1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
pub use crate::conjugate_gradient::ConjugateGradient;
use ndarray::ArcArray1;
use ndarray::ArcArray2;
pub type S = f64;
pub type M = ArcArray2<S>;
pub type V = ArcArray1<S>;

/// Unit Tests Module
#[cfg(test)]
mod tests {

    use crate::conjugate_gradient::ConjugateGradient;
    use crate::inspect;
    use crate::last;
    use crate::utils::make_3x3_pd_system_1;
    use crate::utils::make_3x3_psd_system;
    use crate::utils::{LinearSystem, M, V};
    extern crate nalgebra as na;
    use eigenvalues::algorithms::lanczos::HermitianLanczos;
    use eigenvalues::SpectrumTarget;
    use na::{DMatrix, DVector, Dynamic};
    use ndarray::rcarr1;
    use ndarray::rcarr2;
    use quickcheck::{quickcheck, TestResult};
    use streaming_iterator::StreamingIterator;

    pub fn solve_approximately(p: LinearSystem) -> V {
        let solution = ConjugateGradient::for_problem(&p).take(20);
        last(solution.map(|s| s.x_k.clone()))
            .expect("ConjugateGradient should always return a solution.")
    }

    pub fn show_progress(p: LinearSystem) {
        let cg_iter = ConjugateGradient::for_problem(&p).take(20);
        let mut cg_print_iter = inspect(cg_iter, |result| {
            //println!("result: {:?}", result);
            let res = result.a.dot(&result.solution) - &result.b;
            let res_norm = res.dot(&res);
            println!(
                "r_k2 = {:.10}, ||Ax - b ||_2^2 = {:.5}, for x = {:.4}, and Ax - b = {:.5}",
                res_norm,
                res_norm,
                result.solution,
                result.a.dot(&result.solution) - &result.b,
            );
        });
        while let Some(_cgi) = cg_print_iter.next() {}
    }

    #[test]
    fn test_alt_eig() {
        let dm = DMatrix::from_row_slice(3, 3, &[3.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 2.0]);
        println!("dm: {}", dm);

        let high = HermitianLanczos::new(dm.clone(), 3, SpectrumTarget::Highest)
            .unwrap()
            .eigenvalues[(0, 0)];
        println!("high: {}", &high);
        assert!((high - 3.).abs() < 0.001);
    }

    fn eigvals(m: &M) -> Result<DVector<f64>, String> {
        let shape = m.shape();
        let h = shape[0];
        let w = shape[1];
        assert_eq!(h, w);
        let elems = m.reshape(h * w).to_vec();
        let dm = na::DMatrix::from_vec_generic(Dynamic::new(h), Dynamic::new(w), elems);
        Ok(
            HermitianLanczos::new(dm.clone(), 3, SpectrumTarget::Highest)?
                .eigenvalues
                .clone(),
        )
    }

    fn test_arbitrary_3x3_psd(vs: Vec<u16>, b: Vec<u16>) -> TestResult {
        // Currently require dimension 3
        if b.len().pow(2) != vs.len() || b.len() != 3 {
            return TestResult::discard();
        }
        let vs = rcarr1(&vs).reshape((3, 3)).map(|i| *i as f64).into_shared();
        let b = rcarr1(&b).map(|i| *i as f64).into_shared();
        let p = make_3x3_psd_system(vs, b);
        // Decomposition should always succeed as p.a is p.s.d. by
        // construction; if not this is a bug in the test.
        let eigvals = eigvals(&p.a).expect(&format!("Failed to compute eigenvalues for {}", &p.a));

        // Ensure A is positive definite with no extreme eigenvalues.
        if !eigvals.iter().all(|ev| &1e-8 < ev && ev < &1e9) {
            return TestResult::discard();
        }

        println!("eigvals of a: {}", eigvals);

        println!("a: {}", p.a);
        println!("b: {}", p.b);
        let x = solve_approximately(p.clone());
        let res = p.a.dot(&x) - &p.b;
        let res_square_norm = res.dot(&res);
        println!("x: {}", x);
        show_progress(p.clone());
        //
        TestResult::from_bool(res_square_norm < 1e-40)
    }

    quickcheck! {
        /// Test that we obtain a low precision solution for small p.s.d.
        /// matrices of not-too-large numbers.
        fn prop(vs: Vec<u16>, b: Vec<u16>) -> TestResult {
            test_arbitrary_3x3_psd(vs, b)
        }
    }

    #[test]
    fn cg_simple_test() {
        let p = make_3x3_pd_system_1();
        println!("Problem is: {:?}", p);
        show_progress(p.clone());
        let x = solve_approximately(p.clone());
        let r = p.a.dot(&x) - p.b;
        println!("Residual is: {}", r);
        let res_square_norm = r.dot(&r);
        println!("Residual squared norm is: {}", res_square_norm);
        assert!(res_square_norm < 1e-10);
    }

    #[test]
    fn cg_simple_passed() {
        let p = LinearSystem {
            a: rcarr2(&[[1.0, 0.5, 0.0], [0.5, 1.0, 0.5], [0.0, 0.5, 1.0]]),
            b: rcarr1(&[0.0, 1., 0.]),
            x0: None,
        };

        println!("Problem is: {:?}", p);
        show_progress(p.clone());
        println!("done showing");
        let x = solve_approximately(p.clone());
        let r = p.a.dot(&x) - p.b;
        println!("Residual is: {}", r);
        let res_square_norm = r.dot(&r);
        println!("Residual squared norm is: {}", res_square_norm);
        assert!(res_square_norm < 1e-10);
    }

    #[test]
    fn cg_zero_x() {
        let result = test_arbitrary_3x3_psd(vec![0, 0, 1, 1, 0, 0, 0, 1, 0], vec![0, 0, 0]);
        assert!(!result.is_failure());
        assert!(!result.is_error());
    }

    #[ignore]
    #[test]
    fn cg_rank_one_v() {
        // This test is currently discarded by test_arbitrary_3x3_pd
        let result = test_arbitrary_3x3_psd(vec![0, 0, 0, 0, 0, 0, 1, 43, 8124], vec![0, 0, 1]);
        assert!(!result.is_failure());
        assert!(!result.is_error());
    }

    #[test]
    fn cg_horribly_conditioned() {
        // This example is very highly ill-conditioned:
        // eigvals: [2904608166.992541+0i, 0.0000000010449559455574797+0i, 0.007460513747178893+0i]
        // therefore is currently discarded by the upper bound on eigenvalues.
        let result =
            test_arbitrary_3x3_psd(vec![0, 0, 0, 0, 0, 1, 101, 4654, 53693], vec![0, 0, 6]);
        assert!(!result.is_failure());
        assert!(!result.is_error());
    }
}