# 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.cached_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): Test other types. for full_matrices in [True, False]: # 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()