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Diffstat (limited to 'tensorflow/compiler/tests/qr_op_test.py')
-rw-r--r-- | tensorflow/compiler/tests/qr_op_test.py | 115 |
1 files changed, 115 insertions, 0 deletions
diff --git a/tensorflow/compiler/tests/qr_op_test.py b/tensorflow/compiler/tests/qr_op_test.py new file mode 100644 index 0000000000..1b969ee2b3 --- /dev/null +++ b/tensorflow/compiler/tests/qr_op_test.py @@ -0,0 +1,115 @@ +# Copyright 2018 The TensorFlow Authors. All Rights Reserved. +# +# Licensed under the Apache License, Version 2.0 (the "License"); +# you may not use this file except in compliance with the License. +# You may obtain a copy of the License at +# +# http://www.apache.org/licenses/LICENSE-2.0 +# +# Unless required by applicable law or agreed to in writing, software +# distributed under the License is distributed on an "AS IS" BASIS, +# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. +# See the License for the specific language governing permissions and +# limitations under the License. +# ============================================================================== +"""Tests for tensorflow.ops.math_ops.matrix_inverse.""" + +from __future__ import absolute_import +from __future__ import division +from __future__ import print_function + +import itertools + +from absl.testing import parameterized +import numpy as np + +from tensorflow.compiler.tests import xla_test +from tensorflow.python.ops import array_ops +from tensorflow.python.ops import linalg_ops +from tensorflow.python.ops import math_ops +from tensorflow.python.platform import test + + +class QrOpTest(xla_test.XLATestCase, parameterized.TestCase): + + def AdjustedNorm(self, x): + """Computes the norm of matrices in 'x', adjusted for dimension and type.""" + norm = np.linalg.norm(x, axis=(-2, -1)) + return norm / (max(x.shape[-2:]) * np.finfo(x.dtype).eps) + + def CompareOrthogonal(self, x, y, rank): + # We only compare the first 'rank' orthogonal vectors since the + # remainder form an arbitrary orthonormal basis for the + # (row- or column-) null space, whose exact value depends on + # implementation details. Notice that since we check that the + # matrices of singular vectors are unitary elsewhere, we do + # implicitly test that the trailing vectors of x and y span the + # same space. + x = x[..., 0:rank] + y = y[..., 0:rank] + # Q is only unique up to sign (complex phase factor for complex matrices), + # so we normalize the sign first. + sum_of_ratios = np.sum(np.divide(y, x), -2, keepdims=True) + phases = np.divide(sum_of_ratios, np.abs(sum_of_ratios)) + x *= phases + self.assertTrue(np.all(self.AdjustedNorm(x - y) < 30.0)) + + def CheckApproximation(self, a, q, r): + # Tests that a ~= q*r. + precision = self.AdjustedNorm(a - np.matmul(q, r)) + self.assertTrue(np.all(precision < 10.0)) + + def CheckUnitary(self, x): + # Tests that x[...,:,:]^H * x[...,:,:] is close to the identity. + xx = math_ops.matmul(x, x, adjoint_a=True) + identity = array_ops.matrix_band_part(array_ops.ones_like(xx), 0, 0) + precision = self.AdjustedNorm(xx.eval() - identity.eval()) + self.assertTrue(np.all(precision < 5.0)) + + def _test(self, dtype, shape, full_matrices): + np.random.seed(1) + x_np = np.random.uniform( + low=-1.0, high=1.0, size=np.prod(shape)).reshape(shape).astype(dtype) + + with self.test_session() as sess: + x_tf = array_ops.placeholder(dtype) + with self.test_scope(): + q_tf, r_tf = linalg_ops.qr(x_tf, full_matrices=full_matrices) + q_tf_val, r_tf_val = sess.run([q_tf, r_tf], feed_dict={x_tf: x_np}) + + q_dims = q_tf_val.shape + np_q = np.ndarray(q_dims, dtype) + np_q_reshape = np.reshape(np_q, (-1, q_dims[-2], q_dims[-1])) + new_first_dim = np_q_reshape.shape[0] + + x_reshape = np.reshape(x_np, (-1, x_np.shape[-2], x_np.shape[-1])) + for i in range(new_first_dim): + if full_matrices: + np_q_reshape[i, :, :], _ = np.linalg.qr( + x_reshape[i, :, :], mode="complete") + else: + np_q_reshape[i, :, :], _ = np.linalg.qr( + x_reshape[i, :, :], mode="reduced") + np_q = np.reshape(np_q_reshape, q_dims) + self.CompareOrthogonal(np_q, q_tf_val, min(shape[-2:])) + self.CheckApproximation(x_np, q_tf_val, r_tf_val) + self.CheckUnitary(q_tf_val) + + SIZES = [1, 2, 5, 10, 32, 100, 300] + DTYPES = [np.float32] + PARAMS = itertools.product(SIZES, SIZES, DTYPES) + + @parameterized.parameters(*PARAMS) + def testQR(self, rows, cols, dtype): + # TODO(b/111317468): implement full_matrices=False, test other types. + for full_matrices in [True]: + # Only tests the (3, 2) case for small numbers of rows/columns. + for batch_dims in [(), (3,)] + [(3, 2)] * (max(rows, cols) < 10): + self._test(dtype, batch_dims + (rows, cols), full_matrices) + + def testLarge2000x2000(self): + self._test(np.float32, (2000, 2000), full_matrices=True) + + +if __name__ == "__main__": + test.main() |