# frozen_string_literal: true require 'spec_helper' RSpec.describe Numo::Linalg do describe 'eigh' do let(:m) { 5 } let(:n) { 3 } let(:mat_a) { rand_symmetric_mat(m) } let(:mat_b) { rand_symmetric_mat(m) + 5.1 * Numo::DFloat.eye(m) } # for avoiding non-singular matrix let(:mat_c) { rand_hermitian_mat(m) } let(:mat_d) { rand_hermitian_mat(m) + 5.1 * Numo::DFloat.eye(m) } # for avoiding non-singular matrix it 'raises ShapeError given a rectangular matrix' do expect { described_class.eigh(Numo::DFloat.new(2, 4).rand) }.to raise_error(Numo::NArray::ShapeError) end it 'finds eigenvalues and eigenvectors by solving eigenvalue problem for a symmetric matrix' do v, w = described_class.eigh(mat_a) r = w.transpose.dot(mat_a.dot(w)) r = r[r.diag_indices] expect((v - r).abs.mean).to be < ERR_TOL end it 'finds eigenvalues and eigenvectors by solving eigenvalue problem for a hermitian matrix' do v, w = described_class.eigh(mat_c) r = w.transpose.conj.dot(mat_c.dot(w)) r = r[r.diag_indices].real expect((v - r).abs.mean).to be < ERR_TOL end it 'finds eigenvalues and eigenvectors by solving generalized eigenvalue problem for symmetric matrices' do v, w = described_class.eigh(mat_a, mat_b) r = w.transpose.dot(mat_a.dot(w)) r = r[r.diag_indices] e = w.transpose.dot(mat_b.dot(w)) e = e[e.diag_indices] expect((v - r).abs.mean).to be < ERR_TOL expect((Numo::DFloat.ones(m) - e).abs.mean).to be < ERR_TOL end it 'finds eigenvalues and eigenvectors by solving generalized eigenvalue problem for hermitian matrices' do v, w = described_class.eigh(mat_c, mat_d) r = w.transpose.conj.dot(mat_c.dot(w)) r = r[r.diag_indices].real e = w.transpose.conj.dot(mat_d.dot(w)) e = e[e.diag_indices].real expect((v - r).abs.mean).to be < ERR_TOL expect((Numo::DFloat.ones(m) - e).abs.mean).to be < ERR_TOL end it 'finds eigenvalues and eigenvectors by solving generalized eigenvalue problem for symmetric and hermitian matrices' do v, w = described_class.eigh(mat_a, mat_d) r = w.transpose.conj.dot(mat_a.dot(w)) r = r[r.diag_indices].real e = w.transpose.conj.dot(mat_d.dot(w)) e = e[e.diag_indices].real expect((v - r).abs.mean).to be < ERR_TOL expect((Numo::DFloat.ones(m) - e).abs.mean).to be < ERR_TOL end it 'finds eigenvalues and eigenvectors for a symmetric matrix with divide and conquer algorithm' do v, w = described_class.eigh(mat_a, turbo: true) r = w.transpose.dot(mat_a.dot(w)) r = r[r.diag_indices] expect((v - r).abs.mean).to be < ERR_TOL end it 'finds eigenvalues and eigenvectors in the range of the specified indices' do v1, w1 = described_class.eigh(mat_a, mat_b) v2, w2 = described_class.eigh(mat_a, mat_b, vals_range: 0...n) r = w2.transpose.dot(mat_a.dot(w2)) r = r[r.diag_indices] e = w2.transpose.dot(mat_b.dot(w2)) e = e[e.diag_indices] expect((v2 - r).abs.mean).to be < ERR_TOL expect((v1[0...n] - r).abs.mean).to be < ERR_TOL expect((Numo::DFloat.ones(n) - e).abs.mean).to be < ERR_TOL end end end