cholmod.jl
# This file is a part of Julia. License is MIT: https://julialang.org/license
using SuiteSparse.CHOLMOD
using DelimitedFiles
using Test
using Random
using Serialization
using LinearAlgebra: issuccess, PosDefException
# CHOLMOD tests
Random.seed!(123)
@testset "based on deps/SuiteSparse-4.0.2/CHOLMOD/Demo/" begin
# chm_rdsp(joinpath(Sys.BINDIR, "../../deps/SuiteSparse-4.0.2/CHOLMOD/Demo/Matrix/bcsstk01.tri"))
# because the file may not exist in binary distributions and when a system suitesparse library
# is used
## Result from C program
## ---------------------------------- cholmod_demo:
## norm (A,inf) = 3.57095e+09
## norm (A,1) = 3.57095e+09
## CHOLMOD sparse: A: 48-by-48, nz 224, upper. OK
## CHOLMOD dense: B: 48-by-1, OK
## bnorm 1.97917
## Analyze: flop 6009 lnz 489
## Factorizing A
## CHOLMOD factor: L: 48-by-48 simplicial, LDL'. nzmax 489. nz 489 OK
## Ordering: AMD fl/lnz 12.3 lnz/anz 2.2
## ints in L: 782, doubles in L: 489
## factor flops 6009 nnz(L) 489 (w/no amalgamation)
## nnz(A*A'): 224
## flops / nnz(L): 12.3
## nnz(L) / nnz(A): 2.2
## analyze cputime: 0.0000
## factor cputime: 0.0000 mflop: 0.0
## solve cputime: 0.0000 mflop: 0.0
## overall cputime: 0.0000 mflop: 0.0
## peak memory usage: 0 (MB)
## residual 2.5e-19 (|Ax-b|/(|A||x|+|b|))
## residual 1.3e-19 (|Ax-b|/(|A||x|+|b|)) after iterative refinement
## rcond 9.5e-06
n = 48
A = CHOLMOD.Sparse(n, n,
CHOLMOD.SuiteSparse_long[0,1,2,3,6,9,12,15,18,20,25,30,34,36,39,43,47,52,58,
62,67,71,77,84,90,93,95,98,103,106,110,115,119,123,130,136,142,146,150,155,
161,167,174,182,189,197,207,215,224], # zero-based column pointers
CHOLMOD.SuiteSparse_long[0,1,2,1,2,3,0,2,4,0,1,5,0,4,6,1,3,7,2,8,1,3,7,8,9,
0,4,6,8,10,5,6,7,11,6,12,7,11,13,8,10,13,14,9,13,14,15,8,10,12,14,16,7,11,
12,13,16,17,0,12,16,18,1,5,13,15,19,2,4,14,20,3,13,15,19,20,21,2,4,12,16,18,
20,22,1,5,17,18,19,23,0,5,24,1,25,2,3,26,2,3,25,26,27,4,24,28,0,5,24,29,6,
11,24,28,30,7,25,27,31,8,9,26,32,8,9,25,27,31,32,33,10,24,28,30,32,34,6,11,
29,30,31,35,12,17,30,36,13,31,35,37,14,15,32,34,38,14,15,33,37,38,39,16,32,
34,36,38,40,12,17,31,35,36,37,41,12,16,17,18,23,36,40,42,13,14,15,19,37,39,
43,13,14,15,20,21,38,43,44,13,14,15,20,21,37,39,43,44,45,12,16,17,22,36,40,
42,46,12,16,17,18,23,41,42,46,47],
[2.83226851852e6,1.63544753086e6,1.72436728395e6,-2.0e6,-2.08333333333e6,
1.00333333333e9,1.0e6,-2.77777777778e6,1.0675e9,2.08333333333e6,
5.55555555555e6,1.53533333333e9,-3333.33333333,-1.0e6,2.83226851852e6,
-6666.66666667,2.0e6,1.63544753086e6,-1.68e6,1.72436728395e6,-2.0e6,4.0e8,
2.0e6,-2.08333333333e6,1.00333333333e9,1.0e6,2.0e8,-1.0e6,-2.77777777778e6,
1.0675e9,-2.0e6,2.08333333333e6,5.55555555555e6,1.53533333333e9,-2.8e6,
2.8360994695e6,-30864.1975309,-5.55555555555e6,1.76741074446e6,
-15432.0987654,2.77777777778e6,517922.131816,3.89003806848e6,
-3.33333333333e6,4.29857058902e6,-2.6349902747e6,1.97572063531e9,
-2.77777777778e6,3.33333333333e8,-2.14928529451e6,2.77777777778e6,
1.52734651547e9,5.55555555555e6,6.66666666667e8,2.35916180402e6,
-5.55555555555e6,-1.09779731332e8,1.56411143711e9,-2.8e6,-3333.33333333,
1.0e6,2.83226851852e6,-30864.1975309,-5.55555555555e6,-6666.66666667,
-2.0e6,1.63544753086e6,-15432.0987654,2.77777777778e6,-1.68e6,
1.72436728395e6,-3.33333333333e6,2.0e6,4.0e8,-2.0e6,-2.08333333333e6,
1.00333333333e9,-2.77777777778e6,3.33333333333e8,-1.0e6,2.0e8,1.0e6,
2.77777777778e6,1.0675e9,5.55555555555e6,6.66666666667e8,-2.0e6,
2.08333333333e6,-5.55555555555e6,1.53533333333e9,-28935.1851852,
-2.08333333333e6,60879.6296296,-1.59791666667e6,3.37291666667e6,
-28935.1851852,2.08333333333e6,2.41171296296e6,-2.08333333333e6,
1.0e8,-2.5e6,-416666.666667,1.5e9,-833333.333333,1.25e6,5.01833333333e8,
2.08333333333e6,1.0e8,416666.666667,5.025e8,-28935.1851852,
-2.08333333333e6,-4166.66666667,-1.25e6,3.98587962963e6,-1.59791666667e6,
-8333.33333333,2.5e6,3.41149691358e6,-28935.1851852,2.08333333333e6,
-2.355e6,2.43100308642e6,-2.08333333333e6,1.0e8,-2.5e6,5.0e8,2.5e6,
-416666.666667,1.50416666667e9,-833333.333333,1.25e6,2.5e8,-1.25e6,
-3.47222222222e6,1.33516666667e9,2.08333333333e6,1.0e8,-2.5e6,
416666.666667,6.94444444444e6,2.16916666667e9,-28935.1851852,
-2.08333333333e6,-3.925e6,3.98587962963e6,-1.59791666667e6,
-38580.2469136,-6.94444444444e6,3.41149691358e6,-28935.1851852,
2.08333333333e6,-19290.1234568,3.47222222222e6,2.43100308642e6,
-2.08333333333e6,1.0e8,-4.16666666667e6,2.5e6,-416666.666667,
1.50416666667e9,-833333.333333,-3.47222222222e6,4.16666666667e8,
-1.25e6,3.47222222222e6,1.33516666667e9,2.08333333333e6,1.0e8,
6.94444444445e6,8.33333333333e8,416666.666667,-6.94444444445e6,
2.16916666667e9,-3830.95098171,1.14928529451e6,-275828.470683,
-28935.1851852,-2.08333333333e6,-4166.66666667,1.25e6,64710.5806113,
-131963.213599,-517922.131816,-2.29857058902e6,-1.59791666667e6,
-8333.33333333,-2.5e6,3.50487988027e6,-517922.131816,-2.16567078453e6,
551656.941366,-28935.1851852,2.08333333333e6,-2.355e6,517922.131816,
4.57738374749e6,2.29857058902e6,-551656.941367,4.8619365099e8,
-2.08333333333e6,1.0e8,2.5e6,5.0e8,-4.79857058902e6,134990.2747,
2.47238730198e9,-1.14928529451e6,2.29724661236e8,-5.57173510779e7,
-833333.333333,-1.25e6,2.5e8,2.39928529451e6,9.61679848804e8,275828.470683,
-5.57173510779e7,1.09411960038e7,2.08333333333e6,1.0e8,-2.5e6,
140838.195984,-1.09779731332e8,5.31278103775e8], 1)
@test CHOLMOD.norm_sparse(A, 0) ≈ 3.570948074697437e9
@test CHOLMOD.norm_sparse(A, 1) ≈ 3.570948074697437e9
@test_throws ArgumentError CHOLMOD.norm_sparse(A, 2)
@test CHOLMOD.isvalid(A)
x = fill(1., n)
b = A*x
chma = ldlt(A) # LDL' form
@test CHOLMOD.isvalid(chma)
@test unsafe_load(pointer(chma)).is_ll == 0 # check that it is in fact an LDLt
@test chma\b ≈ x
@test nnz(ldlt(A, perm=1:size(A,1))) > nnz(chma)
@test size(chma) == size(A)
chmal = CHOLMOD.FactorComponent(chma, :L)
@test size(chmal) == size(A)
@test size(chmal, 1) == size(A, 1)
chma = cholesky(A) # LL' form
@test CHOLMOD.isvalid(chma)
@test unsafe_load(pointer(chma)).is_ll == 1 # check that it is in fact an LLt
@test chma\b ≈ x
@test nnz(chma) == 489
@test nnz(cholesky(A, perm=1:size(A,1))) > nnz(chma)
@test size(chma) == size(A)
chmal = CHOLMOD.FactorComponent(chma, :L)
@test size(chmal) == size(A)
@test size(chmal, 1) == size(A, 1)
@testset "eltype" begin
@test eltype(Dense(fill(1., 3))) == Float64
@test eltype(A) == Float64
@test eltype(chma) == Float64
end
end
@testset "lp_afiro example" begin
afiro = CHOLMOD.Sparse(27, 51,
CHOLMOD.SuiteSparse_long[0,1,2,3,4,5,6,7,8,9,10,11,12,13,14,15,16,17,18,19,
23,25,27,29,33,37,41,45,47,49,51,53,55,57,59,63,65,67,69,71,75,79,83,87,89,
91,93,95,97,99,101,102],
CHOLMOD.SuiteSparse_long[2,3,6,7,8,9,12,13,16,17,18,19,20,21,22,23,24,25,26,
0,1,2,23,0,3,0,21,1,25,4,5,6,24,4,5,7,24,4,5,8,24,4,5,9,24,6,20,7,20,8,20,9,
20,3,4,4,22,5,26,10,11,12,21,10,13,10,23,10,20,11,25,14,15,16,22,14,15,17,
22,14,15,18,22,14,15,19,22,16,20,17,20,18,20,19,20,13,15,15,24,14,26,15],
[1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,1.0,
1.0,-1.0,-1.06,1.0,0.301,1.0,-1.0,1.0,-1.0,1.0,1.0,-1.0,-1.06,1.0,0.301,
-1.0,-1.06,1.0,0.313,-1.0,-0.96,1.0,0.313,-1.0,-0.86,1.0,0.326,-1.0,2.364,
-1.0,2.386,-1.0,2.408,-1.0,2.429,1.4,1.0,1.0,-1.0,1.0,1.0,-1.0,-0.43,1.0,
0.109,1.0,-1.0,1.0,-1.0,1.0,-1.0,1.0,1.0,-0.43,1.0,1.0,0.109,-0.43,1.0,1.0,
0.108,-0.39,1.0,1.0,0.108,-0.37,1.0,1.0,0.107,-1.0,2.191,-1.0,2.219,-1.0,
2.249,-1.0,2.279,1.4,-1.0,1.0,-1.0,1.0,1.0,1.0], 0)
afiro2 = CHOLMOD.aat(afiro, CHOLMOD.SuiteSparse_long[0:50;], CHOLMOD.SuiteSparse_long(1))
CHOLMOD.change_stype!(afiro2, -1)
chmaf = cholesky(afiro2)
y = afiro'*fill(1., size(afiro,1))
sol = chmaf\(afiro*y) # least squares solution
@test CHOLMOD.isvalid(sol)
pred = afiro'*sol
@test norm(afiro * (convert(Matrix, y) - convert(Matrix, pred))) < 1e-8
end
@testset "Issue 9160" begin
local A, B
A = sprand(10, 10, 0.1)
A = convert(SparseMatrixCSC{Float64,CHOLMOD.SuiteSparse_long}, A)
cmA = CHOLMOD.Sparse(A)
B = sprand(10, 10, 0.1)
B = convert(SparseMatrixCSC{Float64,CHOLMOD.SuiteSparse_long}, B)
cmB = CHOLMOD.Sparse(B)
# Ac_mul_B
@test sparse(cmA'*cmB) ≈ A'*B
# A_mul_Bc
@test sparse(cmA*cmB') ≈ A*B'
# A_mul_Ac
@test sparse(cmA*cmA') ≈ A*A'
# Ac_mul_A
@test sparse(cmA'*cmA) ≈ A'*A
# A_mul_Ac for symmetric A
A = 0.5*(A + copy(A'))
cmA = CHOLMOD.Sparse(A)
@test sparse(cmA*cmA') ≈ A*A'
end
@testset "Issue #9915" begin
sparseI = sparse(1.0I, 2, 2)
@test sparseI \ sparseI == sparseI
end
@testset "test Sparse constructor Symmetric and Hermitian input (and issymmetric and ishermitian)" begin
ACSC = sprandn(10, 10, 0.3) + I
@test issymmetric(Sparse(Symmetric(ACSC, :L)))
@test issymmetric(Sparse(Symmetric(ACSC, :U)))
@test ishermitian(Sparse(Hermitian(complex(ACSC), :L)))
@test ishermitian(Sparse(Hermitian(complex(ACSC), :U)))
end
@testset "test Sparse constructor for c_SparseVoid (and read_sparse)" begin
mktempdir() do temp_dir
testfile = joinpath(temp_dir, "tmp.mtx")
writedlm(testfile, ["%%MatrixMarket matrix coordinate real symmetric","3 3 4","1 1 1","2 2 1","3 2 0.5","3 3 1"])
@test sparse(CHOLMOD.Sparse(testfile)) == [1 0 0;0 1 0.5;0 0.5 1]
rm(testfile)
writedlm(testfile, ["%%MatrixMarket matrix coordinate complex Hermitian",
"3 3 4","1 1 1.0 0.0","2 2 1.0 0.0","3 2 0.5 0.5","3 3 1.0 0.0"])
@test sparse(CHOLMOD.Sparse(testfile)) == [1 0 0;0 1 0.5-0.5im;0 0.5+0.5im 1]
rm(testfile)
writedlm(testfile, ["%%MatrixMarket matrix coordinate real symmetric","%3 3 4","1 1 1","2 2 1","3 2 0.5","3 3 1"])
@test_throws ArgumentError sparse(CHOLMOD.Sparse(testfile))
rm(testfile)
end
end
@testset "test that Sparse(Ptr) constructor throws the right places" begin
@test_throws ArgumentError CHOLMOD.Sparse(convert(Ptr{CHOLMOD.C_Sparse{Float64}}, C_NULL))
@test_throws ArgumentError CHOLMOD.Sparse(convert(Ptr{CHOLMOD.C_SparseVoid}, C_NULL))
end
## The struct pointer must be constructed by the library constructor and then modified afterwards to checks that the method throws
@testset "illegal dtype (for now but should be supported at some point)" begin
p = ccall((:cholmod_l_allocate_sparse, :libcholmod), Ptr{CHOLMOD.C_SparseVoid},
(Csize_t, Csize_t, Csize_t, Cint, Cint, Cint, Cint, Ptr{Cvoid}),
1, 1, 1, true, true, 0, CHOLMOD.REAL, CHOLMOD.common_struct)
puint = convert(Ptr{UInt32}, p)
unsafe_store!(puint, CHOLMOD.SINGLE, 3*div(sizeof(Csize_t), 4) + 5*div(sizeof(Ptr{Cvoid}), 4) + 4)
@test_throws CHOLMOD.CHOLMODException CHOLMOD.Sparse(p)
end
@testset "illegal dtype" begin
p = ccall((:cholmod_l_allocate_sparse, :libcholmod), Ptr{CHOLMOD.C_SparseVoid},
(Csize_t, Csize_t, Csize_t, Cint, Cint, Cint, Cint, Ptr{Cvoid}),
1, 1, 1, true, true, 0, CHOLMOD.REAL, CHOLMOD.common_struct)
puint = convert(Ptr{UInt32}, p)
unsafe_store!(puint, 5, 3*div(sizeof(Csize_t), 4) + 5*div(sizeof(Ptr{Cvoid}), 4) + 4)
@test_throws CHOLMOD.CHOLMODException CHOLMOD.Sparse(p)
end
@testset "illegal xtype" begin
p = ccall((:cholmod_l_allocate_sparse, :libcholmod), Ptr{CHOLMOD.C_SparseVoid},
(Csize_t, Csize_t, Csize_t, Cint, Cint, Cint, Cint, Ptr{Cvoid}),
1, 1, 1, true, true, 0, CHOLMOD.REAL, CHOLMOD.common_struct)
puint = convert(Ptr{UInt32}, p)
unsafe_store!(puint, 3, 3*div(sizeof(Csize_t), 4) + 5*div(sizeof(Ptr{Cvoid}), 4) + 3)
@test_throws CHOLMOD.CHOLMODException CHOLMOD.Sparse(p)
end
@testset "illegal itype I" begin
p = ccall((:cholmod_l_allocate_sparse, :libcholmod), Ptr{CHOLMOD.C_SparseVoid},
(Csize_t, Csize_t, Csize_t, Cint, Cint, Cint, Cint, Ptr{Cvoid}),
1, 1, 1, true, true, 0, CHOLMOD.REAL, CHOLMOD.common_struct)
puint = convert(Ptr{UInt32}, p)
unsafe_store!(puint, CHOLMOD.INTLONG, 3*div(sizeof(Csize_t), 4) + 5*div(sizeof(Ptr{Cvoid}), 4) + 2)
@test_throws CHOLMOD.CHOLMODException CHOLMOD.Sparse(p)
end
@testset "illegal itype II" begin
p = ccall((:cholmod_l_allocate_sparse, :libcholmod), Ptr{CHOLMOD.C_SparseVoid},
(Csize_t, Csize_t, Csize_t, Cint, Cint, Cint, Cint, Ptr{Cvoid}),
1, 1, 1, true, true, 0, CHOLMOD.REAL, CHOLMOD.common_struct)
puint = convert(Ptr{UInt32}, p)
unsafe_store!(puint, 5, 3*div(sizeof(Csize_t), 4) + 5*div(sizeof(Ptr{Cvoid}), 4) + 2)
@test_throws CHOLMOD.CHOLMODException CHOLMOD.Sparse(p)
end
# Test Dense wrappers (only Float64 supported a present)
@testset "High level interface" for elty in (Float64, Complex{Float64})
local A, b
if elty == Float64
A = randn(5, 5)
b = randn(5)
else
A = complex.(randn(5, 5), randn(5, 5))
b = complex.(randn(5), randn(5))
end
ADense = CHOLMOD.Dense(A)
bDense = CHOLMOD.Dense(b)
@test_throws BoundsError ADense[6, 1]
@test_throws BoundsError ADense[1, 6]
@test copy(ADense) == ADense
@test CHOLMOD.norm_dense(ADense, 1) ≈ opnorm(A, 1)
@test CHOLMOD.norm_dense(ADense, 0) ≈ opnorm(A, Inf)
@test_throws ArgumentError CHOLMOD.norm_dense(ADense, 2)
@test_throws ArgumentError CHOLMOD.norm_dense(ADense, 3)
@test CHOLMOD.norm_dense(bDense, 2) ≈ norm(b)
@test CHOLMOD.check_dense(bDense)
AA = CHOLMOD.eye(3)
unsafe_store!(convert(Ptr{Csize_t}, pointer(AA)), 2, 1) # change size, but not stride, of Dense
@test convert(Matrix, AA) == Matrix(I, 2, 3)
end
@testset "Low level interface" begin
@test isa(CHOLMOD.zeros(3, 3, Float64), CHOLMOD.Dense{Float64})
@test isa(CHOLMOD.zeros(3, 3), CHOLMOD.Dense{Float64})
@test isa(CHOLMOD.zeros(3, 3, Float64), CHOLMOD.Dense{Float64})
@test isa(CHOLMOD.ones(3, 3), CHOLMOD.Dense{Float64})
@test isa(CHOLMOD.eye(3, 4, Float64), CHOLMOD.Dense{Float64})
@test isa(CHOLMOD.eye(3, 4), CHOLMOD.Dense{Float64})
@test isa(CHOLMOD.eye(3), CHOLMOD.Dense{Float64})
@test isa(CHOLMOD.copy_dense(CHOLMOD.eye(3)), CHOLMOD.Dense{Float64})
end
# Test Sparse and Factor
@testset "test free_sparse!" begin
p = ccall((:cholmod_l_allocate_sparse, :libcholmod), Ptr{CHOLMOD.C_Sparse{Float64}},
(Csize_t, Csize_t, Csize_t, Cint, Cint, Cint, Cint, Ptr{Cvoid}),
1, 1, 1, true, true, 0, CHOLMOD.REAL, CHOLMOD.common_struct)
@test CHOLMOD.free_sparse!(p)
end
@testset "Core functionality" for elty in (Float64, Complex{Float64})
A1 = sparse([1:5; 1], [1:5; 2], elty == Float64 ? randn(6) : complex.(randn(6), randn(6)))
A2 = sparse([1:5; 1], [1:5; 2], elty == Float64 ? randn(6) : complex.(randn(6), randn(6)))
A1pd = A1'A1
A1Sparse = CHOLMOD.Sparse(A1)
A2Sparse = CHOLMOD.Sparse(A2)
A1pdSparse = CHOLMOD.Sparse(
A1pd.m,
A1pd.n,
SuiteSparse.decrement(A1pd.colptr),
SuiteSparse.decrement(A1pd.rowval),
A1pd.nzval)
## High level interface
@test isa(CHOLMOD.Sparse(3, 3, [0,1,3,4], [0,2,1,2], fill(1., 4)), CHOLMOD.Sparse) # Sparse doesn't require columns to be sorted
@test_throws BoundsError A1Sparse[6, 1]
@test_throws BoundsError A1Sparse[1, 6]
@test sparse(A1Sparse) == A1
for i = 1:size(A1, 1)
A1[i, i] = real(A1[i, i])
end #Construct Hermitian matrix properly
@test CHOLMOD.sparse(CHOLMOD.Sparse(Hermitian(A1, :L))) == Hermitian(A1, :L)
@test CHOLMOD.sparse(CHOLMOD.Sparse(Hermitian(A1, :U))) == Hermitian(A1, :U)
@test_throws ArgumentError convert(SparseMatrixCSC{elty,Int}, A1pdSparse)
if elty <: Real
@test_throws ArgumentError convert(Symmetric{Float64,SparseMatrixCSC{Float64,Int}}, A1Sparse)
else
@test_throws ArgumentError convert(Hermitian{Complex{Float64},SparseMatrixCSC{Complex{Float64},Int}}, A1Sparse)
end
@test copy(A1Sparse) == A1Sparse
@test size(A1Sparse, 3) == 1
if elty <: Real # multiplication only defined for real matrices in CHOLMOD
@test A1Sparse*A2Sparse ≈ A1*A2
@test_throws DimensionMismatch CHOLMOD.Sparse(A1[:,1:4])*A2Sparse
@test A1Sparse'A2Sparse ≈ A1'A2
@test A1Sparse*A2Sparse' ≈ A1*A2'
@test A1Sparse*A1Sparse ≈ A1*A1
@test A1Sparse'A1Sparse ≈ A1'A1
@test A1Sparse*A1Sparse' ≈ A1*A1'
@test A1pdSparse*A1pdSparse ≈ A1pd*A1pd
@test A1pdSparse'A1pdSparse ≈ A1pd'A1pd
@test A1pdSparse*A1pdSparse' ≈ A1pd*A1pd'
@test_throws DimensionMismatch A1Sparse*CHOLMOD.eye(4, 5, elty)
end
# Factor
@test_throws ArgumentError cholesky(A1)
@test_throws ArgumentError cholesky(A1)
@test_throws ArgumentError cholesky(A1, shift=1.0)
@test_throws ArgumentError ldlt(A1)
@test_throws ArgumentError ldlt(A1, shift=1.0)
C = A1 + copy(adjoint(A1))
λmaxC = eigmax(Array(C))
b = fill(1., size(A1, 1))
@test_throws PosDefException cholesky(C - 2λmaxC*I)
@test_throws PosDefException cholesky(C, shift=-2λmaxC)
@test_throws PosDefException ldlt(C - C[1,1]*I)
@test_throws PosDefException ldlt(C, shift=-real(C[1,1]))
@test !isposdef(cholesky(C - 2λmaxC*I; check = false))
@test !isposdef(cholesky(C, shift=-2λmaxC; check = false))
@test !issuccess(ldlt(C - C[1,1]*I; check = false))
@test !issuccess(ldlt(C, shift=-real(C[1,1]); check = false))
F = cholesky(A1pd)
tmp = IOBuffer()
show(tmp, F)
@test tmp.size > 0
@test isa(CHOLMOD.Sparse(F), CHOLMOD.Sparse{elty})
@test_throws DimensionMismatch F\CHOLMOD.Dense(fill(elty(1), 4))
@test_throws DimensionMismatch F\CHOLMOD.Sparse(sparse(fill(elty(1), 4)))
b = fill(1., 5)
bT = fill(elty(1), 5)
@test F'\bT ≈ Array(A1pd)'\b
@test F'\sparse(bT) ≈ Array(A1pd)'\b
@test transpose(F)\bT ≈ conj(A1pd)'\bT
@test F\CHOLMOD.Sparse(sparse(bT)) ≈ A1pd\b
@test logdet(F) ≈ logdet(Array(A1pd))
@test det(F) == exp(logdet(F))
let # to test supernodal, we must use a larger matrix
Ftmp = sprandn(100, 100, 0.1)
Ftmp = Ftmp'Ftmp + I
@test logdet(cholesky(Ftmp)) ≈ logdet(Array(Ftmp))
end
@test logdet(ldlt(A1pd)) ≈ logdet(Array(A1pd))
@test isposdef(A1pd)
@test !isposdef(A1)
@test !isposdef(A1 + copy(A1') |> t -> t - 2eigmax(Array(t))*I)
if elty <: Real
@test CHOLMOD.issymmetric(Sparse(A1pd, 0))
@test CHOLMOD.Sparse(cholesky(Symmetric(A1pd, :L))) == CHOLMOD.Sparse(cholesky(A1pd))
F1 = CHOLMOD.Sparse(cholesky(Symmetric(A1pd, :L), shift=2))
F2 = CHOLMOD.Sparse(cholesky(A1pd, shift=2))
@test F1 == F2
@test CHOLMOD.Sparse(ldlt(Symmetric(A1pd, :L))) == CHOLMOD.Sparse(ldlt(A1pd))
F1 = CHOLMOD.Sparse(ldlt(Symmetric(A1pd, :L), shift=2))
F2 = CHOLMOD.Sparse(ldlt(A1pd, shift=2))
@test F1 == F2
else
@test !CHOLMOD.issymmetric(Sparse(A1pd, 0))
@test CHOLMOD.ishermitian(Sparse(A1pd, 0))
@test CHOLMOD.Sparse(cholesky(Hermitian(A1pd, :L))) == CHOLMOD.Sparse(cholesky(A1pd))
F1 = CHOLMOD.Sparse(cholesky(Hermitian(A1pd, :L), shift=2))
F2 = CHOLMOD.Sparse(cholesky(A1pd, shift=2))
@test F1 == F2
@test CHOLMOD.Sparse(ldlt(Hermitian(A1pd, :L))) == CHOLMOD.Sparse(ldlt(A1pd))
F1 = CHOLMOD.Sparse(ldlt(Hermitian(A1pd, :L), shift=2))
F2 = CHOLMOD.Sparse(ldlt(A1pd, shift=2))
@test F1 == F2
end
### cholesky!/ldlt!
F = cholesky(A1pd)
CHOLMOD.change_factor!(elty, false, false, true, true, F)
@test unsafe_load(pointer(F)).is_ll == 0
CHOLMOD.change_factor!(elty, true, false, true, true, F)
@test CHOLMOD.Sparse(cholesky!(copy(F), A1pd)) ≈ CHOLMOD.Sparse(F) # surprisingly, this can cause small ulp size changes so we cannot test exact equality
@test size(F, 2) == 5
@test size(F, 3) == 1
@test_throws ArgumentError size(F, 0)
F = cholesky(A1pdSparse, shift=2)
@test isa(CHOLMOD.Sparse(F), CHOLMOD.Sparse{elty})
@test CHOLMOD.Sparse(cholesky!(copy(F), A1pd, shift=2.0)) ≈ CHOLMOD.Sparse(F) # surprisingly, this can cause small ulp size changes so we cannot test exact equality
F = ldlt(A1pd)
@test isa(CHOLMOD.Sparse(F), CHOLMOD.Sparse{elty})
@test CHOLMOD.Sparse(ldlt!(copy(F), A1pd)) ≈ CHOLMOD.Sparse(F) # surprisingly, this can cause small ulp size changes so we cannot test exact equality
F = ldlt(A1pdSparse, shift=2)
@test isa(CHOLMOD.Sparse(F), CHOLMOD.Sparse{elty})
@test CHOLMOD.Sparse(ldlt!(copy(F), A1pd, shift=2.0)) ≈ CHOLMOD.Sparse(F) # surprisingly, this can cause small ulp size changes so we cannot test exact equality
@test isa(CHOLMOD.factor_to_sparse!(F), CHOLMOD.Sparse)
@test_throws CHOLMOD.CHOLMODException CHOLMOD.factor_to_sparse!(F)
## Low level interface
@test CHOLMOD.nnz(A1Sparse) == nnz(A1)
@test CHOLMOD.speye(5, 5, elty) == Matrix(I, 5, 5)
@test CHOLMOD.spzeros(5, 5, 5, elty) == zeros(elty, 5, 5)
if elty <: Real
@test CHOLMOD.copy(A1Sparse, 0, 1) == A1Sparse
@test CHOLMOD.horzcat(A1Sparse, A2Sparse, true) == [A1 A2]
@test CHOLMOD.vertcat(A1Sparse, A2Sparse, true) == [A1; A2]
svec = fill(elty(1), 1)
@test CHOLMOD.scale!(CHOLMOD.Dense(svec), CHOLMOD.SCALAR, A1Sparse) == A1Sparse
svec = fill(elty(1), 5)
@test_throws DimensionMismatch CHOLMOD.scale!(CHOLMOD.Dense(svec), CHOLMOD.SCALAR, A1Sparse)
@test CHOLMOD.scale!(CHOLMOD.Dense(svec), CHOLMOD.ROW, A1Sparse) == A1Sparse
@test_throws DimensionMismatch CHOLMOD.scale!(CHOLMOD.Dense([svec; 1]), CHOLMOD.ROW, A1Sparse)
@test CHOLMOD.scale!(CHOLMOD.Dense(svec), CHOLMOD.COL, A1Sparse) == A1Sparse
@test_throws DimensionMismatch CHOLMOD.scale!(CHOLMOD.Dense([svec; 1]), CHOLMOD.COL, A1Sparse)
@test CHOLMOD.scale!(CHOLMOD.Dense(svec), CHOLMOD.SYM, A1Sparse) == A1Sparse
@test_throws DimensionMismatch CHOLMOD.scale!(CHOLMOD.Dense([svec; 1]), CHOLMOD.SYM, A1Sparse)
@test_throws DimensionMismatch CHOLMOD.scale!(CHOLMOD.Dense(svec), CHOLMOD.SYM, CHOLMOD.Sparse(A1[:,1:4]))
else
@test_throws MethodError CHOLMOD.copy(A1Sparse, 0, 1) == A1Sparse
@test_throws MethodError CHOLMOD.horzcat(A1Sparse, A2Sparse, true) == [A1 A2]
@test_throws MethodError CHOLMOD.vertcat(A1Sparse, A2Sparse, true) == [A1; A2]
end
if elty <: Real
@test CHOLMOD.ssmult(A1Sparse, A2Sparse, 0, true, true) ≈ A1*A2
@test CHOLMOD.aat(A1Sparse, [0:size(A1,2)-1;], 1) ≈ A1*A1'
@test CHOLMOD.aat(A1Sparse, [0:1;], 1) ≈ A1[:,1:2]*A1[:,1:2]'
@test CHOLMOD.copy(A1Sparse, 0, 1) == A1Sparse
end
@test CHOLMOD.Sparse(CHOLMOD.Dense(A1Sparse)) == A1Sparse
end
@testset "extract factors" begin
Af = float([4 12 -16; 12 37 -43; -16 -43 98])
As = sparse(Af)
Lf = float([2 0 0; 6 1 0; -8 5 3])
LDf = float([4 0 0; 3 1 0; -4 5 9]) # D is stored along the diagonal
L_f = float([1 0 0; 3 1 0; -4 5 1]) # L by itself in LDLt of Af
D_f = float([4 0 0; 0 1 0; 0 0 9])
p = [2,3,1]
p_inv = [3,1,2]
@testset "cholesky, no permutation" begin
Fs = cholesky(As, perm=[1:3;])
@test Fs.p == [1:3;]
@test sparse(Fs.L) ≈ Lf
@test sparse(Fs) ≈ As
b = rand(3)
@test Fs\b ≈ Af\b
@test Fs.UP\(Fs.PtL\b) ≈ Af\b
@test Fs.L\b ≈ Lf\b
@test Fs.U\b ≈ Lf'\b
@test Fs.L'\b ≈ Lf'\b
@test Fs.U'\b ≈ Lf\b
@test Fs.PtL\b ≈ Lf\b
@test Fs.UP\b ≈ Lf'\b
@test Fs.PtL'\b ≈ Lf'\b
@test Fs.UP'\b ≈ Lf\b
@test_throws CHOLMOD.CHOLMODException Fs.D
@test_throws CHOLMOD.CHOLMODException Fs.LD
@test_throws CHOLMOD.CHOLMODException Fs.DU
@test_throws CHOLMOD.CHOLMODException Fs.PLD
@test_throws CHOLMOD.CHOLMODException Fs.DUPt
end
@testset "cholesky, with permutation" begin
Fs = cholesky(As, perm=p)
@test Fs.p == p
Afp = Af[p,p]
Lfp = cholesky(Afp).L
@test sparse(Fs.L) ≈ Lfp
@test sparse(Fs) ≈ As
b = rand(3)
@test Fs\b ≈ Af\b
@test Fs.UP\(Fs.PtL\b) ≈ Af\b
@test Fs.L\b ≈ Lfp\b
@test Fs.U'\b ≈ Lfp\b
@test Fs.U\b ≈ Lfp'\b
@test Fs.L'\b ≈ Lfp'\b
@test Fs.PtL\b ≈ Lfp\b[p]
@test Fs.UP\b ≈ (Lfp'\b)[p_inv]
@test Fs.PtL'\b ≈ (Lfp'\b)[p_inv]
@test Fs.UP'\b ≈ Lfp\b[p]
@test_throws CHOLMOD.CHOLMODException Fs.PL
@test_throws CHOLMOD.CHOLMODException Fs.UPt
@test_throws CHOLMOD.CHOLMODException Fs.D
@test_throws CHOLMOD.CHOLMODException Fs.LD
@test_throws CHOLMOD.CHOLMODException Fs.DU
@test_throws CHOLMOD.CHOLMODException Fs.PLD
@test_throws CHOLMOD.CHOLMODException Fs.DUPt
end
@testset "ldlt, no permutation" begin
Fs = ldlt(As, perm=[1:3;])
@test Fs.p == [1:3;]
@test sparse(Fs.LD) ≈ LDf
@test sparse(Fs) ≈ As
b = rand(3)
@test Fs\b ≈ Af\b
@test Fs.UP\(Fs.PtLD\b) ≈ Af\b
@test Fs.DUP\(Fs.PtL\b) ≈ Af\b
@test Fs.L\b ≈ L_f\b
@test Fs.U\b ≈ L_f'\b
@test Fs.L'\b ≈ L_f'\b
@test Fs.U'\b ≈ L_f\b
@test Fs.PtL\b ≈ L_f\b
@test Fs.UP\b ≈ L_f'\b
@test Fs.PtL'\b ≈ L_f'\b
@test Fs.UP'\b ≈ L_f\b
@test Fs.D\b ≈ D_f\b
@test Fs.D'\b ≈ D_f\b
@test Fs.LD\b ≈ D_f\(L_f\b)
@test Fs.DU'\b ≈ D_f\(L_f\b)
@test Fs.LD'\b ≈ L_f'\(D_f\b)
@test Fs.DU\b ≈ L_f'\(D_f\b)
@test Fs.PtLD\b ≈ D_f\(L_f\b)
@test Fs.DUP'\b ≈ D_f\(L_f\b)
@test Fs.PtLD'\b ≈ L_f'\(D_f\b)
@test Fs.DUP\b ≈ L_f'\(D_f\b)
end
@testset "ldlt, with permutation" begin
Fs = ldlt(As, perm=p)
@test Fs.p == p
@test sparse(Fs) ≈ As
b = rand(3)
Asp = As[p,p]
LDp = sparse(ldlt(Asp, perm=[1,2,3]).LD)
# LDp = sparse(Fs.LD)
Lp, dp = SuiteSparse.CHOLMOD.getLd!(copy(LDp))
Dp = sparse(Diagonal(dp))
@test Fs\b ≈ Af\b
@test Fs.UP\(Fs.PtLD\b) ≈ Af\b
@test Fs.DUP\(Fs.PtL\b) ≈ Af\b
@test Fs.L\b ≈ Lp\b
@test Fs.U\b ≈ Lp'\b
@test Fs.L'\b ≈ Lp'\b
@test Fs.U'\b ≈ Lp\b
@test Fs.PtL\b ≈ Lp\b[p]
@test Fs.UP\b ≈ (Lp'\b)[p_inv]
@test Fs.PtL'\b ≈ (Lp'\b)[p_inv]
@test Fs.UP'\b ≈ Lp\b[p]
@test Fs.LD\b ≈ Dp\(Lp\b)
@test Fs.DU'\b ≈ Dp\(Lp\b)
@test Fs.LD'\b ≈ Lp'\(Dp\b)
@test Fs.DU\b ≈ Lp'\(Dp\b)
@test Fs.PtLD\b ≈ Dp\(Lp\b[p])
@test Fs.DUP'\b ≈ Dp\(Lp\b[p])
@test Fs.PtLD'\b ≈ (Lp'\(Dp\b))[p_inv]
@test Fs.DUP\b ≈ (Lp'\(Dp\b))[p_inv]
@test_throws CHOLMOD.CHOLMODException Fs.DUPt
@test_throws CHOLMOD.CHOLMODException Fs.PLD
end
@testset "Element promotion and type inference" begin
@inferred cholesky(As)\fill(1, size(As, 1))
@inferred ldlt(As)\fill(1, size(As, 1))
end
end
@testset "Issue 11745 - row and column pointers were not sorted in sparse(Factor)" begin
A = Float64[10 1 1 1; 1 10 0 0; 1 0 10 0; 1 0 0 10]
@test sparse(cholesky(sparse(A))) ≈ A
end
GC.gc()
@testset "Issue 11747 - Wrong show method defined for FactorComponent" begin
v = cholesky(sparse(Float64[ 10 1 1 1; 1 10 0 0; 1 0 10 0; 1 0 0 10])).L
for s in (sprint(show, MIME("text/plain"), v), sprint(show, v))
@test occursin("method: simplicial", s)
@test !occursin("#undef", s)
end
end
@testset "Issue 14076" begin
@test cholesky(sparse([1,2,3,4], [1,2,3,4], Float32[1,4,16,64]))\[1,4,16,64] == fill(1, 4)
end
@testset "Issue 14134" begin
A = CHOLMOD.Sparse(sprandn(10,5,0.1) + I |> t -> t't)
b = IOBuffer()
serialize(b, A)
seekstart(b)
Anew = deserialize(b)
@test_throws ArgumentError show(Anew)
@test_throws ArgumentError size(Anew)
@test_throws ArgumentError Anew[1]
@test_throws ArgumentError Anew[2,1]
F = cholesky(A)
serialize(b, F)
seekstart(b)
Fnew = deserialize(b)
@test_throws ArgumentError Fnew\fill(1., 5)
@test_throws ArgumentError show(Fnew)
@test_throws ArgumentError size(Fnew)
@test_throws ArgumentError diag(Fnew)
@test_throws ArgumentError logdet(Fnew)
end
@testset "Issue with promotion during conversion to CHOLMOD.Dense" begin
@test CHOLMOD.Dense(fill(1, 5)) == fill(1, 5, 1)
@test CHOLMOD.Dense(fill(1f0, 5)) == fill(1, 5, 1)
@test CHOLMOD.Dense(fill(1f0 + 0im, 5, 2)) == fill(1, 5, 2)
end
@testset "Further issue with promotion #14894" begin
x = fill(1., 5)
@test cholesky(sparse(Float16(1)I, 5, 5))\x == x
@test cholesky(Symmetric(sparse(Float16(1)I, 5, 5)))\x == x
@test cholesky(Hermitian(sparse(Complex{Float16}(1)I, 5, 5)))\x == x
@test_throws MethodError cholesky(sparse(BigFloat(1)I, 5, 5))
@test_throws MethodError cholesky(Symmetric(sparse(BigFloat(1)I, 5, 5)))
@test_throws MethodError cholesky(Hermitian(sparse(Complex{BigFloat}(1)I, 5, 5)))
end
@testset "test \\ for Factor and StridedVecOrMat" begin
x = rand(5)
A = cholesky(sparse(Diagonal(x.\1)))
@test A\view(fill(1.,10),1:2:10) ≈ x
@test A\view(Matrix(1.0I, 5, 5), :, :) ≈ Matrix(Diagonal(x))
end
@testset "Real factorization and complex rhs" begin
A = sprandn(5, 5, 0.4) |> t -> t't + I
B = complex.(randn(5, 2), randn(5, 2))
@test cholesky(A)\B ≈ A\B
end
@testset "Make sure that ldlt performs an LDLt (Issue #19032)" begin
m, n = 400, 500
A = sprandn(m, n, .2)
M = [I copy(A'); A -I]
b = M * fill(1., m+n)
F = ldlt(M)
s = unsafe_load(pointer(F))
@test s.is_super == 0
@test F\b ≈ fill(1., m+n)
F2 = cholesky(M; check = false)
@test !issuccess(F2)
ldlt!(F2, M)
@test issuccess(F2)
@test F2\b ≈ fill(1., m+n)
end
@testset "Test that imaginary parts in Hermitian{T,SparseMatrixCSC{T}} are ignored" begin
A = sparse([1,2,3,4,1], [1,2,3,4,2], [complex(2.0,1),2,2,2,1])
Fs = cholesky(Hermitian(A))
Fd = cholesky(Hermitian(Array(A)))
@test sparse(Fs) ≈ Hermitian(A)
@test Fs\fill(1., 4) ≈ Fd\fill(1., 4)
end
@testset "\\ '\\ and transpose(...)\\" begin
# Test that \ and '\ and transpose(...)\ work for Symmetric and Hermitian. This is just
# a dispatch exercise so it doesn't matter that the complex matrix has
# zero imaginary parts
Apre = sprandn(10, 10, 0.2) - I
for A in (Symmetric(Apre), Hermitian(Apre),
Symmetric(Apre + 10I), Hermitian(Apre + 10I),
Hermitian(complex(Apre)), Hermitian(complex(Apre) + 10I))
local A, x, b
x = fill(1., 10)
b = A*x
@test x ≈ A\b
@test transpose(A)\b ≈ A'\b
end
end
@testset "Check that Symmetric{SparseMatrixCSC} can be constructed from CHOLMOD.Sparse" begin
Int === Int32 && Random.seed!(124)
A = sprandn(10, 10, 0.1)
B = CHOLMOD.Sparse(A)
C = B'B
# Change internal representation to symmetric (upper/lower)
o = fieldoffset(CHOLMOD.C_Sparse{eltype(C)}, findall(fieldnames(CHOLMOD.C_Sparse{eltype(C)}) .== :stype)[1])
for uplo in (1, -1)
unsafe_store!(Ptr{Int8}(pointer(C)), uplo, Int(o) + 1)
@test convert(Symmetric{Float64,SparseMatrixCSC{Float64,Int}}, C) ≈ Symmetric(A'A)
end
end
@testset "Check inputs to Sparse. Related to #20024" for A_ in (
SparseMatrixCSC(2, 2, [1, 2], CHOLMOD.SuiteSparse_long[], Float64[]),
SparseMatrixCSC(2, 2, [1, 2, 3], CHOLMOD.SuiteSparse_long[1], Float64[]),
SparseMatrixCSC(2, 2, [1, 2, 3], CHOLMOD.SuiteSparse_long[], Float64[1.0]),
SparseMatrixCSC(2, 2, [1, 2, 3], CHOLMOD.SuiteSparse_long[1], Float64[1.0]))
@test_throws ArgumentError CHOLMOD.Sparse(size(A_)..., A_.colptr .- 1, A_.rowval .- 1, A_.nzval)
@test_throws ArgumentError CHOLMOD.Sparse(A_)
end
@testset "sparse right multiplication of Symmetric and Hermitian matrices #21431" begin
S = sparse(1.0I, 2, 2)
@test issparse(S*S*S)
for T in (Symmetric, Hermitian)
@test issparse(S*T(S)*S)
@test issparse(S*(T(S)*S))
@test issparse((S*T(S))*S)
end
end
@testset "Test sparse low rank update for cholesky decomposion" begin
A = SparseMatrixCSC{Float64,CHOLMOD.SuiteSparse_long}(10, 5, [1,3,6,8,10,13], [6,7,1,2,9,3,5,1,7,6,7,9],
[-0.138843, 2.99571, -0.556814, 0.669704, -1.39252, 1.33814,
1.02371, -0.502384, 1.10686, 0.262229, -1.6935, 0.525239])
AtA = A'*A
C0 = [1., 2., 0, 0, 0]
# Test both cholesky and LDLt with and without automatic permutations
for F in (cholesky(AtA), cholesky(AtA, perm=1:5), ldlt(AtA), ldlt(AtA, perm=1:5))
local F
x0 = F\(b = fill(1., 5))
#Test both sparse/dense and vectors/matrices
for Ctest in (C0, sparse(C0), [C0 2*C0], sparse([C0 2*C0]))
local x, C, F1
C = copy(Ctest)
F1 = copy(F)
x = (AtA+C*C')\b
#Test update
F11 = CHOLMOD.lowrankupdate(F1, C)
@test Array(sparse(F11)) ≈ AtA+C*C'
@test F11\b ≈ x
#Make sure we get back the same factor again
F10 = CHOLMOD.lowrankdowndate(F11, C)
@test Array(sparse(F10)) ≈ AtA
@test F10\b ≈ x0
#Test in-place update
CHOLMOD.lowrankupdate!(F1, C)
@test Array(sparse(F1)) ≈ AtA+C*C'
@test F1\b ≈ x
#Test in-place downdate
CHOLMOD.lowrankdowndate!(F1, C)
@test Array(sparse(F1)) ≈ AtA
@test F1\b ≈ x0
@test C == Ctest #Make sure C didn't change
end
end
end
@testset "Issue #22335" begin
local A, F
A = sparse(1.0I, 3, 3)
@test issuccess(cholesky(A))
A[3, 3] = -1
F = cholesky(A; check = false)
@test !issuccess(F)
@test issuccess(ldlt!(F, A))
A[3, 3] = 1
@test A[:, 3:-1:1]\fill(1., 3) == [1, 1, 1]
end
@testset "Non-positive definite matrices" begin
A = sparse(Float64[1 2; 2 1])
B = sparse(ComplexF64[1 2; 2 1])
for M in (A, B, Symmetric(A), Hermitian(B))
F = cholesky(M; check = false)
@test_throws PosDefException cholesky(M)
@test_throws PosDefException cholesky!(F, M)
@test !issuccess(cholesky(M; check = false))
@test !issuccess(cholesky!(F, M; check = false))
end
A = sparse(Float64[0 0; 0 0])
B = sparse(ComplexF64[0 0; 0 0])
for M in (A, B, Symmetric(A), Hermitian(B))
F = ldlt(M; check = false)
@test_throws PosDefException ldlt(M)
@test_throws PosDefException ldlt!(F, M)
@test !issuccess(ldlt(M; check = false))
@test !issuccess(ldlt!(F, M; check = false))
end
end
