Revision 3e489a5ed13519fd8a99ac1c31af5ab82ad2ef9e authored by Jeff Bezanson on 29 March 2017, 00:07:13 UTC, committed by Jeff Bezanson on 29 March 2017, 00:07:13 UTC
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diagonal.jl
# This file is a part of Julia. License is MIT: http://julialang.org/license

using Base.Test
import Base.LinAlg: BlasFloat, BlasComplex, SingularException

n=12 #Size of matrix problem to test
srand(1)

@testset for relty in (Float32, Float64, BigFloat), elty in (relty, Complex{relty})
    d=convert(Vector{elty}, randn(n))
    v=convert(Vector{elty}, randn(n))
    U=convert(Matrix{elty}, randn(n,n))
    if elty <: Complex
        d+=im*convert(Vector{elty}, randn(n))
        v+=im*convert(Vector{elty}, randn(n))
        U+=im*convert(Matrix{elty}, randn(n,n))
    end
    D = Diagonal(d)
    DM = diagm(d)
    @testset "Basic properties" begin
        @test eye(Diagonal{elty},n) == Diagonal(ones(elty,n))
        @test_throws ArgumentError size(D,0)
        @test typeof(convert(Diagonal{Complex64},D)) == Diagonal{Complex64}
        @test typeof(convert(AbstractMatrix{Complex64},D))   == Diagonal{Complex64}

        @test Array(real(D)) == real(DM)
        @test Array(abs.(D)) == abs.(DM)
        @test Array(imag(D)) == imag(DM)

        @test parent(D) == d
        @test diag(D) == d
        @test D[1,1] == d[1]
        @test D[1,2] == 0

        @test issymmetric(D)
        @test istriu(D)
        @test istril(D)
        if elty <: Real
            @test ishermitian(D)
        end
    end

    @testset "Simple unary functions" begin
        for op in (-,)
            @test op(D)==op(DM)
        end

        for func in (det, trace)
            @test func(D) ≈ func(DM) atol=n^2*eps(relty)*(1+(elty<:Complex))
        end
        if relty <: BlasFloat
            for func in (expm,)
                @test func(D) ≈ func(DM) atol=n^3*eps(relty)
            end
            @test logm(Diagonal(abs.(D.diag))) ≈ logm(abs.(DM)) atol=n^3*eps(relty)
        end
        if elty <: BlasComplex
            for func in (logdet, sqrtm)
                @test func(D) ≈ func(DM) atol=n^2*eps(relty)*2
            end
        end
    end

    @testset "Linear solve" begin
        let vv = v, UU = U
            @testset for atype in ("Array", "SubArray")
                if atype == "Array"
                    v = vv
                    U = UU
                else
                    v = view(vv, 1:n)
                    U = view(UU, 1:n, 1:2)
                end

                @test D*v ≈ DM*v atol=n*eps(relty)*(1+(elty<:Complex))
                @test D*U ≈ DM*U atol=n^2*eps(relty)*(1+(elty<:Complex))

                @test U.'*D ≈ U.'*Array(D)
                @test U'*D ≈ U'*Array(D)

                if relty != BigFloat
                    @test D\v ≈ DM\v atol=2n^2*eps(relty)*(1+(elty<:Complex))
                    @test D\U ≈ DM\U atol=2n^3*eps(relty)*(1+(elty<:Complex))
                    @test A_ldiv_B!(D,copy(v)) ≈ DM\v atol=2n^2*eps(relty)*(1+(elty<:Complex))
                    @test A_ldiv_B!(D,copy(U)) ≈ DM\U atol=2n^3*eps(relty)*(1+(elty<:Complex))
                    @test A_ldiv_B!(D,eye(D)) ≈ D\eye(D) atol=2n^3*eps(relty)*(1+(elty<:Complex))
                    @test_throws DimensionMismatch A_ldiv_B!(D, ones(elty, n + 1))
                    @test_throws SingularException A_ldiv_B!(Diagonal(zeros(relty,n)),copy(v))
                    b = rand(elty,n,n)
                    b = sparse(b)
                    @test A_ldiv_B!(D,copy(b)) ≈ Array(D)\Array(b)
                    @test_throws SingularException A_ldiv_B!(Diagonal(zeros(elty,n)),copy(b))
                    b = view(rand(elty,n),collect(1:n))
                    b2 = copy(b)
                    c = A_ldiv_B!(D,b)
                    d = Array(D)\b2
                    for i in 1:n
                        @test c[i] ≈ d[i]
                    end
                    @test_throws SingularException A_ldiv_B!(Diagonal(zeros(elty,n)),b)
                    b = rand(elty,n+1,n+1)
                    b = sparse(b)
                    @test_throws DimensionMismatch A_ldiv_B!(D,copy(b))
                    b = view(rand(elty,n+1),collect(1:n+1))
                    @test_throws DimensionMismatch A_ldiv_B!(D,b)
                end
            end
        end
    end
    d = convert(Vector{elty}, randn(n))
    D2 = Diagonal(d)
    DM2= diagm(d)
    @testset "Binary operations" begin
        for op in (+, -, *)
            @test Array(op(D, D2)) ≈ op(DM, DM2)
        end
        @testset "with plain numbers" begin
            a = rand()
            @test Array(a*D) ≈ a*DM
            @test Array(D*a) ≈ DM*a
            @test Array(D/a) ≈ DM/a
            if relty <: BlasFloat
                b = rand(elty,n,n)
                b = sparse(b)
                @test A_mul_B!(copy(D), copy(b)) ≈ Array(D)*Array(b)
                @test At_mul_B!(copy(D), copy(b)) ≈ Array(D).'*Array(b)
                @test Ac_mul_B!(copy(D), copy(b)) ≈ Array(D)'*Array(b)
            end
        end

        #a few missing mults
        bd = Bidiagonal(D2)
        @test D*D2.' ≈ Array(D)*Array(D2).'
        @test D2*D.' ≈ Array(D2)*Array(D).'
        @test D2*D' ≈ Array(D2)*Array(D)'

        #division of two Diagonals
        @test D/D2 ≈ Diagonal(D.diag./D2.diag)
        @test D\D2 ≈ Diagonal(D2.diag./D.diag)
    end
    @testset "triu/tril" begin
        @test istriu(D)
        @test istril(D)
        @test triu(D,1)  == zeros(D)
        @test triu(D,0)  == D
        @test triu(D,-1) == D
        @test tril(D,1)  == D
        @test tril(D,-1) == zeros(D)
        @test tril(D,0)  == D
        @test_throws ArgumentError tril(D,n+1)
        @test_throws ArgumentError triu(D,n+1)
    end

    # factorize
    @test factorize(D) == D

    @testset "Eigensystem" begin
        eigD = eigfact(D)
        @test Diagonal(eigD[:values]) ≈ D
        @test eigD[:vectors] == eye(D)
    end

    @testset "ldiv" begin
        v = rand(n + 1)
        @test_throws DimensionMismatch D\v
        v = rand(n)
        @test D\v ≈ DM\v
        V = rand(n + 1, n)
        @test_throws DimensionMismatch D\V
        V = rand(n, n)
        @test D\V ≈ DM\V
    end

    @testset "conj and transpose" begin
        @test transpose(D) == D
        if elty <: BlasComplex
            @test Array(conj(D)) ≈ conj(DM)
            @test ctranspose(D) == conj(D)
        end
    end

    #logdet
    if relty <: Real
        ld=convert(Vector{relty},rand(n))
        @test logdet(Diagonal(ld)) ≈ logdet(diagm(ld))
    end

    @testset "similar" begin
        @test isa(similar(D), Diagonal{elty})
        @test isa(similar(D, Int), Diagonal{Int})
        @test isa(similar(D, (3,2)), Matrix{elty})
        @test isa(similar(D, Int, (3,2)), Matrix{Int})
    end

    # Issue number 10036
    # make sure issymmetric/ishermitian work for
    # non-real diagonal matrices
    @testset "issymmetric/hermitian for complex Diagonal" begin
        @test issymmetric(D2)
        @test ishermitian(D2)
        if elty <: Complex
            dc = d + im*convert(Vector{elty}, ones(n))
            D3 = Diagonal(dc)
            @test issymmetric(D3)
            @test !ishermitian(D3)
        end
    end

    @testset "svd (#11120/#11247)" begin
        U, s, V = svd(D)
        @test (U*Diagonal(s))*V' ≈ D
        @test svdvals(D) == s
        @test svdfact(D)[:V] == V
    end
end

@testset "svdvals and eigvals (#11120/#11247)" begin
    D = Diagonal(Matrix{Float64}[randn(3,3), randn(2,2)])
    @test sort([svdvals(D)...;], rev = true) ≈ svdvals([D.diag[1] zeros(3,2); zeros(2,3) D.diag[2]])
    @test [eigvals(D)...;] ≈ eigvals([D.diag[1] zeros(3,2); zeros(2,3) D.diag[2]])
end

@testset "isposdef" begin
    @test !isposdef(Diagonal(-1.0 * rand(n)))
end

@testset "getindex" begin
    d = randn(n)
    D = Diagonal(d)
    # getindex bounds checking
    @test_throws BoundsError D[0, 0]
    @test_throws BoundsError D[-1, -2]
    @test_throws BoundsError D[n, n + 1]
    @test_throws BoundsError D[n + 1, n]
    @test_throws BoundsError D[n + 1, n + 1]
    # getindex on and off the diagonal
    for i in 1:n, j in 1:n
        @test D[i, j] == (i == j ? d[i] : 0)
    end
end

@testset "setindex!" begin
    d = randn(n)
    D = Diagonal(d)
    # setindex! bounds checking
    @test_throws BoundsError D[0, 0] = 0
    @test_throws BoundsError D[-1 , -2] = 0
    @test_throws BoundsError D[n, n + 1] = 0
    @test_throws BoundsError D[n + 1, n] = 0
    @test_throws BoundsError D[n + 1, n + 1] = 0
    for i in 1:n, j in 1:n
        if i == j
            # setindex on! the diagonal
            @test ((D[i, j] = i) == i; D[i, j] == i)
        else
            # setindex! off the diagonal
            @test ((D[i, j] = 0) == 0; iszero(D[i, j]))
            @test_throws ArgumentError D[i, j] = 1
        end
    end
end

@testset "inverse" begin
    for d in (randn(n), [1, 2, 3], [1im, 2im, 3im])
        D = Diagonal(d)
        @test inv(D) ≈ inv(Array(D))
    end
    @test_throws SingularException inv(Diagonal(zeros(n)))
    @test_throws SingularException inv(Diagonal([0, 1, 2]))
    @test_throws SingularException inv(Diagonal([0im, 1im, 2im]))
end

# allow construct from range
@test Diagonal(linspace(1,3,3)) == Diagonal([1.,2.,3.])

# Issue 12803
for t in (Float32, Float64, Int, Complex{Float64}, Rational{Int})
    @test Diagonal(Matrix{t}[ones(t, 2, 2), ones(t, 3, 3)])[2,1] == zeros(t, 3, 2)
end

# Issue 15401
@test eye(5) \ Diagonal(ones(5)) == eye(5)

@testset "Triangular and Diagonal" begin
    for T in (LowerTriangular(randn(5,5)), LinAlg.UnitLowerTriangular(randn(5,5)))
        D = Diagonal(randn(5))
        @test T*D   == Array(T)*Array(D)
        @test T'D   == Array(T)'*Array(D)
        @test T.'D  == Array(T).'*Array(D)
        @test D*T'  == Array(D)*Array(T)'
        @test D*T.' == Array(D)*Array(T).'
        @test D*T   == Array(D)*Array(T)
    end
end

let D1 = Diagonal(rand(5)), D2 = Diagonal(rand(5))
    @test_throws MethodError A_mul_B!(D1,D2)
    @test_throws MethodError At_mul_B!(D1,D2)
    @test_throws MethodError Ac_mul_B!(D1,D2)
end

@testset "multiplication of QR Q-factor and Diagonal (#16615 spot test)" begin
    D = Diagonal(randn(5))
    Q = qrfact(randn(5, 5))[:Q]
    @test D * Q' == Array(D) * Q'
end

@testset "block diagonal matrices" begin
    D = Diagonal([[1 2; 3 4], [1 2; 3 4]])
    Dherm = Diagonal([[1 1+im; 1-im 1], [1 1+im; 1-im 1]])
    Dsym = Diagonal([[1 1+im; 1+im 1], [1 1+im; 1+im 1]])
    @test D' == Diagonal([[1 3; 2 4], [1 3; 2 4]])
    @test D.' == Diagonal([[1 3; 2 4], [1 3; 2 4]])
    @test Dherm' == Dherm
    @test Dherm.' == Diagonal([[1 1-im; 1+im 1], [1 1-im; 1+im 1]])
    @test Dsym' == Diagonal([[1 1-im; 1-im 1], [1 1-im; 1-im 1]])
    @test Dsym.' == Dsym

    @test issymmetric(D) == false
    @test issymmetric(Dherm) == false
    @test issymmetric(Dsym) == true

    @test ishermitian(D) == false
    @test ishermitian(Dherm) == true
    @test ishermitian(Dsym) == false

    @test expm(D) == Diagonal([expm([1 2; 3 4]), expm([1 2; 3 4])])
    @test logm(D) == Diagonal([logm([1 2; 3 4]), logm([1 2; 3 4])])
    @test sqrtm(D) == Diagonal([sqrtm([1 2; 3 4]), sqrtm([1 2; 3 4])])
end
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