more test cases + some small changes

theano/gpuarray/linalg.py

@@ -284,8 +284,6 @@ class GpuCholesky(Op):
         # Input matrix.
         A = inputs[0]
 
-        assert(len(A.shape) == 2)
-
         l, n = A.shape
         if l != n:
             raise ValueError('A must be a square matrix')
@@ -333,7 +331,6 @@ class GpuCholesky(Op):
         # cusolver leaves the elements in the matrix outside the considered
         # upper or lower triangle unchanged, so we need to put zeros outside
         # the triangle
-        # Note : we should probably check for c or f order in triu instead of here
         if self.lower:
             tril(L)
         else:

theano/gpuarray/tests/test_linalg.py

@@ -120,14 +120,14 @@ class TestGpuCholesky(unittest.TestCase):
         utt.seed_rng()
 
     def get_gpu_cholesky_func(self, lower=True, inplace=False):
-        """ Helper function to compile function from GPU Cholesky op. """
+        # Helper function to compile function from GPU Cholesky op. 
         A = theano.tensor.matrix("A", dtype="float32")
         cholesky_op = GpuCholesky(lower=lower, inplace=inplace)
         chol_A = cholesky_op(A)
         return theano.function([A], chol_A, accept_inplace=inplace, mode=mode_with_gpu)
 
     def compare_gpu_cholesky_to_numpy(self, A_val, lower=True, inplace=False):
-        """ Helper function to compare op output to numpy.cholesky output. """
+        # Helper function to compare op output to numpy.cholesky output. 
         chol_A_val = numpy.linalg.cholesky(A_val)
         if not lower:
             chol_A_val = chol_A_val.T
@@ -137,77 +137,55 @@ class TestGpuCholesky(unittest.TestCase):
         utt.assert_allclose(chol_A_res, chol_A_val)
 
     def test_invalid_input_fail_non_square(self):
-        """ Invalid Cholesky input test with non-square matrix as input. """
+        # Invalid Cholesky input test with non-square matrix as input. 
         A_val = numpy.random.normal(size=(3, 2)).astype("float32")
         fn = self.get_gpu_cholesky_func(True, False)
         self.assertRaises(ValueError, fn, A_val)
 
     def test_invalid_input_fail_vector(self):
-        """ Invalid Cholesky input test with vector as input. """
+        # Invalid Cholesky input test with vector as input. 
         def invalid_input_func():
             A = theano.tensor.vector("A", dtype="float32")
             GpuCholesky(lower=True, inplace=False)(A)
         self.assertRaises(AssertionError, invalid_input_func)
 
     def test_invalid_input_fail_tensor3(self):
-        """ Invalid Cholesky input test with 3D tensor as input. """
+        # Invalid Cholesky input test with 3D tensor as input. 
         def invalid_input_func():
             A = theano.tensor.tensor3("A", dtype="float32")
             GpuCholesky(lower=True, inplace=False)(A)
         self.assertRaises(AssertionError, invalid_input_func)
 
     def test_diag_chol(self):
-        """ Diagonal matrix input Cholesky test. """
+        # Diagonal matrix input Cholesky test. 
         # make sure all diagonal elements are positive so positive-definite
+        for lower in [True, False]:
+            for inplace in [True, False]:
                 A_val = numpy.diag(numpy.random.uniform(size=5).astype("float32") + 1)
-        self.compare_gpu_cholesky_to_numpy(A_val, lower=True, inplace=False)
+                self.compare_gpu_cholesky_to_numpy(A_val, lower=lower, inplace=inplace)
 
     def test_dense_chol_lower(self):
-        """ Dense matrix input lower-triangular Cholesky test. """
+        # Dense matrix input lower-triangular Cholesky test. 
+        for lower in [True, False]:
+            for inplace in [True, False]:
                 M_val = numpy.random.normal(size=(3, 3)).astype("float32")
                 # A = M.dot(M) will be positive definite for all non-singular M
                 A_val = M_val.dot(M_val.T)
-        self.compare_gpu_cholesky_to_numpy(A_val, lower=True, inplace=False)
-
-    def test_dense_chol_upper(self):
-        """ Dense matrix input upper-triangular Cholesky test. """
-        M_val = numpy.random.normal(size=(3, 3)).astype("float32")
-        # A = M.dot(M) will be positive definite for all non-singular M
-        A_val = M_val.dot(M_val.T)
-        self.compare_gpu_cholesky_to_numpy(A_val, lower=False, inplace=False)
-
-    def test_diag_chol_inplace(self):
-        """ Diagonal matrix input inplace Cholesky test. """
-        # make sure all diagonal elements are positive so positive-definite
-        A_val = numpy.diag(numpy.random.uniform(size=5).astype("float32") + 1)
-        self.compare_gpu_cholesky_to_numpy(A_val, lower=True, inplace=True)
-
-    def test_dense_chol_lower_inplace(self):
-        """ Dense matrix input lower-triangular inplace Cholesky test. """
-        M_val = numpy.random.normal(size=(3, 3)).astype("float32")
-        # A = M.dot(M) will be positive definite for all non-singular M
-        A_val = M_val.dot(M_val.T)
-        self.compare_gpu_cholesky_to_numpy(A_val, lower=True, inplace=True)
-
-    def test_dense_chol_upper_inplace(self):
-        """ Dense matrix input upper-triangular inplace Cholesky test. """
-        M_val = numpy.random.normal(size=(3, 3)).astype("float32")
-        # A = M.dot(M) will be positive definite for all non-singular M
-        A_val = M_val.dot(M_val.T)
-        self.compare_gpu_cholesky_to_numpy(A_val, lower=False, inplace=True)
+                self.compare_gpu_cholesky_to_numpy(A_val, lower=lower, inplace=inplace)
 
     def test_invalid_input_fail_non_symmetric(self):
-        """ Invalid Cholesky input test with non-symmetric input.
-            (Non-symmetric real input must also be non-positive definite). """
+        # Invalid Cholesky input test with non-symmetric input.
+        #    (Non-symmetric real input must also be non-positive definite).
+        A_val = None
+        while True:
             A_val = numpy.random.normal(size=(3, 3)).astype("float32")
-        # double-check random A_val is asymmetric - the probability of this
-        # not being the case even with finite precision should be negligible
-        assert not numpy.allclose(A_val, A_val.T)
+            if not numpy.allclose(A_val, A_val.T):
+                break
         fn = self.get_gpu_cholesky_func(True, False)
         self.assertRaises(LinAlgError, fn, A_val)
 
     def test_invalid_input_fail_negative_definite(self):
-        """ Invalid Cholesky input test with negative-definite input. """
+        # Invalid Cholesky input test with negative-definite input. 
         M_val = numpy.random.normal(size=(3, 3)).astype("float32")
         # A = -M.dot(M) will be negative definite for all non-singular M
         A_val = -M_val.dot(M_val.T)