 | +@testing.fix_random() |
| 40 | +@testing.with_requires("scipy") |
| 41 | +class TestLUFactor(unittest.TestCase): |
| 42 | + |
| 43 | + @testing.for_dtypes("fdFD") |
| 44 | + def test_lu_factor(self, dtype): |
| 45 | + if self.shape[0] != self.shape[1]: |
| 46 | + self.skipTest( |
| 47 | + "skip non-square tests since scipy.lu_factor requires square" |
| 48 | + ) |
| 49 | + a_cpu = testing.shaped_random(self.shape, numpy, dtype=dtype) |
| 50 | + a_gpu = cupy.asarray(a_cpu) |
| 51 | + result_cpu = scipy.linalg.lu_factor(a_cpu) |
| 52 | + # Originally used cupyx.scipy.linalg.lu_factor |
| 53 | + result_gpu = cupy.linalg.lu_factor(a_gpu) |
| 54 | + assert len(result_cpu) == len(result_gpu) |
| 55 | + assert result_cpu[0].dtype == result_gpu[0].dtype |
| 56 | + # DPNP returns pivot indices as int64, while SciPy returns int32. |
| 57 | + # Check for the expected dtypes explicitly. |
| 58 | + # assert result_cpu[1].dtype == result_gpu[1].dtype |
| 59 | + assert result_cpu[1].dtype == cupy.int32 |
| 60 | + assert result_gpu[1].dtype == cupy.int64 |
| 61 | + testing.assert_allclose(result_cpu[0], result_gpu[0], atol=1e-5) |
| 62 | + testing.assert_array_equal(result_cpu[1], result_gpu[1]) |
| 63 | + |
| 64 | + def check_lu_factor_reconstruction(self, A): |
| 65 | + m, n = self.shape |
| 66 | + lu, piv = cupy.linalg.lu_factor(A) |
| 67 | + # extract ``L`` and ``U`` from ``lu`` |
| 68 | + L = cupy.tril(lu, k=-1) |
| 69 | + cupy.fill_diagonal(L, 1.0) |
| 70 | + L = L[:, :m] |
| 71 | + U = cupy.triu(lu) |
| 72 | + U = U[:n, :] |
| 73 | + # check output shapes |
| 74 | + assert lu.shape == (m, n) |
| 75 | + assert L.shape == (m, min(m, n)) |
| 76 | + assert U.shape == (min(m, n), n) |
| 77 | + assert piv.shape == (min(m, n),) |
| 78 | + # apply pivot (on CPU since slaswp is not available in cupy) |
| 79 | + piv = cupy.asnumpy(piv) |
| 80 | + rows = list(range(m)) |
| 81 | + for i, row in enumerate(piv): |
| 82 | + if i != row: |
| 83 | + rows[i], rows[row] = rows[row], rows[i] |
| 84 | + rows = cupy.asarray(rows) |
| 85 | + PA = A[rows] |
| 86 | + # check that reconstruction is close to original |
| 87 | + LU = L.dot(U) |
| 88 | + testing.assert_allclose(LU, PA, atol=1e-5) |
| 89 | + |
| 90 | + @testing.for_dtypes("fdFD") |
| 91 | + def test_lu_factor_reconstruction(self, dtype): |
| 92 | + A = testing.shaped_random(self.shape, cupy, dtype=dtype) |
| 93 | + self.check_lu_factor_reconstruction(A) |
| 94 | + |
| 95 | + @testing.for_dtypes("fdFD") |
| 96 | + def test_lu_factor_reconstruction_singular(self, dtype): |
| 97 | + if self.shape[0] != self.shape[1]: |
| 98 | + self.skipTest( |
| 99 | + "skip non-square tests since scipy.lu_factor requires square" |
| 100 | + ) |
| 101 | + A = testing.shaped_random(self.shape, cupy, dtype=dtype) |
| 102 | + A -= A.mean(axis=0, keepdims=True) |
| 103 | + A -= A.mean(axis=1, keepdims=True) |
| 104 | + with warnings.catch_warnings(): |
| 105 | + warnings.simplefilter("ignore", RuntimeWarning) |
| 106 | + self.check_lu_factor_reconstruction(A) |
| 107 | + |
| 108 | + |
| 109 | +@testing.parameterize( |
| 110 | + *testing.product( |
| 111 | + { |
| 112 | + "shape": [ |
| 113 | + (1, 1), |
| 114 | + (2, 2), |
| 115 | + (3, 3), |
| 116 | + (5, 5), |
| 117 | + (1, 5), |
| 118 | + (5, 1), |
| 119 | + (2, 5), |
| 120 | + (5, 2), |
| 121 | + ], |
| 122 | + "permute_l": [False, True], |
| 123 | + } |
| 124 | + ) |
| 125 | +) |
| 126 | +@testing.fix_random() |
| 127 | +@testing.with_requires("scipy") |
| 128 | +class TestLU(unittest.TestCase): |
| 129 | + @classmethod |
| 130 | + def setUpClass(cls): |
| 131 | + pytest.skip("lu() is not supported yet") |
| 132 | + |
| 133 | + @testing.for_dtypes("fdFD") |
| 134 | + def test_lu(self, dtype): |
| 135 | + a_cpu = testing.shaped_random(self.shape, numpy, dtype=dtype) |
| 136 | + a_gpu = cupy.asarray(a_cpu) |
| 137 | + result_cpu = scipy.linalg.lu(a_cpu, permute_l=self.permute_l) |
| 138 | + result_gpu = cupy.linalg.lu(a_gpu, permute_l=self.permute_l) |
| 139 | + assert len(result_cpu) == len(result_gpu) |
| 140 | + if not self.permute_l: |
| 141 | + # check permutation matrix |
| 142 | + result_cpu = list(result_cpu) |
| 143 | + result_gpu = list(result_gpu) |
| 144 | + P_cpu = result_cpu.pop(0) |
| 145 | + P_gpu = result_gpu.pop(0) |
| 146 | + cupy.testing.assert_array_equal(P_gpu, P_cpu) |
| 147 | + cupy.testing.assert_allclose(result_gpu[0], result_cpu[0], atol=1e-5) |
| 148 | + cupy.testing.assert_allclose(result_gpu[1], result_cpu[1], atol=1e-5) |
| 149 | + |
| 150 | + @testing.for_dtypes("fdFD") |
| 151 | + def test_lu_reconstruction(self, dtype): |
| 152 | + m, n = self.shape |
| 153 | + A = testing.shaped_random(self.shape, cupy, dtype=dtype) |
| 154 | + if self.permute_l: |
| 155 | + PL, U = cupy.linalg.lu(A, permute_l=self.permute_l) |
| 156 | + PLU = PL @ U |
| 157 | + else: |
| 158 | + P, L, U = cupy.linalg.lu(A, permute_l=self.permute_l) |
| 159 | + PLU = P @ L @ U |
| 160 | + # check that reconstruction is close to original |
| 161 | + cupy.testing.assert_allclose(PLU, A, atol=1e-5) |
| 162 | + |
| 163 | + |
| 164 | +@testing.parameterize( |
| 165 | + *testing.product( |
| 166 | + { |
| 167 | + "trans": [0, 1, 2], |
| 168 | + "shapes": [((4, 4), (4,)), ((5, 5), (5, 2))], |
| 169 | + } |
| 170 | + ) |
| 171 | +) |
| 172 | +@testing.fix_random() |
| 173 | +@testing.with_requires("scipy") |
| 174 | +class TestLUSolve(unittest.TestCase): |
| 175 | + |
| 176 | + @testing.for_dtypes("fdFD") |
| 177 | + @testing.numpy_cupy_allclose(atol=1e-5, scipy_name="scp") |
| 178 | + def test_lu_solve(self, xp, scp, dtype): |
| 179 | + a_shape, b_shape = self.shapes |
| 180 | + A = testing.shaped_random(a_shape, xp, dtype=dtype) |
| 181 | + b = testing.shaped_random(b_shape, xp, dtype=dtype) |
| 182 | + lu = scp.linalg.lu_factor(A) |
| 183 | + return scp.linalg.lu_solve(lu, b, trans=self.trans) |
| 184 | + |
| 185 | + @requires_scipy_linalg_backend |
| 186 | + @testing.for_dtypes("fdFD") |
| 187 | + @testing.numpy_cupy_allclose(atol=1e-5) |
| 188 | + def test_lu_solve_backend(self, xp, dtype): |
| 189 | + a_shape, b_shape = self.shapes |
| 190 | + A = testing.shaped_random(a_shape, xp, dtype=dtype) |
| 191 | + b = testing.shaped_random(b_shape, xp, dtype=dtype) |
| 192 | + if xp is numpy: |
| 193 | + lu = scipy.linalg.lu_factor(A) |
| 194 | + backend = "scipy" |
| 195 | + else: |
| 196 | + lu = cupy.linalg.lu_factor(A) |
| 197 | + backend = cupy.linalg |
| 198 | + with scipy.linalg.set_backend(backend): |
| 199 | + out = scipy.linalg.lu_solve(lu, b, trans=self.trans) |
| 200 | + return out |
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