test_procrustes.py
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from itertools import product, permutations
import numpy as np
from numpy.testing import assert_array_less, assert_allclose
from pytest import raises as assert_raises
from scipy.linalg import inv, eigh, norm
from scipy.linalg import orthogonal_procrustes
from scipy.sparse.sputils import matrix
def test_orthogonal_procrustes_ndim_too_large():
np.random.seed(1234)
A = np.random.randn(3, 4, 5)
B = np.random.randn(3, 4, 5)
assert_raises(ValueError, orthogonal_procrustes, A, B)
def test_orthogonal_procrustes_ndim_too_small():
np.random.seed(1234)
A = np.random.randn(3)
B = np.random.randn(3)
assert_raises(ValueError, orthogonal_procrustes, A, B)
def test_orthogonal_procrustes_shape_mismatch():
np.random.seed(1234)
shapes = ((3, 3), (3, 4), (4, 3), (4, 4))
for a, b in permutations(shapes, 2):
A = np.random.randn(*a)
B = np.random.randn(*b)
assert_raises(ValueError, orthogonal_procrustes, A, B)
def test_orthogonal_procrustes_checkfinite_exception():
np.random.seed(1234)
m, n = 2, 3
A_good = np.random.randn(m, n)
B_good = np.random.randn(m, n)
for bad_value in np.inf, -np.inf, np.nan:
A_bad = A_good.copy()
A_bad[1, 2] = bad_value
B_bad = B_good.copy()
B_bad[1, 2] = bad_value
for A, B in ((A_good, B_bad), (A_bad, B_good), (A_bad, B_bad)):
assert_raises(ValueError, orthogonal_procrustes, A, B)
def test_orthogonal_procrustes_scale_invariance():
np.random.seed(1234)
m, n = 4, 3
for i in range(3):
A_orig = np.random.randn(m, n)
B_orig = np.random.randn(m, n)
R_orig, s = orthogonal_procrustes(A_orig, B_orig)
for A_scale in np.square(np.random.randn(3)):
for B_scale in np.square(np.random.randn(3)):
R, s = orthogonal_procrustes(A_orig * A_scale, B_orig * B_scale)
assert_allclose(R, R_orig)
def test_orthogonal_procrustes_array_conversion():
np.random.seed(1234)
for m, n in ((6, 4), (4, 4), (4, 6)):
A_arr = np.random.randn(m, n)
B_arr = np.random.randn(m, n)
As = (A_arr, A_arr.tolist(), matrix(A_arr))
Bs = (B_arr, B_arr.tolist(), matrix(B_arr))
R_arr, s = orthogonal_procrustes(A_arr, B_arr)
AR_arr = A_arr.dot(R_arr)
for A, B in product(As, Bs):
R, s = orthogonal_procrustes(A, B)
AR = A_arr.dot(R)
assert_allclose(AR, AR_arr)
def test_orthogonal_procrustes():
np.random.seed(1234)
for m, n in ((6, 4), (4, 4), (4, 6)):
# Sample a random target matrix.
B = np.random.randn(m, n)
# Sample a random orthogonal matrix
# by computing eigh of a sampled symmetric matrix.
X = np.random.randn(n, n)
w, V = eigh(X.T + X)
assert_allclose(inv(V), V.T)
# Compute a matrix with a known orthogonal transformation that gives B.
A = np.dot(B, V.T)
# Check that an orthogonal transformation from A to B can be recovered.
R, s = orthogonal_procrustes(A, B)
assert_allclose(inv(R), R.T)
assert_allclose(A.dot(R), B)
# Create a perturbed input matrix.
A_perturbed = A + 1e-2 * np.random.randn(m, n)
# Check that the orthogonal procrustes function can find an orthogonal
# transformation that is better than the orthogonal transformation
# computed from the original input matrix.
R_prime, s = orthogonal_procrustes(A_perturbed, B)
assert_allclose(inv(R_prime), R_prime.T)
# Compute the naive and optimal transformations of the perturbed input.
naive_approx = A_perturbed.dot(R)
optim_approx = A_perturbed.dot(R_prime)
# Compute the Frobenius norm errors of the matrix approximations.
naive_approx_error = norm(naive_approx - B, ord='fro')
optim_approx_error = norm(optim_approx - B, ord='fro')
# Check that the orthogonal Procrustes approximation is better.
assert_array_less(optim_approx_error, naive_approx_error)
def _centered(A):
mu = A.mean(axis=0)
return A - mu, mu
def test_orthogonal_procrustes_exact_example():
# Check a small application.
# It uses translation, scaling, reflection, and rotation.
#
# |
# a b |
# |
# d c | w
# |
# --------+--- x ----- z ---
# |
# | y
# |
#
A_orig = np.array([[-3, 3], [-2, 3], [-2, 2], [-3, 2]], dtype=float)
B_orig = np.array([[3, 2], [1, 0], [3, -2], [5, 0]], dtype=float)
A, A_mu = _centered(A_orig)
B, B_mu = _centered(B_orig)
R, s = orthogonal_procrustes(A, B)
scale = s / np.square(norm(A))
B_approx = scale * np.dot(A, R) + B_mu
assert_allclose(B_approx, B_orig, atol=1e-8)
def test_orthogonal_procrustes_stretched_example():
# Try again with a target with a stretched y axis.
A_orig = np.array([[-3, 3], [-2, 3], [-2, 2], [-3, 2]], dtype=float)
B_orig = np.array([[3, 40], [1, 0], [3, -40], [5, 0]], dtype=float)
A, A_mu = _centered(A_orig)
B, B_mu = _centered(B_orig)
R, s = orthogonal_procrustes(A, B)
scale = s / np.square(norm(A))
B_approx = scale * np.dot(A, R) + B_mu
expected = np.array([[3, 21], [-18, 0], [3, -21], [24, 0]], dtype=float)
assert_allclose(B_approx, expected, atol=1e-8)
# Check disparity symmetry.
expected_disparity = 0.4501246882793018
AB_disparity = np.square(norm(B_approx - B_orig) / norm(B))
assert_allclose(AB_disparity, expected_disparity)
R, s = orthogonal_procrustes(B, A)
scale = s / np.square(norm(B))
A_approx = scale * np.dot(B, R) + A_mu
BA_disparity = np.square(norm(A_approx - A_orig) / norm(A))
assert_allclose(BA_disparity, expected_disparity)
def test_orthogonal_procrustes_skbio_example():
# This transformation is also exact.
# It uses translation, scaling, and reflection.
#
# |
# | a
# | b
# | c d
# --+---------
# |
# | w
# |
# | x
# |
# | z y
# |
#
A_orig = np.array([[4, -2], [4, -4], [4, -6], [2, -6]], dtype=float)
B_orig = np.array([[1, 3], [1, 2], [1, 1], [2, 1]], dtype=float)
B_standardized = np.array([
[-0.13363062, 0.6681531],
[-0.13363062, 0.13363062],
[-0.13363062, -0.40089186],
[0.40089186, -0.40089186]])
A, A_mu = _centered(A_orig)
B, B_mu = _centered(B_orig)
R, s = orthogonal_procrustes(A, B)
scale = s / np.square(norm(A))
B_approx = scale * np.dot(A, R) + B_mu
assert_allclose(B_approx, B_orig)
assert_allclose(B / norm(B), B_standardized)