add pardiso tests for PD matrices.

fix test
simpeg · Oct 10, 2024 · 54156ff · 54156ff
1 parent 46683d6
commit 54156ff
Showing 1 changed file with 45 additions and 7 deletions.
diff --git a/tests/test_Pardiso.py b/tests/test_Pardiso.py
@@ -25,23 +25,61 @@ def test_mat_data():
 
 @pytest.mark.parametrize('transpose', [True, False])
 @pytest.mark.parametrize('dtype', [np.float64, np.complex128])
-@pytest.mark.parametrize('symmetric', [True, False])
-def test_solve(test_mat_data, dtype, transpose, symmetric):
+@pytest.mark.parametrize('symmetry', ["S", "H", None])
+def test_solve(test_mat_data, dtype, transpose, symmetry):
+
     A, sol = test_mat_data
-    sol = sol.astype(dtype)
-    A = A.astype(dtype)
-    if not symmetric:
+
+    if symmetry is None:
         D = sp.diags(np.linspace(2, 3, A.shape[0]))
         A = D @ A
+        symmetric = False
+        hermitian = False
+    elif symmetry == "H":
+        D = sp.diags(np.linspace(2, 3, A.shape[0]))
+        if np.issubdtype(dtype, np.complexfloating):
+            D = D + 1j * sp.diags(np.linspace(3, 4, A.shape[0]))
+        A = D @ A @ D.T.conjugate()
+        symmetric = False
+        hermitian = True
+    else:
+        symmetric = True
+        hermitian = False
+
+    sol = sol.astype(dtype)
+    A = A.astype(dtype)
+
     rhs = A @ sol
     if transpose:
-        Ainv = pymatsolver.Pardiso(A.T, is_symmetric=symmetric).T
+        Ainv = pymatsolver.Pardiso(A.T, is_symmetric=symmetric, is_hermitian=hermitian).T
     else:
-        Ainv = pymatsolver.Pardiso(A, is_symmetric=symmetric)
+        Ainv = pymatsolver.Pardiso(A, is_symmetric=symmetric, is_hermitian=hermitian)
     for i in range(rhs.shape[1]):
         npt.assert_allclose(Ainv * rhs[:, i], sol[:, i], atol=TOL)
     npt.assert_allclose(Ainv * rhs, sol, atol=TOL)
 
+@pytest.mark.parametrize('transpose', [True, False])
+@pytest.mark.parametrize('dtype', [np.float64, np.complex128])
+def test_pardiso_positive_definite(dtype, transpose):
+    n = 5
+    if dtype == np.float64:
+        L = sp.diags([1, -1], [0, -1], shape=(n, n))
+    else:
+        L = sp.diags([1, -1j], [0, -1], shape=(n, n))
+    D = sp.diags(np.linspace(1, 2, n))
+    A_pd = L @ D @ (L.T.conjugate())
+
+    sol = np.linspace(0, 1, n)
+    rhs = A_pd @ sol
+
+    is_symmetric = dtype == np.float64
+    if transpose:
+        Ainv = pymatsolver.Pardiso(A.T, is_symmetric=is_symmetric, is_hermitian=True, is_positive_definite=True).T
+    else:
+        Ainv = pymatsolver.Pardiso(A, is_symmetric=is_symmetric, is_hermitian=True, is_positive_definite=True)
+
+    npt.assert_allclose(Ainv @ rhs, sol)
+
 
 def test_refactor(test_mat_data):
     A, sol = test_mat_data