import numpy as np from numpy.linalg import lstsq from numpy.testing import (assert_allclose, assert_equal, assert_, run_module_suite, assert_raises) from scipy.sparse import rand from scipy.sparse.linalg import aslinearoperator from scipy.optimize import lsq_linear A = np.array([ [0.171, -0.057], [-0.049, -0.248], [-0.166, 0.054], ]) b = np.array([0.074, 1.014, -0.383]) class BaseMixin(object): def __init__(self): self.rnd = np.random.RandomState(0) def test_dense_no_bounds(self): for lsq_solver in self.lsq_solvers: res = lsq_linear(A, b, method=self.method, lsq_solver=lsq_solver) assert_allclose(res.x, lstsq(A, b)[0]) def test_dense_bounds(self): # Solutions for comparison are taken from MATLAB. lb = np.array([-1, -10]) ub = np.array([1, 0]) for lsq_solver in self.lsq_solvers: res = lsq_linear(A, b, (lb, ub), method=self.method, lsq_solver=lsq_solver) assert_allclose(res.x, lstsq(A, b)[0]) lb = np.array([0.0, -np.inf]) for lsq_solver in self.lsq_solvers: res = lsq_linear(A, b, (lb, np.inf), method=self.method, lsq_solver=lsq_solver) assert_allclose(res.x, np.array([0.0, -4.084174437334673]), atol=1e-6) lb = np.array([-1, 0]) for lsq_solver in self.lsq_solvers: res = lsq_linear(A, b, (lb, np.inf), method=self.method, lsq_solver=lsq_solver) assert_allclose(res.x, np.array([0.448427311733504, 0]), atol=1e-15) ub = np.array([np.inf, -5]) for lsq_solver in self.lsq_solvers: res = lsq_linear(A, b, (-np.inf, ub), method=self.method, lsq_solver=lsq_solver) assert_allclose(res.x, np.array([-0.105560998682388, -5])) ub = np.array([-1, np.inf]) for lsq_solver in self.lsq_solvers: res = lsq_linear(A, b, (-np.inf, ub), method=self.method, lsq_solver=lsq_solver) assert_allclose(res.x, np.array([-1, -4.181102129483254])) lb = np.array([0, -4]) ub = np.array([1, 0]) for lsq_solver in self.lsq_solvers: res = lsq_linear(A, b, (lb, ub), method=self.method, lsq_solver=lsq_solver) assert_allclose(res.x, np.array([0.005236663400791, -4])) def test_dense_rank_deficient(self): A = np.array([[-0.307, -0.184]]) b = np.array([0.773]) lb = [-0.1, -0.1] ub = [0.1, 0.1] for lsq_solver in self.lsq_solvers: res = lsq_linear(A, b, (lb, ub), method=self.method, lsq_solver=lsq_solver) assert_allclose(res.x, [-0.1, -0.1]) A = np.array([ [0.334, 0.668], [-0.516, -1.032], [0.192, 0.384], ]) b = np.array([-1.436, 0.135, 0.909]) lb = [0, -1] ub = [1, -0.5] for lsq_solver in self.lsq_solvers: res = lsq_linear(A, b, (lb, ub), method=self.method, lsq_solver=lsq_solver) assert_allclose(res.optimality, 0, atol=1e-11) def test_full_result(self): lb = np.array([0, -4]) ub = np.array([1, 0]) res = lsq_linear(A, b, (lb, ub), method=self.method) assert_allclose(res.x, [0.005236663400791, -4]) r = A.dot(res.x) - b assert_allclose(res.cost, 0.5 * np.dot(r, r)) assert_allclose(res.fun, r) assert_allclose(res.optimality, 0.0, atol=1e-12) assert_equal(res.active_mask, [0, -1]) assert_(res.nit < 15) assert_(res.status == 1 or res.status == 3) assert_(isinstance(res.message, str)) assert_(res.success) class SparseMixin(object): def test_sparse_and_LinearOperator(self): m = 5000 n = 1000 A = rand(m, n, random_state=0) b = self.rnd.randn(m) res = lsq_linear(A, b) assert_allclose(res.optimality, 0, atol=1e-6) A = aslinearoperator(A) res = lsq_linear(A, b) assert_allclose(res.optimality, 0, atol=1e-6) def test_sparse_bounds(self): m = 5000 n = 1000 A = rand(m, n, random_state=0) b = self.rnd.randn(m) lb = self.rnd.randn(n) ub = lb + 1 res = lsq_linear(A, b, (lb, ub)) assert_allclose(res.optimality, 0.0, atol=1e-8) res = lsq_linear(A, b, (lb, ub), lsmr_tol=1e-13) assert_allclose(res.optimality, 0.0, atol=1e-8) res = lsq_linear(A, b, (lb, ub), lsmr_tol='auto') assert_allclose(res.optimality, 0.0, atol=1e-8) class TestTRF(BaseMixin, SparseMixin): method = 'trf' lsq_solvers = ['exact', 'lsmr'] class TestBVLS(BaseMixin): method = 'bvls' lsq_solvers = ['exact'] if __name__ == '__main__': run_module_suite()