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Update test_gsvd.py

Merged Update test_gsvd.py
gsvd into master
Merged Amir MOHAMMADI requested to merge gsvd into master
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bob/math/test_gsvd.py
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@@ -9,9 +9,9 @@ Tests GSVD
Basically these tests test the GSVD relation.
Given 2 matrices A and B GSVD(A,B) = [U,V,X,C,S] where,
A= (X * C.T * U^T)^T and
A= (X * C.T * U^T)^T and
B= (X * S.T * V^T)^T and
C**2 + S**2 = 1
"""
@@ -34,22 +34,22 @@ def gsvd_relations(A,B):
A_check = numpy.dot(numpy.dot(X,C.T),U.T).T
nose.tools.eq_( (abs(A-A_check) < 1e-10).all(), True )
# Cheking the relation B= (X * S.T * V^T)^T
# Cheking the relation B= (X * S.T * V^T)^T
B_check = numpy.dot(numpy.dot(X,S.T),V.T).T
nose.tools.eq_( (abs(B-B_check) < 1e-10).all(), True )
def svd_relations(A):
[U, S, V] = bob.math.svd(A)
[U, S, V] = bob.math.svd(A)
A_check = numpy.dot(numpy.dot(V,S), U)
nose.tools.eq_( (abs(A-A_check) < 1e-10).all(), True )
def test_first_case():
#Testing the first scenario of gsvd:
#M-K-L >= 0 (check http://www.netlib.org/lapack/explore-html/d1/d7e/group__double_g_esing_ga4a187519e5c71da3b3f67c85e9baf0f2.html#ga4a187519e5c71da3b3f67c85e9baf0f2)
#M-K-L >= 0 (check http://www.netlib.org/lapack/explore-html/d1/d7e/group__double_g_esing_ga4a187519e5c71da3b3f67c85e9baf0f2.html#ga4a187519e5c71da3b3f67c85e9baf0f2)
A = numpy.random.rand(10,10)
B = numpy.random.rand(790,10)
@@ -58,9 +58,9 @@ def test_first_case():
def test_second_case():
#Testing the second scenario of gsvd:
#M-K-L < 0 (check http://www.netlib.org/lapack/explore-html/d1/d7e/group__double_g_esing_ga4a187519e5c71da3b3f67c85e9baf0f2.html#ga4a187519e5c71da3b3f67c85e9baf0f2)
#M-K-L < 0 (check http://www.netlib.org/lapack/explore-html/d1/d7e/group__double_g_esing_ga4a187519e5c71da3b3f67c85e9baf0f2.html#ga4a187519e5c71da3b3f67c85e9baf0f2)
A = numpy.random.rand(4,5)
@@ -98,23 +98,23 @@ def test_svd_relation():
def test_svd_signal():
##Testing SVD signal
##This test was imported from bob.learn.linear
##This test was imported from bob.learn.linear
A = numpy.array([[3,-3,100], [4,-4,50], [3.5,-3.5,-50], [3.8,-3.7,-100]], dtype='float64')
U_ref = numpy.array([[ 2.20825004e-03, -1.80819459e-03, -9.99995927e-01],
[ -7.09549949e-01, 7.04649416e-01, -2.84101853e-03],
[ 7.04651683e-01, 7.09553332e-01, 2.73037723e-04]])
[U,S,V] = bob.math.svd(A)
nose.tools.eq_((abs(U-U_ref) < 1e-8).all(), True)
numpy.testing.assert_allclose(numpy.abs(U), numpy.abs(U_ref), rtol=1e-5, atol=1e-6)
svd_relations(A)
def test_svd_signal_book_example():
## Reference copied from here http://prod.sandia.gov/techlib/access-control.cgi/2007/076422.pdf
## Reference copied from here http://prod.sandia.gov/techlib/access-control.cgi/2007/076422.pdf
A = numpy.array([[2.5, 63.5, 40.1, 78, 61.1],
[0.9, 58.0, 25.1, 78, 94.1],
@@ -130,6 +130,6 @@ def test_svd_signal_book_example():
[U,S,V] = bob.math.svd(A)
assert U[0,0] > 0
svd_relations(A)