Add test of lower/upper flags

Author: jessegrabowski

tests/tensor/linalg/test_rewriting.py

@@ -251,3 +251,53 @@ def test_decomposition_reused_preserves_check_finite(assume_a, counter):
         assert fn_opt(A_valid, b1_valid * np.nan, b2_valid)
     with pytest.raises(ValueError, match="array must not contain infs or NaNs"):
         assert fn_opt(A_valid * np.nan, b1_valid, b2_valid)
+
+
+@pytest.mark.parametrize(
+    "lower_first", [True, False], ids=["lower_first", "upper_first"]
+)
+def test_cho_solve_handles_lower_flags(lower_first):
+    rewrite_name = reuse_decomposition_multiple_solves.__name__
+    A = tensor("A", shape=(5, None))
+    b = tensor("b", shape=(5,))
+
+    x1 = solve(A, b, assume_a="pos", lower=lower_first, check_finite=False)
+    x2 = solve(A.mT, b, assume_a="pos", lower=not lower_first, check_finite=False)
+
+    dx1_dA = grad(x1.sum(), A)
+    dx2_dA = grad(x2.sum(), A)
+
+    fn = function([A, b], [x1, dx1_dA, x2, dx2_dA])
+    fn_no_rewrite = function(
+        [A, b],
+        [x1, dx1_dA, x2, dx2_dA],
+        mode=get_default_mode().excluding(rewrite_name),
+    )
+
+    rng = np.random.default_rng()
+    L_values = rng.normal(size=(5, 5)).astype(config.floatX)
+    A_values = L_values @ L_values.T  # Ensure A is positive definite
+
+    if lower_first:
+        A_values[np.triu_indices(5, k=1)] = np.nan
+    else:
+        A_values[np.tril_indices(5, k=-1)] = np.nan
+
+    b_values = rng.normal(size=(5,)).astype(config.floatX)
+
+    # This computation should not raise an error, and none of them should be NaN
+    res = fn(A_values, b_values)
+    expected_res = fn_no_rewrite(A_values, b_values)
+
+    for x, expected_x in zip(res, expected_res):
+        assert np.isfinite(x).all()
+        np.testing.assert_allclose(
+            x,
+            expected_x,
+            atol=1e-6 if config.floatX == "float64" else 1e-3,
+            rtol=1e-6 if config.floatX == "float64" else 1e-3,
+        )
+
+    # If we put the NaN in the wrong place, it should raise an error
+    with pytest.raises(np.linalg.LinAlgError):
+        fn(A_values.T, b_values)