test.py 文件源码

def test_linear_operator():
    npr.seed(0)

    nx, nineq, neq = 4, 6, 7
    Q = npr.randn(nx, nx)
    G = npr.randn(nineq, nx)
    A = npr.randn(neq, nx)
    D = np.diag(npr.rand(nineq))

    K_ = np.bmat((
        (Q, np.zeros((nx, nineq)), G.T, A.T),
        (np.zeros((nineq, nx)), D, np.eye(nineq), np.zeros((nineq, neq))),
        (G, np.eye(nineq), np.zeros((nineq, nineq + neq))),
        (A, np.zeros((neq, nineq + nineq + neq)))
    ))

    Q_lo = sla.aslinearoperator(Q)
    G_lo = sla.aslinearoperator(G)
    A_lo = sla.aslinearoperator(A)
    D_lo = sla.aslinearoperator(D)

    K = block((
        (Q_lo,    0,    G.T,    A.T),
        (0,    D_lo,    'I',      0),
        (G_lo,  'I',      0,      0),
        (A_lo,    0,      0,      0)
    ), arrtype=sla.LinearOperator)

    w1 = np.random.randn(K_.shape[1])
    assert np.allclose(K_.dot(w1), K.dot(w1))
    w2 = np.random.randn(K_.shape[0])
    assert np.allclose(K_.T.dot(w2), K.H.dot(w2))
    W = np.random.randn(*K_.shape)
    assert np.allclose(K_.dot(W), K.dot(W))