# Copyright 2019 The TensorFlow Authors. All Rights Reserved. # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # ============================================================================== """Tests for tensorflow.ops.svd.""" from __future__ import absolute_import from __future__ import division from __future__ import print_function import itertools from absl.testing import parameterized import numpy as np from tensorflow.compiler.tests import xla_test from tensorflow.python.framework import tensor_shape from tensorflow.python.ops import array_ops from tensorflow.python.ops import gen_linalg_ops from tensorflow.python.ops import linalg_ops from tensorflow.python.platform import test class SvdOpTest(xla_test.XLATestCase, parameterized.TestCase): def _compute_usvt(self, s, u, v): m = u.shape[-1] n = v.shape[-1] if m <= n: v = v[..., :m] else: u = u[..., :n] return np.matmul(u * s[..., None, :], np.swapaxes(v, -1, -2)) def _testSvdCorrectness(self, dtype, shape): np.random.seed(1) x_np = np.random.uniform(low=-1.0, high=1.0, size=shape).astype(dtype) m, n = shape[-2], shape[-1] _, s_np, _ = np.linalg.svd(x_np) with self.session() as sess: x_tf = array_ops.placeholder(dtype) with self.test_scope(): s, u, v = linalg_ops.svd(x_tf, full_matrices=True) s_val, u_val, v_val = sess.run([s, u, v], feed_dict={x_tf: x_np}) u_diff = np.matmul(u_val, np.swapaxes(u_val, -1, -2)) - np.eye(m) v_diff = np.matmul(v_val, np.swapaxes(v_val, -1, -2)) - np.eye(n) # Check u_val and v_val are orthogonal matrices. self.assertLess(np.linalg.norm(u_diff), 1e-2) self.assertLess(np.linalg.norm(v_diff), 1e-2) # Check that the singular values are correct, i.e., close to the ones from # numpy.lingal.svd. self.assertLess(np.linalg.norm(s_val - s_np), 1e-2) # The tolerance is set based on our tests on numpy's svd. As our tests # have batch dimensions and all our operations are on float32, we set the # tolerance a bit larger. Numpy's svd calls LAPACK's svd, which operates # on double precision. self.assertLess( np.linalg.norm(self._compute_usvt(s_val, u_val, v_val) - x_np), 2e-2) # Check behavior with compute_uv=False. We expect to still see 3 outputs, # with a sentinel scalar 0 in the last two outputs. with self.test_scope(): no_uv_s, no_uv_u, no_uv_v = gen_linalg_ops.svd( x_tf, full_matrices=True, compute_uv=False) no_uv_s_val, no_uv_u_val, no_uv_v_val = sess.run( [no_uv_s, no_uv_u, no_uv_v], feed_dict={x_tf: x_np}) self.assertAllClose(no_uv_s_val, s_val, atol=1e-4, rtol=1e-4) self.assertEqual(no_uv_u_val.shape, tensor_shape.TensorShape([0])) self.assertEqual(no_uv_v_val.shape, tensor_shape.TensorShape([0])) SIZES = [1, 2, 5, 10, 32, 64] DTYPES = [np.float32] PARAMS = itertools.product(SIZES, DTYPES) @parameterized.parameters(*PARAMS) def testSvd(self, n, dtype): for batch_dims in [(), (3,)] + [(3, 2)] * (n < 10): self._testSvdCorrectness(dtype, batch_dims + (n, n)) self._testSvdCorrectness(dtype, batch_dims + (2 * n, n)) self._testSvdCorrectness(dtype, batch_dims + (n, 2 * n)) if __name__ == "__main__": test.main()