updated test so that it tests triangular theano matrices

theano/tensor/tests/test_slinalg.py

@@ -197,21 +197,33 @@ class test_Solve(utt.InferShapeTester):
         A = theano.tensor.matrix()
         b = theano.tensor.matrix()
         y = self.op(A, b)
-        solve_func = theano.function([A,b],y)
+        gen_solve_func = theano.function([A,b],y)
+
+        cholesky_lower = Cholesky(lower=True)
+        L = cholesky_lower(A)
+        y_lower = self.op(L, b)
+        lower_solve_func = theano.function([L,b],y_lower)
+
+        cholesky_upper = Cholesky(lower=False)
+        U = cholesky_upper(A)
+        y_upper = self.op(U, b)
+        upper_solve_func = theano.function([U,b],y_upper)
 
         b_val = numpy.asarray(rng.rand(5, 1), dtype=config.floatX)
         
         # 1-test general case
         A_val = numpy.asarray(rng.rand(5, 5), dtype=config.floatX)
+        # positive definite matrix:
+        A_val = numpy.dot(A_val.transpose(), A_val)
         assert numpy.allclose(scipy.linalg.solve(A_val, b_val),
-                              solve_func(A_val, b_val))
+                              gen_solve_func(A_val, b_val))
 
         # 2-test lower traingular case
-        A_val_low = numpy.tril(A_val)
-        assert numpy.allclose(scipy.linalg.solve_triangular(A_val_low, b_val, lower=True),
-                              solve_func(A_val_low, b_val))
+        L_val = scipy.linalg.cholesky(A_val, lower=True)
+        assert numpy.allclose(scipy.linalg.solve_triangular(L_val, b_val, lower=True),
+                              lower_solve_func(L_val, b_val))
 
         # 3-test upper traingular case
-        A_val_up = numpy.triu(A_val)
-        assert numpy.allclose(scipy.linalg.solve_triangular(A_val_up, b_val, lower=False),
-                              solve_func(A_val_up, b_val))
+        U_val = scipy.linalg.cholesky(A_val, lower=False)
+        assert numpy.allclose(scipy.linalg.solve_triangular(U_val, b_val, lower=False),
+                              upper_solve_func(U_val, b_val))