Add tests for LinearAlgebra wrapper operations (#3132)

test/linear_algebra.jl

@@ -0,0 +1,121 @@
+#  Copyright 2017, Iain Dunning, Joey Huchette, Miles Lubin, and contributors
+#  This Source Code Form is subject to the terms of the Mozilla Public
+#  License, v. 2.0. If a copy of the MPL was not distributed with this
+#  file, You can obtain one at https://mozilla.org/MPL/2.0/.
+
+"""
+    TestLinearAlgebra
+
+The purpose of this file is to test various fallbacks that MutableArithmetics
+implements in order to fix compatibility between JuMP types and the various
+wrappers in LinearAlgebra.
+
+Historically, these have been a big source of issues for users, so let's track
+what works, what doesnt, and make sure that we don't regress over time.
+"""
+module TestLinearAlgebra
+
+using Test
+
+using JuMP
+import LinearAlgebra
+
+function runtests()
+    for name in names(@__MODULE__; all = true)
+        if startswith("$(name)", "test_")
+            @testset "$(name)" begin
+                getfield(@__MODULE__, name)()
+            end
+        end
+    end
+    return
+end
+
+function _test_matvec(model, A, b)
+    expr_vec = @expression(model, A * b)
+    expr_adj = @expression(model, b' * A)
+    @test size(expr_vec) == (2,)
+    @test size(expr_adj) == (1, 2)
+    if expr_vec isa AbstractArray{Float64}
+        @test A * b ≈ expr_vec
+        @test b' * A ≈ expr_adj
+    else
+        for i in 1:2
+            @test isequal_canonical(
+                expr_vec[i],
+                sum(A[i, j] * b[j] for j in 1:2),
+            )
+            @test isequal_canonical(
+                expr_adj[i],
+                sum(b[j] * A[j, i] for j in 1:2),
+            )
+        end
+    end
+    return
+end
+
+for T in (
+    :Adjoint,
+    :Diagonal,
+    :Hermitian,
+    :Symmetric,
+    :Transpose,
+    :LowerTriangular,
+    :UpperTriangular,
+    # TODO(odow): wrapper type that needs oneunit(VariableRef).
+    # :UnitLowerTriangular,
+    # :UnitUpperTriangular,
+)
+    f = getfield(LinearAlgebra, T)
+    macro_matvec = Symbol("test_$(T)_macro_matvec")
+    matvec = Symbol("test_$(T)_matvec")
+    matvec_alloc = Symbol("test_$(T)_matvec_alloc")
+    test_broken = T in (:LowerTriangular, :UpperTriangular)
+    @eval begin
+        function $macro_matvec()
+            model = Model()
+            @variable(model, x[1:2, 1:2])
+            for X in (x, [1.0 2.0; 3.0 4.0])
+                if X isa Matrix{VariableRef} && $f == LinearAlgebra.Hermitian
+                    continue  # Cannot call f(X) for this wrapper type.
+                end
+                _test_matvec(model, $f(X), [1.0, 2.0])
+                _test_matvec(model, $f(X), x[:, 1])
+                _test_matvec(model, $f(X), x[:, 1] .+ [1.0, 2.0])
+            end
+            return
+        end
+        function $matvec()
+            if $f == LinearAlgebra.Hermitian
+                return  # Cannot call f(X) for this wrapper type.
+            end
+            model = Model()
+            @variable(model, x[1:2, 1:2])
+            if $test_broken
+                @test_broken $f(x) * [1.0, 2.0] isa Vector{AffExpr}
+            else
+                @test $f(x) * [1.0, 2.0] isa Vector{AffExpr}
+            end
+            return
+        end
+        function $matvec_alloc()
+            if $test_broken || $f == LinearAlgebra.Hermitian
+                return
+            end
+            model = Model()
+            @variable(model, x[1:2, 1:2])
+            A, b = $f(x), [1.0, 2.0]
+            alloc_macro = @allocated(@expression(model, A * b))
+            # This is a bit of a weird one: we want to test that A * b in
+            # the REPL is efficient. We can do that by checking that there
+            # are the same number (or fewer) of allocations as the macro, in
+            # the hope that the macro is efficient.
+            @test @allocated(A * b) <= alloc_macro
+            return
+        end
+    end
+end
+
+end  # module
+
+TestLinearAlgebra.runtests()