|
6 | 6 | import unittest |
7 | 7 | import numpy as np |
8 | 8 |
|
9 | | -from slycot import mb05md, mb05nd |
| 9 | +from slycot import mb03vd, mb03vy, mb03wd, mb05md, mb05nd |
10 | 10 |
|
11 | 11 | from numpy.testing import assert_allclose |
12 | 12 |
|
13 | 13 |
|
14 | 14 | class test_mb(unittest.TestCase): |
15 | 15 |
|
| 16 | + def test_mb03vd_mb03vy_ex(self): |
| 17 | + """Test MB03VD and MB03VY |
| 18 | + with the example given in the MB03VD SLICOT documentation""" |
| 19 | + |
| 20 | + n = 4 |
| 21 | + p = 2 |
| 22 | + ilo = 1 |
| 23 | + ihi = 4 |
| 24 | + A = np.zeros((n, n, p)) |
| 25 | + A[:, :, 0] = [[1.5, -.7, 3.5, -.7], |
| 26 | + [1. , 0. , 2. , 3. ], |
| 27 | + [1.5, -.7, 2.5, -.3], |
| 28 | + [1. , 0. , 2. , 1. ]] |
| 29 | + A[:, :, 1] = [[1.5, -.7, 3.5, -.7], |
| 30 | + [1. , 0. , 2. , 3. ], |
| 31 | + [1.5, -.7, 2.5, -.3], |
| 32 | + [1. , 0. , 2. , 1. ]] |
| 33 | + |
| 34 | + H_ref = np.zeros((n, n, p)) |
| 35 | + H_ref[:, :, 0] = [[-2.3926, 2.7042, -0.9598, -1.2335], |
| 36 | + [ 4.1417, -1.7046, 1.3001, -1.3120], |
| 37 | + [ 0.0000, -1.6247, -0.2534, 1.6453], |
| 38 | + [ 0.0000, 0.0000, -0.0169, -0.4451]] |
| 39 | + |
| 40 | + H_ref[:, :, 1] = [[-2.5495, 2.3402, 4.7021, 0.2329], |
| 41 | + [ 0.0000, 1.9725, -0.2483, -2.3493], |
| 42 | + [ 0.0000, 0.0000, -0.6290, -0.5975], |
| 43 | + [ 0.0000, 0.0000, 0.0000, -0.4426]] |
| 44 | + |
| 45 | + Q_ref = np.zeros((n, n, p)) |
| 46 | + Q_ref[:, :, 0] = [[ 1.0000, 0.0000, 0.0000, 0.0000], |
| 47 | + [ 0.0000, -0.7103, 0.5504, -0.4388], |
| 48 | + [ 0.0000, -0.4735, -0.8349, -0.2807], |
| 49 | + [ 0.0000, -0.5209, 0.0084, 0.8536]] |
| 50 | + |
| 51 | + Q_ref[:, :, 1] = [[-0.5883, 0.2947, 0.7528, -0.0145], |
| 52 | + [-0.3922, -0.8070, 0.0009, -0.4415], |
| 53 | + [-0.5883, 0.4292, -0.6329, -0.2630], |
| 54 | + [-0.3922, -0.2788, -0.1809, 0.8577]] |
| 55 | + |
| 56 | + HQ, Tau = mb03vd(n, ilo, ihi, A) |
| 57 | + |
| 58 | + H = np.zeros_like(HQ) |
| 59 | + Q = np.zeros_like(HQ) |
| 60 | + |
| 61 | + for k in range(p): |
| 62 | + Q[:, :, k] = np.tril(HQ[:, :, k]) |
| 63 | + if k == 0: |
| 64 | + H[:, :, k] = np.triu(HQ[:n, :n, k], -1) |
| 65 | + elif k > 0: |
| 66 | + H[:, :, k] = np.triu(HQ[:n, :n, k]) |
| 67 | + assert_allclose(H[:, :, k], H_ref[:, :, k], atol=1e-4) |
| 68 | + |
| 69 | + Qr = mb03vy(n, ilo, ihi, Q, Tau) |
| 70 | + |
| 71 | + for k in range(p): |
| 72 | + assert_allclose(Qr[:, :, k], Q_ref[:, :, k], atol=1e-4) |
| 73 | + |
| 74 | + # Computer Error: too machine dependent to test to reference value |
| 75 | + # SSQ_ref = 2.93760e-15 |
| 76 | + # SSQ = 0. |
| 77 | + # for k in range(p): |
| 78 | + # kp1 = k+1 |
| 79 | + # if kp1 > p-1: |
| 80 | + # kp1 = 0 |
| 81 | + # P = Qr[:, :, k].T.dot(A[: ,: ,k]).dot(Qr[: ,: ,kp1]) - H[: ,: ,k] |
| 82 | + # SSQ = np.sqrt(SSQ**2 + np.linalg.norm(P,'fro')**2) |
| 83 | + |
| 84 | + def test_mb03wd_ex(self): |
| 85 | + """Test MB03WD with the example given in the SLICOT documentation""" |
| 86 | + |
| 87 | + n = 4 |
| 88 | + p = 2 |
| 89 | + ilo = 1 |
| 90 | + ihi = 4 |
| 91 | + iloz = 1 |
| 92 | + ihiz = 4 |
| 93 | + job = 'S' |
| 94 | + compz = 'V' |
| 95 | + A = np.zeros((n, n, p)) |
| 96 | + A[:, :, 0] = [[1.5, -.7, 3.5, -.7], |
| 97 | + [1. , 0. , 2. , 3. ], |
| 98 | + [1.5, -.7, 2.5, -.3], |
| 99 | + [1. , 0. , 2. , 1. ]] |
| 100 | + A[:, :, 1] = [[1.5, -.7, 3.5, -.7], |
| 101 | + [1. , 0. , 2. , 3. ], |
| 102 | + [1.5, -.7, 2.5, -.3], |
| 103 | + [1. , 0. , 2. , 1. ]] |
| 104 | + |
| 105 | + W_ref = np.array([6.449861+7.817717J, |
| 106 | + 6.449861-7.817717J, |
| 107 | + 0.091315+0.000000J, |
| 108 | + 0.208964+0.000000J]) |
| 109 | + |
| 110 | + T_ref = np.zeros((n, n, p)) |
| 111 | + T_ref[:, :, 0] = [[ 2.2112, 4.3718, -2.3362, 0.8907], |
| 112 | + [ -0.9179, 2.7688, -0.6570, -2.2426], |
| 113 | + [ 0.0000, 0.0000, 0.3022, 0.1932], |
| 114 | + [ 0.0000, 0.0000, 0.0000, -0.4571]] |
| 115 | + |
| 116 | + T_ref[:, :, 1] = [[ 2.9169, 3.4539, 2.2016, 1.2367], |
| 117 | + [ 0.0000, 3.4745, 1.0209, -2.0720], |
| 118 | + [ 0.0000, 0.0000, 0.3022, -0.1932], |
| 119 | + [ 0.0000, 0.0000, 0.0000, -0.4571]] |
| 120 | + |
| 121 | + Z_ref = np.zeros((n, n, p)) |
| 122 | + Z_ref[:, :, 0] = [[ 0.3493, 0.6751, -0.6490, 0.0327], |
| 123 | + [ 0.7483, -0.4863, -0.1249, -0.4336], |
| 124 | + [ 0.2939, 0.5504, 0.7148, -0.3158], |
| 125 | + [ 0.4813, -0.0700, 0.2286, 0.8433]] |
| 126 | + |
| 127 | + |
| 128 | + Z_ref[:, :, 1] = [[ 0.2372, 0.7221, 0.6490, 0.0327], |
| 129 | + [ 0.8163, -0.3608, 0.1249, -0.4336], |
| 130 | + [ 0.2025, 0.5902, -0.7148, -0.3158], |
| 131 | + [ 0.4863, 0.0076, -0.2286, 0.8433]] |
| 132 | + |
| 133 | + HQ, Tau = mb03vd(n, ilo, ihi, A) |
| 134 | + Q = mb03vy(n, ilo, ihi, HQ, Tau) |
| 135 | + T, Z, W = mb03wd(job, compz, n, ilo, ihi, iloz, ihiz, HQ, Q) |
| 136 | + |
| 137 | + # TODO (?) |
| 138 | + # isolate eigenvalues with math.mb03wx |
| 139 | + |
| 140 | + assert_allclose(W, W_ref, atol=1e-5) |
| 141 | + assert_allclose(T, T_ref, atol=1e-4) |
| 142 | + assert_allclose(Z, Z_ref, atol=1e-4) |
| 143 | + |
| 144 | + # Computer Error: too machine dependent to test to reference value |
| 145 | + # SSQ_ref = 7.18432D-15 |
| 146 | + # SSQ = 0. |
| 147 | + # for k in range(p): |
| 148 | + # kp1 = k+1 |
| 149 | + # if kp1 > p-1: |
| 150 | + # kp1 = 0 |
| 151 | + # P = Zrr[:, :, k].T.dot(A[: ,: ,k]).dot(Zrr[: ,: ,kp1]) - Hrr[: ,: ,k] |
| 152 | + # SSQ = np.sqrt(SSQ**2 + np.linalg.norm(P,'fro')**2) |
| 153 | + |
| 154 | + |
16 | 155 | def test_mb05md(self): |
17 | 156 | """ test_mb05md: verify Matrix exponential with slicot doc example |
18 | 157 | data from http://slicot.org/objects/software/shared/doc/MB05MD.html |
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