view test/test_diag_perm.m @ 8968:91d53dc37f79

Add perm * sparse, perm \ sparse, sparse * perm, and sparse / perm operations. Nothing terribly fancy in any of this. There probably is some mechanism for using the permutation vectors and some assign or index method in the sparse classes, but I've never understood all the intricacies. I'm opting for a simple implementation at the cost of possibly duplicating some functionality.
author Jason Riedy <jason@acm.org>
date Tue, 10 Mar 2009 21:54:44 -0400
parents 1bba53c0a38d
children 2e9af3363669
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## Copyright (C) 2009 E. Jason Riedy
##
## This file is part of Octave.
##
## Octave is free software; you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 3 of the License, or (at
## your option) any later version.
##
## Octave is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with Octave; see the file COPYING.  If not, see
## <http://www.gnu.org/licenses/>.

########################################
## Permutation matrices

## row permutation
%!test
%! n = 5;
%! A = rand (n);
%! perm = randperm (n);
%! Prow = eye (n) (perm, :);
%! assert (A(perm, :), Prow * A);
%! invperm(perm) = 1:n;
%! assert (Prow \ A, A(invperm, :));
%! assert (Prow' * A, A(invperm, :));

## column permutation
%!test
%! n = 7;
%! A = rand (n);
%! perm = randperm (n);
%! Pcol = eye (n) (:, perm);
%! assert (A(:, perm), A * Pcol);
%! invperm(perm) = 1:n;
%! assert (A / Pcol, A(:, invperm));
%! assert (A * Pcol.', A(:, invperm));

## fall back to a matrix in addition
%!test
%! n = 4;
%! P1 = eye (n) (:, randperm (n));
%! A = zeros (n) + P1;
%! assert (sum (A), ones (1, n));
%! assert (sum (A, 2), ones (n, 1));

## preserve dense matrix structure
%!test
%! n = 7;
%! Pc = eye (n) (:, randperm (n));
%! Pr = eye (n) (randperm (n), :);
%! assert (typeinfo (rand (n) * Pc), "matrix");
%! assert (typeinfo (Pr * rand (n)), "matrix");

## preserve sparse matrix structure
%!test
%! n = 7;
%! Pc = eye (n) (:, randperm (n));
%! Ac = sprand (n-3, n, .5) + I () * sprand (n-3, n, .5);
%! Pr = eye (n) (randperm (n), :);
%! Ar = sprand (n, n+2, .5);
%! assert (typeinfo (Ac * Pc), "sparse complex matrix");
%! assert (full (Ac * Pc), full (Ac) * Pc);
%! assert (full (Ac / Pc), full (Ac) / Pc);
%! assert (typeinfo (Pr * Ar), "sparse matrix");
%! assert (full (Pr * Ar), Pr * full (Ar));
%! assert (full (Pr \ Ar), Pr \ full (Ar));

## structure rules for 1x1 dense / scalar and 1x1 perm
%!test
%! n = 7;
%! P1 = eye (1) (:, [1]);
%! A1 = 1;
%! P = eye (n) (:, randperm (n));
%! A = rand (n-3, n, .5);
%! assert (typeinfo (A * P1), "matrix");
%! assert (full (A * P1), full (A) * P1);
%! assert (typeinfo (P1 * A), "matrix");
%! assert (full (P1 * A), P1 * full (A));
%! assert (typeinfo (A1 * P), "matrix");
%! assert (full (A1 * P), full (A1) * P);
%! assert (typeinfo (P * A1), "matrix");
%! assert (full (P * A1), P * full (A1));

## structure rules for 1x1 sparse and 1x1 perm
%!test
%! n = 7;
%! P1 = eye (1) (:, [1]);
%! A1 = sparse (1, 1, 2);
%! P = eye (n) (:, randperm (n));
%! A = sprand (n-3, n, .5);
%! assert (typeinfo (A * P1), "sparse matrix");
%! assert (full (A * P1), full (A) * P1);
%! assert (typeinfo (P1 * A), "sparse matrix");
%! assert (full (P1 * A), P1 * full (A));
%! assert (typeinfo (A1 * P), "sparse matrix");
%! assert (full (A1 * P), full (A1) * P);
%! assert (typeinfo (P * A1), "sparse matrix");
%! assert (full (P * A1), P * full (A1));

## permuting a matrix with exceptional values does not introduce new ones.
%!test
%! n = 5;
%! pc = randperm (n);
%! Pc = eye (n) (:, pc);
%! pr = randperm (n);
%! Pr = eye (n) (pr, :);
%! A = rand (n);
%! A(n, n-2) = NaN;
%! A(3, 1) = Inf;
%! assert (Pr * A * Pc, A(pr, pc));

## conversion to sparse form
%!test
%! n = 7;
%! P = eye (n) (:, randperm (n));
%! sP = sparse (P);
%! assert (full (sP), full (P));
%! assert (size (find (sP), 1), n);
%! [I, J, V] = find (sP);
%! assert (all (V == 1));

########################################
## Diagonal matrices

## square row scaling
%!test
%! m = 7;
%! n = 11;
%! A = rand (m, n);
%! scalefact = rand (m, 1);
%! Dr = diag (scalefact);
%! assert (Dr * A, repmat (scalefact, 1, n) .* A);
%! assert (Dr \ A, A ./ repmat (scalefact, 1, n));
%! scalefact(m-1) = Inf;
%! Dr(m-1, m-1) = 0;
%! assert (Dr \ A, A ./ repmat (scalefact, 1, n));

## square column scaling
%!test
%! m = 13;
%! n = 11;
%! A = rand (m, n);
%! scalefact = rand (1, n);
%! Dc = diag (scalefact);
%! assert (A * Dc, repmat (scalefact, m, 1) .* A);
%! assert (A / Dc, A ./ repmat (scalefact, m, 1));
%! scalefact(n-1) = Inf;
%! Dc(n-1, n-1) = 0;
%! assert (A / Dc, A ./ repmat (scalefact, m, 1));

## arithmetic
%!test
%! m = 9;
%! n = 7;
%! mn = min (m, n);
%! d1 = rand (mn, 1) + I () * rand (mn, 1);
%! D1 = diag (d1, m, n);
%! d2 = rand (mn, 1);
%! D2 = diag (d2, m, n);
%! D1D2 = D1 + D2;
%! assert (typeinfo (D1D2), "complex diagonal matrix");
%! assert (diag (D1D2), d1 + d2);
%! D1D2 = D2.' * D1;
%! assert (typeinfo (D1D2), "complex diagonal matrix");
%! assert (diag (D1D2), d1 .* d2);

## slicing
%!test
%! m = 13;
%! n = 6;
%! mn = min (m, n);
%! d = rand (mn, 1);
%! D = diag (d, m, n);
%! Dslice = D (1:(m-3), 1:(n-2));
%! assert (typeinfo (Dslice), "diagonal matrix");

## preserve dense matrix structure when scaling
%!assert (typeinfo (rand (8) * (3 * eye (8))), "matrix");
%!assert (typeinfo ((3 * eye (8)) * rand (8)), "matrix");

## preserve sparse matrix structure when scaling
%!assert (typeinfo (sprand (8, 8, .5) * (3 * eye (8))), "sparse matrix");
%!assert (typeinfo (sprand (8, 8, .5) * (3 * eye (8))'), "sparse matrix");
%!assert (typeinfo (((3 + 2 * I ()) * eye (8)) * sprand (8, 8, .5)), "sparse complex matrix");
%!assert (typeinfo (((3 + 2 * I ()) * eye (8))' * sprand (8, 8, .5)), "sparse complex matrix");
%!assert (typeinfo (sprand (8, 8, .5) * ((3 + 2 * I ()) * eye (8)).'), "sparse complex matrix");

## scaling a matrix with exceptional values does not introduce new ones.
%!test
%! n = 6;
%! dr = rand (n, 1);
%! Dr = diag (dr);
%! dc = rand (1, n);
%! Dc = diag (dc);
%! A = rand (n);
%! A(n, n-2) = NaN;
%! A(4, 1) = Inf;
%! assert (Dr * A * Dc, A .* kron (dr, dc), eps);

## sparse inverse row scaling with a zero factor
%!test
%! n = 8;
%! A = sprand (n, n, .5);
%! scalefact = rand (n, 1);
%! Dr = diag (scalefact);
%! scalefact(n-1) = Inf;
%! Dr(n-1, n-1) = 0;
%! assert (full (Dr \ A), full (A) ./ repmat (scalefact, 1, n));

## narrow sparse inverse row scaling
%!test
%! n = 8;
%! A = sprand (n, n, .5);
%! scalefact = rand (n-2, 1);
%! Dr = diag (scalefact, n, n-2);
%! assert (full (Dr \ A), Dr \ full(A))

## sparse inverse column scaling with a zero factor
%!test
%! n = 11;
%! A = sprand (n, n, .5);
%! scalefact = rand (1, n);
%! Dc = diag (scalefact);
%! scalefact(n-1) = Inf;
%! Dc(n-1, n-1) = 0;
%! assert (full (A / Dc), full(A) / Dc)

## short sparse inverse column scaling
%!test
%! n = 7;
%! A = sprand (n, n, .5);
%! scalefact = rand (1, n-2) + I () * rand(1, n-2);
%! Dc = diag (scalefact, n-2, n);
%! assert (full (A / Dc), full(A) / Dc)

## adding sparse and diagonal stays sparse
%!test
%! n = 9;
%! A = sprand (n, n, .5);
%! D = 2 * eye (n);
%! assert (typeinfo (A + D), "sparse matrix")
%! assert (typeinfo (A - D), "sparse matrix")
%! D = D * I () + D;
%! assert (typeinfo (A - D), "sparse complex matrix")
%! A = A * I () + A;
%! assert (typeinfo (D - A), "sparse complex matrix")

## adding sparse and diagonal stays sparse
%!test
%! n = 9;
%! A = sprand (n, n, .5);
%! D = 2 * eye (n);
%! assert (full (A + D), full (A) + D)
%! assert (full (A - D), full (A) - D)
%! D = D * I () + D;
%! assert (full (D + A), D + full (A))
%! A = A * I () + A;
%! A(6, 4) = nan ();
%! assert (full (D - A), D - full (A))