{-# LANGUAGE CPP #-} {-# OPTIONS_GHC -fno-warn-unused-imports -fno-warn-incomplete-patterns #-} {-# LANGUAGE DataKinds #-} {-# LANGUAGE TypeFamilies #-} {-# LANGUAGE FlexibleContexts #-} {-# LANGUAGE RankNTypes #-} ----------------------------------------------------------------------------- {- | Module : Numeric.LinearAlgebra.Tests Copyright : (c) Alberto Ruiz 2007-14 License : BSD3 Maintainer : Alberto Ruiz Stability : provisional Some tests. -} module Numeric.LinearAlgebra.Tests( -- module Numeric.LinearAlgebra.Tests.Instances, -- module Numeric.LinearAlgebra.Tests.Properties, qCheck, utest, runTests, runBenchmarks -- , findNaN --, runBigTests ) where import Numeric.LinearAlgebra hiding (unitary) import Numeric.LinearAlgebra.Devel hiding (vec) import Numeric.LinearAlgebra.Static(L) import Numeric.LinearAlgebra.Tests.Instances import Numeric.LinearAlgebra.Tests.Properties import Test.HUnit hiding ((~:),test,Testable,State) import System.Info import Data.List(foldl1') import Prelude hiding ((^)) import qualified Prelude import System.CPUTime import System.Exit import Text.Printf import Numeric.LinearAlgebra.Devel(unsafeFromForeignPtr,unsafeToForeignPtr) import Control.Arrow((***)) import Debug.Trace import Control.Monad(when) import Control.Applicative import Control.Monad(ap) import Test.QuickCheck(Arbitrary,arbitrary,coarbitrary,choose,vector ,sized,classify,Testable,Property ,quickCheckWithResult,maxSize,stdArgs,shrink) import qualified Test.QuickCheck as T import Test.QuickCheck.Test(isSuccess) --eps = peps :: Double --i = 0:+1 :: Complex Double qCheck n x = do r <- quickCheckWithResult stdArgs {maxSize = n} x when (not $ isSuccess r) (exitFailure) a ^ b = a Prelude.^ (b :: Int) utest str b = TestCase $ assertBool str b feye n = flipud (ident n) :: Matrix Double ----------------------------------------------------------- detTest1 = det m == 26 && det mc == 38 :+ (-3) && det (feye 2) == -1 where m = (3><3) [ 1, 2, 3 , 4, 5, 7 , 2, 8, 4 :: Double ] mc = (3><3) [ 1, 2, 3 , 4, 5, 7 , 2, 8, iC ] detTest2 = inv1 |~| inv2 && [det1] ~~ [det2] where m = complex (feye 6) inv1 = inv m det1 = det m (inv2,(lda,sa)) = invlndet m det2 = sa * exp lda --------------------------------------------------------------------- nd1 = (3><3) [ 1/2, 1/4, 1/4 , 0/1, 1/2, 1/4 , 1/2, 1/4, 1/2 :: Double] nd2 = (2><2) [1, 0, 1, 1:: Complex Double] expmTest1 = expm nd1 :~14~: (3><3) [ 1.762110887278176 , 0.478085470590435 , 0.478085470590435 , 0.104719410945666 , 1.709751181805343 , 0.425725765117601 , 0.851451530235203 , 0.530445176063267 , 1.814470592751009 ] expmTest2 = expm nd2 :~15~: (2><2) [ 2.718281828459045 , 0.000000000000000 , 2.718281828459045 , 2.718281828459045 ] ----------------------------------------------------- mbCholTest = utest "mbCholTest" (ok1 && ok2) where m1 = (2><2) [2,5,5,8 :: Double] m2 = (2><2) [3,5,5,9 :: Complex Double] ok1 = mbCholSH m1 == Nothing ok2 = mbCholSH m2 == Just (chol m2) --------------------------------------------------------------------- randomTestGaussian = c :~1~: snd (meanCov dat) where a = (3><3) [1,2,3, 2,4,0, -2,2,1] m = 3 |> [1,2,3] c = a <> tr a dat = gaussianSample 7 (10^6) m c randomTestUniform = c :~1~: snd (meanCov dat) where c = diag $ 3 |> map ((/12).(^2)) [1,2,3] dat = uniformSample 7 (10^6) [(0,1),(1,3),(3,6)] --------------------------------------------------------------------- rot :: Double -> Matrix Double rot a = (3><3) [ c,0,s , 0,1,0 ,-s,0,c ] where c = cos a s = sin a rotTest = fun (10^5) :~11~: rot 5E4 where fun n = foldl1' (<>) (map rot angles) where angles = toList $ linspace n (0,1) --------------------------------------------------------------------- -- vector <= 0.6.0.2 bug discovered by Patrick Perry -- http://trac.haskell.org/vector/ticket/31 offsetTest = y == y' where x = fromList [0..3 :: Double] y = subVector 1 3 x (f,o,n) = unsafeToForeignPtr y y' = unsafeFromForeignPtr f o n --------------------------------------------------------------------- normsVTest = TestList [ utest "normv2CD" $ norm2PropC v -- , utest "normv2CF" $ norm2PropC (single v) #ifndef NONORMVTEST , utest "normv2D" $ norm2PropR x -- , utest "normv2F" $ norm2PropR (single x) #endif , utest "normv1CD" $ norm_1 v == 8 -- , utest "normv1CF" $ norm_1 (single v) == 8 , utest "normv1D" $ norm_1 x == 6 -- , utest "normv1F" $ norm_1 (single x) == 6 , utest "normvInfCD" $ norm_Inf v == 5 -- , utest "normvInfCF" $ norm_Inf (single v) == 5 , utest "normvInfD" $ norm_Inf x == 3 -- , utest "normvInfF" $ norm_Inf (single x) == 3 ] where v = fromList [1,-2,3:+4] :: Vector (Complex Double) x = fromList [1,2,-3] :: Vector Double #ifndef NONORMVTEST norm2PropR a = norm_2 a =~= sqrt (udot a a) #endif norm2PropC a = norm_2 a =~= realPart (sqrt (a `dot` a)) a =~= b = fromList [a] |~| fromList [b] normsMTest = TestList [ utest "norm2mCD" $ norm_2 v =~= 8.86164970498005 -- , utest "norm2mCF" $ norm_2 (single v) =~= 8.86164970498005 , utest "norm2mD" $ norm_2 x =~= 5.96667765076216 -- , utest "norm2mF" $ norm_2 (single x) =~= 5.96667765076216 , utest "norm1mCD" $ norm_1 v == 9 -- , utest "norm1mCF" $ norm_1 (single v) == 9 , utest "norm1mD" $ norm_1 x == 7 -- , utest "norm1mF" $ norm_1 (single x) == 7 , utest "normmInfCD" $ norm_Inf v == 12 -- , utest "normmInfCF" $ norm_Inf (single v) == 12 , utest "normmInfD" $ norm_Inf x == 8 -- , utest "normmInfF" $ norm_Inf (single x) == 8 , utest "normmFroCD" $ norm_Frob v =~= 8.88819441731559 -- , utest "normmFroCF" $ norm_Frob (single v) =~~= 8.88819441731559 , utest "normmFroD" $ norm_Frob x =~= 6.24499799839840 -- , utest "normmFroF" $ norm_Frob (single x) =~~= 6.24499799839840 ] where v = (2><2) [1,-2*iC,3:+4,7] :: Matrix (Complex Double) x = (2><2) [1,2,-3,5] :: Matrix Double a =~= b = fromList [a] :~10~: fromList [b] -- a =~~= b = fromList [a] :~5~: fromList [b] --------------------------------------------------------------------- sumprodTest = TestList [ utest "sumCD" $ sumElements z == 6 , utest "sumCF" $ sumElements (single z) == 6 , utest "sumD" $ sumElements v == 6 , utest "sumF" $ sumElements (single v) == 6 , utest "prodCD" $ prodProp z , utest "prodCF" $ prodProp (single z) , utest "prodD" $ prodProp v , utest "prodF" $ prodProp (single v) ] where v = fromList [1,2,3] :: Vector Double z = fromList [1,2-iC,3+iC] prodProp x = prodElements x == product (toList x) --------------------------------------------------------------------- chainTest = utest "chain" $ foldl1' (<>) ms |~| optimiseMult ms where ms = [ diag (fromList [1,2,3 :: Double]) , konst 3 (3,5) , (5><10) [1 .. ] , konst 5 (10,2) ] --------------------------------------------------------------------- conjuTest m = cmap conjugate (flatten (conj (tr m))) == flatten (tr m) --------------------------------------------------------------------- newtype State s a = State { runState :: s -> (a,s) } instance Functor (State s) where fmap f x = pure f <*> x instance Applicative (State s) where pure = return (<*>) = ap instance Monad (State s) where return a = State $ \s -> (a,s) m >>= f = State $ \s -> let (a,s') = runState m s in runState (f a) s' state_get :: State s s state_get = State $ \s -> (s,s) state_put :: s -> State s () state_put s = State $ \_ -> ((),s) evalState :: State s a -> s -> a evalState m s = let (a,s') = runState m s in seq s' a newtype MaybeT m a = MaybeT { runMaybeT :: m (Maybe a) } instance Monad m => Functor (MaybeT m) where fmap f x = pure f <*> x instance Monad m => Applicative (MaybeT m) where pure = return (<*>) = ap instance Monad m => Monad (MaybeT m) where return a = MaybeT $ return $ Just a m >>= f = MaybeT $ do res <- runMaybeT m case res of Nothing -> return Nothing Just r -> runMaybeT (f r) fail _ = MaybeT $ return Nothing lift_maybe m = MaybeT $ do res <- m return $ Just res -- apply a test to successive elements of a vector, evaluates to true iff test passes for all pairs --successive_ :: Storable a => (a -> a -> Bool) -> Vector a -> Bool successive_ t v = maybe False (\_ -> True) $ evalState (runMaybeT (mapVectorM_ stp (subVector 1 (size v - 1) v))) (v ! 0) where stp e = do ep <- lift_maybe $ state_get if t e ep then lift_maybe $ state_put e else (fail "successive_ test failed") -- operate on successive elements of a vector and return the resulting vector, whose length 1 less than that of the input --successive :: (Storable a, Storable b) => (a -> a -> b) -> Vector a -> Vector b successive f v = evalState (mapVectorM stp (subVector 1 (size v - 1) v)) (v ! 0) where stp e = do ep <- state_get state_put e return $ f ep e succTest = utest "successive" $ successive_ (>) (fromList [1 :: Double,2,3,4]) == True && successive_ (>) (fromList [1 :: Double,3,2,4]) == False && successive (+) (fromList [1..10 :: Double]) == 9 |> [3,5,7,9,11,13,15,17,19] --------------------------------------------------------------------- findAssocTest = utest "findAssoc" ok where ok = m1 == m2 m1 = assoc (6,6) 7 $ zip (find (>0) (ident 5 :: Matrix Float)) [10 ..] :: Matrix Double m2 = diagRect 7 (fromList[10..14]) 6 6 --------------------------------------------------------------------- condTest = utest "cond" ok where ok = step v * v == cond v 0 0 0 v v = fromList [-7 .. 7 ] :: Vector Float --------------------------------------------------------------------- conformTest = utest "conform" ok where ok = 1 + row [1,2,3] + col [10,20,30,40] + (4><3) [1..] == (4><3) [13,15,17 ,26,28,30 ,39,41,43 ,52,54,56] --------------------------------------------------------------------- accumTest = utest "accum" ok where x = ident 3 :: Matrix Double ok = accum x (+) [((1,2),7), ((2,2),3)] == (3><3) [1,0,0 ,0,1,7 ,0,0,4] && toList (flatten x) == [1,0,0,0,1,0,0,0,1] -------------------------------------------------------------------------------- convolutionTest = utest "convolution" ok where -- a = fromList [1..10] :: Vector Double b = fromList [1..3] :: Vector Double c = (5><7) [1..] :: Matrix Double -- d = (3><3) [0,-1,0,-1,4,-1,0,-1,0] :: Matrix Double ok = separable (corr b) c == corr2 (outer b b) c && separable (conv b) c == conv2 (outer b b) c -------------------------------------------------------------------------------- sparseTest = utest "sparse" (fst $ checkT (undefined :: GMatrix)) -------------------------------------------------------------------------------- staticTest = utest "static" (fst $ checkT (undefined :: L 3 5)) -------------------------------------------------------------------------------- intTest = utest "int ops" (fst $ checkT (undefined :: Matrix I)) -------------------------------------------------------------------------------- modularTest = utest "modular ops" (fst $ checkT (undefined :: Matrix (Mod 13 I))) -------------------------------------------------------------------------------- indexProp g f x = a1 == g a2 && a2 == a3 && b1 == g b2 && b2 == b3 where l = map g (toList (f x)) a1 = maximum l b1 = minimum l a2 = x `atIndex` maxIndex x b2 = x `atIndex` minIndex x a3 = maxElement x b3 = minElement x -------------------------------------------------------------------------------- -- | All tests must pass with a maximum dimension of about 20 -- (some tests may fail with bigger sizes due to precision loss). runTests :: Int -- ^ maximum dimension -> IO () runTests n = do let test :: forall t . T.Testable t => t -> IO () test p = qCheck n p putStrLn "------ index" test( \m -> indexProp id flatten (single (m :: RM)) ) test( \v -> indexProp id id (single (v :: Vector Double)) ) test( \m -> indexProp id flatten (m :: RM) ) test( \v -> indexProp id id (v :: Vector Double) ) test( \m -> indexProp magnitude flatten (single (m :: CM)) ) test( \v -> indexProp magnitude id (single (v :: Vector (Complex Double))) ) test( \m -> indexProp magnitude flatten (m :: CM) ) test( \v -> indexProp magnitude id (v :: Vector (Complex Double)) ) putStrLn "------ mult Double" test (multProp1 10 . rConsist) test (multProp1 10 . cConsist) test (multProp2 10 . rConsist) test (multProp2 10 . cConsist) -- putStrLn "------ mult Float" -- test (multProp1 6 . (single *** single) . rConsist) -- test (multProp1 6 . (single *** single) . cConsist) -- test (multProp2 6 . (single *** single) . rConsist) -- test (multProp2 6 . (single *** single) . cConsist) putStrLn "------ sub-trans" test (subProp . rM) test (subProp . cM) putStrLn "------ ctrans" test (conjuTest . cM) test (conjuTest . zM) putStrLn "------ lu" test (luProp . rM) test (luProp . cM) putStrLn "------ inv (linearSolve)" test (invProp . rSqWC) test (invProp . cSqWC) putStrLn "------ luSolve" test (linearSolveProp (luSolve.luPacked) . rSqWC) test (linearSolveProp (luSolve.luPacked) . cSqWC) putStrLn "------ cholSolve" test (linearSolveProp (cholSolve.chol) . rPosDef) test (linearSolveProp (cholSolve.chol) . cPosDef) putStrLn "------ luSolveLS" test (linearSolveProp linearSolveLS . rSqWC) test (linearSolveProp linearSolveLS . cSqWC) test (linearSolveProp2 linearSolveLS . rConsist) test (linearSolveProp2 linearSolveLS . cConsist) putStrLn "------ pinv (linearSolveSVD)" test (pinvProp . rM) test (pinvProp . cM) putStrLn "------ det" test (detProp . rSqWC) test (detProp . cSqWC) putStrLn "------ svd" test (svdProp1 . rM) test (svdProp1 . cM) test (svdProp1a svd . rM) test (svdProp1a svd . cM) -- test (svdProp1a svdRd) test (svdProp1b svd . rM) test (svdProp1b svd . cM) -- test (svdProp1b svdRd) test (svdProp2 thinSVD . rM) test (svdProp2 thinSVD . cM) -- test (svdProp2 thinSVDRd) -- test (svdProp2 thinSVDCd) test (svdProp3 . rM) test (svdProp3 . cM) test (svdProp4 . rM) test (svdProp4 . cM) test (svdProp5a) test (svdProp5b) test (svdProp6a) test (svdProp6b) test (svdProp7 . rM) test (svdProp7 . cM) -- putStrLn "------ svdCd" #ifdef NOZGESDD -- putStrLn "Omitted" #else -- test (svdProp1a svdCd) -- test (svdProp1b svdCd) #endif putStrLn "------ eig" test (eigSHProp . rHer) test (eigSHProp . cHer) test (eigProp . rSq) test (eigProp . cSq) test (eigSHProp2 . rHer) test (eigSHProp2 . cHer) test (eigProp2 . rSq) test (eigProp2 . cSq) putStrLn "------ nullSpace" test (nullspaceProp . rM) test (nullspaceProp . cM) putStrLn "------ qr" test (qrProp . rM) test (qrProp . cM) test (rqProp . rM) -- test (rqProp . cM) test (rqProp1 . cM) test (rqProp2 . cM) -- test (rqProp3 . cM) putStrLn "------ hess" test (hessProp . rSq) test (hessProp . cSq) putStrLn "------ schur" test (schurProp2 . rSq) test (schurProp1 . cSq) putStrLn "------ chol" test (cholProp . rPosDef) test (cholProp . cPosDef) test (exactProp . rPosDef) test (exactProp . cPosDef) putStrLn "------ expm" test (expmDiagProp . complex. rSqWC) test (expmDiagProp . cSqWC) putStrLn "------ vector operations - Double" test (\u -> sin u ^ 2 + cos u ^ 2 |~| (1::RM)) test $ (\u -> sin u ^ 2 + cos u ^ 2 |~| (1::CM)) . liftMatrix makeUnitary test (\u -> sin u ** 2 + cos u ** 2 |~| (1::RM)) test (\u -> cos u * tan u |~| sin (u::RM)) test $ (\u -> cos u * tan u |~| sin (u::CM)) . liftMatrix makeUnitary -- putStrLn "------ vector operations - Float" -- test (\u -> sin u ^ 2 + cos u ^ 2 |~~| (1::FM)) -- test $ (\u -> sin u ^ 2 + cos u ^ 2 |~~| (1::ZM)) . liftMatrix makeUnitary -- test (\u -> sin u ** 2 + cos u ** 2 |~~| (1::FM)) -- test (\u -> cos u * tan u |~~| sin (u::FM)) -- test $ (\u -> cos u * tan u |~~| sin (u::ZM)) . liftMatrix makeUnitary putStrLn "------ read . show" test (\m -> (m::RM) == read (show m)) test (\m -> (m::CM) == read (show m)) test (\m -> toRows (m::RM) == read (show (toRows m))) test (\m -> toRows (m::CM) == read (show (toRows m))) test (\m -> (m::FM) == read (show m)) test (\m -> (m::ZM) == read (show m)) test (\m -> toRows (m::FM) == read (show (toRows m))) test (\m -> toRows (m::ZM) == read (show (toRows m))) putStrLn "------ some unit tests" c <- runTestTT $ TestList [ utest "1E5 rots" rotTest , utest "det1" detTest1 , utest "invlndet" detTest2 , utest "expm1" (expmTest1) , utest "expm2" (expmTest2) , utest "arith1" $ ((ones (100,100) * 5 + 2)/0.5 - 7)**2 |~| (49 :: RM) , utest "arith2" $ ((scalar (1+iC) * ones (100,100) * 5 + 2)/0.5 - 7)**2 |~| ( scalar (140*iC-51) :: CM) , utest "arith3" $ exp (scalar iC * ones(10,10)*pi) + 1 |~| 0 , utest "<\\>" $ (3><2) [2,0,0,3,1,1::Double] <\> 3|>[4,9,5] |~| 2|>[2,3] -- , utest "gamma" (gamma 5 == 24.0) -- , besselTest -- , exponentialTest , utest "randomGaussian" randomTestGaussian , utest "randomUniform" randomTestUniform , utest "buildVector/Matrix" $ complex (10 |> [0::Double ..]) == build 10 id && ident 5 == build (5,5) (\r c -> if r==c then 1::Double else 0) , utest "rank" $ rank ((2><3)[1,0,0,1,5*peps,0::Double]) == 1 && rank ((2><3)[1,0,0,1,7*peps,0::Double]) == 2 , utest "block" $ fromBlocks [[ident 3,0],[0,ident 4]] == (ident 7 :: CM) , mbCholTest , utest "offset" offsetTest , normsVTest , normsMTest , sumprodTest , chainTest , succTest , findAssocTest , condTest , conformTest , accumTest , convolutionTest , sparseTest , staticTest , intTest , modularTest ] when (errors c + failures c > 0) exitFailure return () -- single precision approximate equality -- infixl 4 |~~| -- a |~~| b = a :~6~: b makeUnitary v | realPart n > 1 = v / scalar n | otherwise = v where n = sqrt (v `dot` v) -- -- | Some additional tests on big matrices. They take a few minutes. -- runBigTests :: IO () -- runBigTests = undefined {- -- | testcase for nonempty fpu stack findNaN :: Int -> Bool findNaN n = all (bugProp . eye) (take n $ cycle [1..20]) where eye m = ident m :: Matrix ( Double) -} -------------------------------------------------------------------------------- -- | Performance measurements. runBenchmarks :: IO () runBenchmarks = do solveBench subBench mkVecBench multBench cholBench svdBench eigBench putStrLn "" -------------------------------- time msg act = do putStr (msg++" ") t0 <- getCPUTime act `seq` putStr " " t1 <- getCPUTime printf "%6.2f s CPU\n" $ (fromIntegral (t1 - t0) / (10^12 :: Double)) :: IO () return () timeR msg act = do putStr (msg++" ") t0 <- getCPUTime putStr (show act) t1 <- getCPUTime printf "%6.2f s CPU\n" $ (fromIntegral (t1 - t0) / (10^12 :: Double)) :: IO () return () -------------------------------- manymult n = foldl1' (<>) (map rot2 angles) where angles = toList $ linspace n (0,1) rot2 :: Double -> Matrix Double rot2 a = (3><3) [ c,0,s , 0,1,0 ,-s,0,c ] where c = cos a s = sin a multb n = foldl1' (<>) (replicate (10^6) (ident n :: Matrix Double)) -------------------------------- manyvec0 xs = sum $ map (\x -> x + x**2 + x**3) xs manyvec1 xs = sumElements $ fromRows $ map (\x -> fromList [x,x**2,x**3]) xs manyvec5 xs = sumElements $ fromRows $ map (\x -> vec3 x (x**2) (x**3)) xs manyvec2 xs = sum $ map (\x -> sqrt(x^2 + (x**2)^2 +(x**3)^2)) xs manyvec3 xs = sum $ map (norm_2 . (\x -> fromList [x,x**2,x**3])) xs manyvec4 xs = sum $ map (norm_2 . (\x -> vec3 x (x**2) (x**3))) xs vec3 :: Double -> Double -> Double -> Vector Double vec3 a b c = runSTVector $ do v <- newUndefinedVector 3 writeVector v 0 a writeVector v 1 b writeVector v 2 c return v mkVecBench = do let n = 1000000 xs = toList $ linspace n (0,1::Double) putStr "\neval data... "; print (sum xs) timeR "listproc " $ manyvec0 xs timeR "fromList matrix " $ manyvec1 xs timeR "vec3 matrix " $ manyvec5 xs timeR "listproc norm " $ manyvec2 xs timeR "norm fromList " $ manyvec3 xs timeR "norm vec3 " $ manyvec4 xs -------------------------------- subBench = do putStrLn "" let g = foldl1' (.) (replicate (10^5) (\v -> subVector 1 (size v -1) v)) time "0.1M subVector " (g (konst 1 (1+10^5) :: Vector Double) ! 0) let f = foldl1' (.) (replicate (10^5) (fromRows.toRows)) time "subVector-join 3" (f (ident 3 :: Matrix Double) `atIndex` (0,0)) time "subVector-join 10" (f (ident 10 :: Matrix Double) `atIndex` (0,0)) -------------------------------- multBench = do let a = ident 1000 :: Matrix Double let b = ident 2000 :: Matrix Double a `seq` b `seq` putStrLn "" time "product of 1M different 3x3 matrices" (manymult (10^6)) putStrLn "" time "product of 1M constant 1x1 matrices" (multb 1) time "product of 1M constant 3x3 matrices" (multb 3) --time "product of 1M constant 5x5 matrices" (multb 5) time "product of 1M const. 10x10 matrices" (multb 10) --time "product of 1M const. 15x15 matrices" (multb 15) time "product of 1M const. 20x20 matrices" (multb 20) --time "product of 1M const. 25x25 matrices" (multb 25) putStrLn "" time "product (1000 x 1000)<>(1000 x 1000)" (a<>a) time "product (2000 x 2000)<>(2000 x 2000)" (b<>b) -------------------------------- eigBench = do let m = reshape 1000 (randomVector 777 Uniform (1000*1000)) s = m + tr m m `seq` s `seq` putStrLn "" time "eigenvalues symmetric 1000x1000" (eigenvaluesSH' m) time "eigenvectors symmetric 1000x1000" (snd $ eigSH' m) time "eigenvalues general 1000x1000" (eigenvalues m) time "eigenvectors general 1000x1000" (snd $ eig m) -------------------------------- svdBench = do let a = reshape 500 (randomVector 777 Uniform (3000*500)) b = reshape 1000 (randomVector 777 Uniform (1000*1000)) fv (_,_,v) = v `atIndex` (0,0) a `seq` b `seq` putStrLn "" time "singular values 3000x500" (singularValues a) time "thin svd 3000x500" (fv $ thinSVD a) time "full svd 3000x500" (fv $ svd a) time "singular values 1000x1000" (singularValues b) time "full svd 1000x1000" (fv $ svd b) -------------------------------- solveBenchN n = do let x = uniformSample 777 (2*n) (replicate n (-1,1)) a = tr x <> x b = asColumn $ randomVector 666 Uniform n a `seq` b `seq` putStrLn "" time ("svd solve " ++ show n) (linearSolveSVD a b) time (" ls solve " ++ show n) (linearSolveLS a b) time (" solve " ++ show n) (linearSolve a b) time ("cholSolve " ++ show n) (cholSolve (chol a) b) solveBench = do solveBenchN 500 solveBenchN 1000 -- solveBenchN 1500 -------------------------------- cholBenchN n = do let x = uniformSample 777 (2*n) (replicate n (-1,1)) a = tr x <> x a `seq` putStr "" time ("chol " ++ show n) (chol a) cholBench = do putStrLn "" cholBenchN 1200 cholBenchN 600 cholBenchN 300 -- cholBenchN 150 -- cholBenchN 50