Testsuite: improve and integrate unit test for A·(B⊗C) MEX files
In particular, add a test for the sparse A·(B⊗C) where B≠C.time-shift
Sébastien Villemot
parent
a7203095db
commit
2952d18343
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@ -95,7 +95,6 @@ wsOct
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!/kalman_filter_smoother/testsmoother.m
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!/kalman_steady_state/test1.m
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!/kronecker/nash_matrices.mat
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!/kronecker/small_matrices.mat
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!/kronecker/test_kron.m
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!/load_octave_packages.m
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!/ls2003/data_ca1.m
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@ -152,6 +151,7 @@ wsOct
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!/run_all_unitary_tests.m
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!/run_block_byte_tests_matlab.m
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!/run_block_byte_tests_octave.m
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!/run_kronecker_tests.m
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!/run_m_script.m
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!/run_o_script.m
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!/run_reporting_test_matlab.m
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@ -1075,7 +1075,8 @@ M_TRS_FILES += run_block_byte_tests_matlab.m.trs \
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run_all_unitary_tests.m.trs \
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histval_initval_file_unit_tests.m.trs \
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test_aggregate_routine_1_2.m.trs \
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test_aggregate_routine_1_2_3.m.trs
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test_aggregate_routine_1_2_3.m.trs \
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run_kronecker_tests.m.trs
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M_XFAIL_TRS_FILES = $(patsubst %.mod, %.m.trs, $(XFAIL_MODFILES))
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@ -1085,7 +1086,8 @@ O_TRS_FILES += $(patsubst %.mod, %.o.trs, $(PARTICLEFILES))
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O_TRS_FILES += run_block_byte_tests_octave.o.trs \
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run_reporting_test_octave.o.trs \
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run_all_unitary_tests.o.trs \
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histval_initval_file_unit_tests.o.trs
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histval_initval_file_unit_tests.o.trs \
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run_kronecker_tests.o.trs
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O_XFAIL_TRS_FILES = $(patsubst %.mod, %.o.trs, $(XFAIL_MODFILES))
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@ -1255,7 +1257,10 @@ EXTRA_DIST = \
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histval_initval_file/my_assert.m \
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histval_initval_file/ramst_data.xls \
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histval_initval_file/ramst_data.xlsx \
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histval_initval_file/ramst_initval_file_data.m
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histval_initval_file/ramst_initval_file_data.m \
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run_kronecker_tests.m \
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kronecker/test_kron.m \
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kronecker/nash_matrices.mat
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if ENABLE_MATLAB
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check-local: check-matlab
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Binary file not shown.
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@ -1,5 +1,5 @@
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function info = test_kron(test,number_of_threads)
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% Copyright (C) 2007-2020 Dynare Team
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% Copyright (C) 2007-2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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@ -28,10 +28,11 @@ if test == 1
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disp('')
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disp('I''m building the test problem...')
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tic
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percentage_of_non_zero_elements = 10e-4;
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NumberOfVariables = 549;%100;
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NumberOfEquations = 256;%50
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NumberOfColsInB = 50 ;
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percentage_of_non_zero_elements = 1e-3;
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NumberOfVariables = 120;
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NumberOfEquations = 70;
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NumberOfColsInB = 50;
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NumberOfColsInC = 60;
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A = zeros(NumberOfEquations,NumberOfVariables^2);
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for i = 1:NumberOfEquations
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for j = 1:NumberOfVariables
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@ -47,38 +48,50 @@ if test == 1
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end
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A = sparse(A);
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B = randn(NumberOfVariables,NumberOfColsInB);
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C = randn(NumberOfVariables,NumberOfColsInC);
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disp('Done!')
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toc
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disp('')
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disp('Computation of A*kron(B,B) with the mex file (v1):')
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disp('Computation of A*kron(B,B) with the mex file:')
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tic
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D1 = sparse_hessian_times_B_kronecker_C(A,B,number_of_threads);
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toc
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disp('')
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disp('Computation of A*kron(B,B) with the mex file (v2):')
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tic
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D2 = sparse_hessian_times_B_kronecker_C(A,B,B,number_of_threads);
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toc
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disp('');
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disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
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if max(max(abs(D1-D2)))>1e-10
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test1_1=0;
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end
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disp(' ')
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disp('Computation of A*kron(B,B) with two nested loops:')
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tic
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D3 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInB);
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D2 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInB);
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k = 1;
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for i1 = 1:NumberOfColsInB
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for i2 = 1:NumberOfColsInB
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D3(:,k) = A*kron(B(:,i1),B(:,i2));
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D2(:,k) = A*kron(B(:,i1),B(:,i2));
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k = k+1;
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end
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end
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toc
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disp('');
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disp(['Difference between D1 and D3 = ' num2str(max(max(abs(D1-D3))))]);
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if max(max(abs(D1-D3)))>1e-10
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disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
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if max(max(abs(D1-D2)))>1e-13
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test1_1=0;
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end
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disp('')
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disp('Computation of A*kron(B,C) with the mex file:')
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tic
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D3 = sparse_hessian_times_B_kronecker_C(A,B,C,number_of_threads);
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toc
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disp('Computation of A*kron(B,C) with two nested loops:')
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tic
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D4 = zeros(NumberOfEquations,NumberOfColsInB*NumberOfColsInC);
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k = 1;
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for i1 = 1:NumberOfColsInB
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for i2 = 1:NumberOfColsInC
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D4(:,k) = A*kron(B(:,i1),C(:,i2));
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k = k+1;
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end
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end
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toc
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disp(' ')
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disp('');
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disp(['Difference between D3 and D4 = ' num2str(max(max(abs(D3-D4))))]);
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if max(max(abs(D3-D4)))>1e-13
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test1_2=0;
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end
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% $$$ FOR THE DIMENSIONS CONSIDERED HERE THIS PART WILL RESULT IN A OUT OF MEMORY ERROR.
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@ -163,7 +176,7 @@ if test==3
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disp('Test with full format matrix -- 1(a)')
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D1 = A*kron(B,C);
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tic
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D2 = A_times_B_kronecker_C(A,B,C,number_of_threads);
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D2 = A_times_B_kronecker_C(A,B,C);
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toc
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disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
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if max(max(abs(D1-D2)))>1e-10
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@ -172,7 +185,7 @@ if test==3
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disp('Test with full format matrix -- 1(b)')
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D1 = A*kron(B,B);
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tic
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D2 = A_times_B_kronecker_C(A,B,number_of_threads);
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D2 = A_times_B_kronecker_C(A,B);
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toc
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disp(['Difference between D1 and D2 = ' num2str(max(max(abs(D1-D2))))]);
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if max(max(abs(D1-D2)))>1e-10
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@ -0,0 +1,56 @@
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% Copyright (C) 2021 Dynare Team
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%
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% This file is part of Dynare.
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%
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% Dynare is free software: you can redistribute it and/or modify
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% it under the terms of the GNU General Public License as published by
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% the Free Software Foundation, either version 3 of the License, or
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% (at your option) any later version.
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%
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% Dynare is distributed in the hope that it will be useful,
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% but WITHOUT ANY WARRANTY; without even the implied warranty of
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% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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% GNU General Public License for more details.
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%
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% You should have received a copy of the GNU General Public License
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% along with Dynare. If not, see <https://www.gnu.org/licenses/>.
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top_test_dir = getenv('TOP_TEST_DIR');
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addpath([top_test_dir filesep '..' filesep 'matlab']);
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dynare_config
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cd kronecker
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disp('**** Testing sparse_hessian_times_B_kronecker_C MEX...')
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disp('')
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disp('** Test 1')
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info(1) = test_kron(1, num_procs);
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disp('')
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disp('** Test 2')
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info(2) = test_kron(2, num_procs);
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disp('')
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disp('**** Testing A_times_B_kronecker_C MEX...')
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info(3) = test_kron(3, num_procs);
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cd ..
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if isoctave
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ext = '.o.trs';
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else
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ext = '.m.trs';
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end
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fid = fopen([ 'run_kronecker_tests' ext ], 'w+');
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num_failed_tests = sum(~info);
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tests = { 'sparse1', 'sparse2', 'dense' };
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failed_tests = tests(find(~info));
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if num_failed_tests > 0
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fprintf(fid,':test-result: FAIL\n');
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fprintf(fid,':number-tests: 3\n');
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fprintf(fid,':number-failed-tests: %d\n', num_failed_tests);
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fprintf(fid,':list-of-failed-tests: %s\n', failed_tests{:});
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else
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fprintf(fid,':test-result: PASS\n');
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fprintf(fid,':number-tests: 3\n');
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fprintf(fid,':number-failed-tests: 0\n');
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end
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fclose(fid);
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