Nothing
#devtools::use_package("testthat")
#library('testthat')
context("Randomized SVD")
#Load rsvd library
library(rsvd)
#Set seed
set.seed(1234)
#Set p, q
p=5
q=1
#Accuray
atol_float64 <- 1e-8
#*************************************************************************************
# Test: rSVD using real random test matrix
#*************************************************************************************
#Create real random test matrix of dimension m x n with target rank k
m = 50
n = 30
k = 10
testMat <- matrix(runif(m*k), m, k)
testMat <- testMat %*% t(testMat)
testMat <- testMat[,1:n]
#Deterministic SVD
svd_out <- svd(testMat)
#Randomized SVD k=n
rsvd_out <- rsvd(testMat)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% t(rsvd_out$v)
testthat::test_that("Test 1: Randomized SVD k=n", {
testthat::expect_equal(svd_out$d, rsvd_out$d)
testthat::expect_equal(testMat, testMat.re)
})
#Randomized SVD k=k
rsvd_out <- rsvd(testMat, k=k)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% t(rsvd_out$v)
testthat::test_that("Test 2: Randomized SVD k=k", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#Randomized SVD k=k, p=0, q=0
rsvd_out <- rsvd(testMat, k=k, p=0, q=0)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% t(rsvd_out$v)
testthat::test_that("Test 3: Randomized SVD k=k, p=0, q=0", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#*************************************************************************************
# Test : testMat.T
#*************************************************************************************
testMat <- t(testMat)
#Deterministic SVD
svd_out <- svd(testMat)
#Randomized SVD k=n
rsvd_out <- rsvd(testMat)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% t(rsvd_out$v)
testthat::test_that("Test 4: Randomized SVD k=n", {
testthat::expect_equal(svd_out$d, rsvd_out$d)
testthat::expect_equal(testMat, testMat.re)
})
#Randomized SVD k=k
rsvd_out <- rsvd(testMat, k=k)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% t(rsvd_out$v)
testthat::test_that("Test 5: Randomized SVD k=k", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#Randomized SVD k=k, p=0, q=0
rsvd_out <- rsvd(testMat, k=k, p=0, q=0)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% t(rsvd_out$v)
testthat::test_that("Test 6: Randomized SVD k=k, p=0, q=0", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#*************************************************************************************
# Test 3: complex random test matrix
#*************************************************************************************
testMat <- matrix(runif(m*k), m, k) + 1i* matrix(runif(m*k), m, k)
testMat <- testMat %*% H(testMat)
testMat <- testMat[,1:n]
#Deterministic SVD
svd_out <- svd(testMat)
#Randomized SVD k=n
rsvd_out <- rsvd(testMat)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% H(rsvd_out$v)
testthat::test_that("Test 7: Randomized SVD k=n", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#Randomized SVD k=k
rsvd_out <- rsvd(testMat, k=k)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% H(rsvd_out$v)
testthat::test_that("Test 8: Randomized SVD k=k", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#Randomized SVD k=k, p=0, q=0
rsvd_out <- rsvd(testMat, k=k, p=0, q=0)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% H(rsvd_out$v)
percent_error = 100*norm(testMat - testMat.re,'2')/norm(testMat.re,'2')
testthat::test_that("Test 9: Randomized SVD k=k, p=0, q=0", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_lt(percent_error, 10)
})
#*************************************************************************************
# Test: complex random test matrix transposed
#*************************************************************************************
testMat <- H(testMat)
#Deterministic SVD
svd_out <- svd(testMat)
#Randomized SVD k=n
rsvd_out <- rsvd(testMat)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% H(rsvd_out$v)
testthat::test_that("Test 10: Randomized SVD k=n", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#Randomized SVD k=k
rsvd_out <- rsvd(testMat, k=k)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% H(rsvd_out$v)
testthat::test_that("Test 11: Randomized SVD k=k", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#Randomized SVD k=k, p=0, q=0
rsvd_out <- rsvd(testMat, k=k, p=0, q=0)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% H(rsvd_out$v)
percent_error = 100*norm(testMat - testMat.re,'2')/norm(testMat.re,'2')
testthat::test_that("Test 12: Randomized SVD k=k, p=0, q=0", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_lt(percent_error, 10)
})
#*************************************************************************************
# Test: incorrect inputs
#*************************************************************************************
#Randomized SVD
rsvd_out <- rsvd(testMat, k=k, nu=k+2, nv=k+2)
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% H(rsvd_out$v)
testthat::test_that("Test 13: Randomized SVD", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#Randomized SVD
rsvd_out <- rsvd(testMat, k=k, p=100, nu=-5, nv=-3)
testthat::test_that("Test 14: Randomized SVD", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
})
#*************************************************************************************
# Test: random test matrices
#*************************************************************************************
testMat <- H(testMat)
#Deterministic SVD
svd_out <- svd(testMat)
#Randomized SVD using uniform random test matrix
rsvd_out <- rsvd(testMat, k = k, sdist = 'unif')
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% H(rsvd_out$v)
testthat::test_that("Test 15: Randomized SVD using uniform random test matrix", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#Randomized SVD using normal random test matrix
rsvd_out <- rsvd(testMat, k = k, sdist = 'normal')
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% H(rsvd_out$v)
testthat::test_that("Test 16: Randomized SVD using normal random test matrix", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#Randomized SVD using rademacher random test matrix
rsvd_out <- rsvd(testMat, k = k, sdist = 'rademacher')
testMat.re = rsvd_out$u %*% diag(rsvd_out$d) %*% H(rsvd_out$v)
testthat::test_that("Test 18: Randomized SVD using rademacher random test matrix", {
testthat::expect_equal(svd_out$d[1:k], rsvd_out$d[1:k])
testthat::expect_equal(testMat, testMat.re)
})
#*************************************************************************************
# Test: alternative matrix representations
#*************************************************************************************
library(Matrix)
sparseMat <- rsparsematrix(100, 200, 0.1)
set.seed(1234)
sparse_rsvd <- rsvd(sparseMat, k=k)
set.seed(1234)
ref_rsvd <- rsvd(as.matrix(sparseMat), k=k)
testthat::test_that("Test 19: Randomized SVD with sparse matrix input", {
testthat::expect_equal(sparse_rsvd, ref_rsvd)
})
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.