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Update QR tests to avoid element-wise comparisons #2785
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
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@@ -3135,7 +3135,86 @@ def test_error(self): | |
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| class TestQr: | ||
| @pytest.mark.parametrize("dtype", get_all_dtypes(no_bool=True)) | ||
| def gram(self, X, xp): | ||
| # Return Gram matrix: X^H @ X | ||
| return xp.conjugate(X).swapaxes(-1, -2) @ X | ||
|
|
||
| def get_R_from_raw(self, h, m, n, xp): | ||
| # Get reduced R from NumPy-style raw QR: | ||
| # R = triu((tril(h))^T), shape (..., k, n) | ||
| k = min(m, n) | ||
| Rt = xp.tril(h) | ||
| R = xp.swapaxes(Rt, -1, -2) | ||
| R = xp.triu(R[..., :m, :n]) | ||
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||
| return R[..., :k, :] | ||
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|
||
| # QR is not unique: | ||
| # element-wise comparison with NumPy may differ by sign/phase. | ||
| # To verify correctness use mode-dependent functional checks: | ||
| # complete/reduced: check decomposition Q @ R = A | ||
| # raw/r: check invariant R^H @ R = A^H @ A | ||
| def check_qr(self, a_np, a_dp, mode): | ||
| if mode in ("complete", "reduced"): | ||
| res = dpnp.linalg.qr(a_dp, mode) | ||
| assert dpnp.allclose(res.Q @ res.R, a_dp, atol=1e-5) | ||
|
|
||
| # Since QR satisfies A = Q @ R with orthonormal Q (Q^H @ Q = I), | ||
| # validate correctness via the invariant R^H @ R == A^H @ A | ||
| # for raw/r modes | ||
| elif mode == "raw": | ||
| h_np, tau_np = numpy.linalg.qr(a_np, mode=mode) | ||
| h_dp, tau_dp = dpnp.linalg.qr(a_dp, mode=mode) | ||
|
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||
| m, n = a_np.shape[-2], a_np.shape[-1] | ||
| Rraw_np = self.get_R_from_raw(h_np, m, n, numpy) | ||
| Rraw_dp = self.get_R_from_raw(h_dp, m, n, dpnp) | ||
|
|
||
| # Use reduced QR as a reference: | ||
| # reduced is validated via Q @ R == A | ||
| exp_res = dpnp.linalg.qr(a_dp, mode="reduced") | ||
| exp_R = exp_res.R | ||
| assert_allclose(Rraw_dp, exp_R, atol=1e-4, rtol=1e-4) | ||
|
|
||
| exp_dp = self.gram(a_dp, dpnp).astype(Rraw_dp.dtype) | ||
| exp_np = self.gram(a_np, numpy).astype(Rraw_np.dtype) | ||
|
|
||
| # compare R^H @ R == A^H @ A | ||
| assert_allclose( | ||
| self.gram(Rraw_dp, dpnp), exp_dp, atol=1e-4, rtol=1e-4 | ||
| ) | ||
| assert_allclose( | ||
| self.gram(Rraw_np, numpy), exp_np, atol=1e-4, rtol=1e-4 | ||
| ) | ||
|
|
||
| assert tau_dp.shape == tau_np.shape | ||
| if not has_support_aspect64(tau_dp.sycl_device): | ||
| if tau_np.dtype == numpy.float64: | ||
| tau_np = tau_np.astype("float32") | ||
| elif tau_np.dtype == numpy.complex128: | ||
| tau_np = tau_np.astype("complex64") | ||
| assert tau_dp.dtype == tau_np.dtype | ||
|
|
||
| else: # mode == "r" | ||
| R_np = numpy.linalg.qr(a_np, mode="r") | ||
| R_dp = dpnp.linalg.qr(a_dp, mode="r") | ||
|
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||
| # Use reduced QR as a reference: | ||
| # reduced is validated via Q @ R == A | ||
| exp_res = dpnp.linalg.qr(a_dp, mode="reduced") | ||
| exp_R = exp_res.R | ||
| assert_allclose(R_dp, exp_R, atol=1e-4, rtol=1e-4) | ||
|
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||
| exp_dp = self.gram(a_dp, dpnp) | ||
| exp_np = self.gram(a_np, numpy) | ||
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||
| # compare R^H @ R == A^H @ A | ||
| assert_allclose(self.gram(R_dp, dpnp), exp_dp, atol=1e-4, rtol=1e-4) | ||
| assert_allclose( | ||
| self.gram(R_np, numpy), exp_np, atol=1e-4, rtol=1e-4 | ||
| ) | ||
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||
| @pytest.mark.parametrize("dtype", get_float_complex_dtypes()) | ||
| @pytest.mark.parametrize( | ||
| "shape", | ||
| [ | ||
|
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@@ -3161,60 +3240,27 @@ class TestQr: | |
| "(2, 2, 4)", | ||
| ], | ||
| ) | ||
| @pytest.mark.parametrize("mode", ["r", "raw", "complete", "reduced"]) | ||
| @pytest.mark.parametrize("mode", ["complete", "reduced", "r", "raw"]) | ||
| def test_qr(self, dtype, shape, mode): | ||
| a = generate_random_numpy_array(shape, dtype, seed_value=81) | ||
| ia = dpnp.array(a) | ||
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||
| if mode == "r": | ||
| np_r = numpy.linalg.qr(a, mode) | ||
| dpnp_r = dpnp.linalg.qr(ia, mode) | ||
| else: | ||
| np_q, np_r = numpy.linalg.qr(a, mode) | ||
|
|
||
| # check decomposition | ||
| if mode in ("complete", "reduced"): | ||
| result = dpnp.linalg.qr(ia, mode) | ||
| dpnp_q, dpnp_r = result.Q, result.R | ||
| assert dpnp.allclose( | ||
| dpnp.matmul(dpnp_q, dpnp_r), ia, atol=1e-05 | ||
| ) | ||
| else: # mode=="raw" | ||
| dpnp_q, dpnp_r = dpnp.linalg.qr(ia, mode) | ||
| assert_dtype_allclose(dpnp_q, np_q, factor=24) | ||
| a = generate_random_numpy_array(shape, dtype, seed_value=None) | ||
| ia = dpnp.array(a, dtype=dtype) | ||
|
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||
| if mode in ("raw", "r"): | ||
| assert_dtype_allclose(dpnp_r, np_r, factor=24) | ||
| self.check_qr(a, ia, mode) | ||
|
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||
| @pytest.mark.parametrize("dtype", get_all_dtypes(no_bool=True)) | ||
| @pytest.mark.parametrize("dtype", get_float_complex_dtypes()) | ||
|
Contributor
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Why do you propose to reduce the scope of verifying dtypes? |
||
| @pytest.mark.parametrize( | ||
| "shape", | ||
| [(32, 32), (8, 16, 16)], | ||
| ids=["(32, 32)", "(8, 16, 16)"], | ||
| ) | ||
| @pytest.mark.parametrize("mode", ["r", "raw", "complete", "reduced"]) | ||
| @pytest.mark.parametrize("mode", ["complete", "reduced", "r", "raw"]) | ||
| def test_qr_large(self, dtype, shape, mode): | ||
| a = generate_random_numpy_array(shape, dtype, seed_value=81) | ||
| ia = dpnp.array(a) | ||
|
|
||
| if mode == "r": | ||
| np_r = numpy.linalg.qr(a, mode) | ||
| dpnp_r = dpnp.linalg.qr(ia, mode) | ||
| else: | ||
| np_q, np_r = numpy.linalg.qr(a, mode) | ||
|
|
||
| # check decomposition | ||
| if mode in ("complete", "reduced"): | ||
| result = dpnp.linalg.qr(ia, mode) | ||
| dpnp_q, dpnp_r = result.Q, result.R | ||
| assert dpnp.allclose(dpnp.matmul(dpnp_q, dpnp_r), ia, atol=1e-5) | ||
| else: # mode=="raw" | ||
| dpnp_q, dpnp_r = dpnp.linalg.qr(ia, mode) | ||
| assert_allclose(dpnp_q, np_q, atol=1e-4) | ||
| if mode in ("raw", "r"): | ||
| assert_allclose(dpnp_r, np_r, atol=1e-4) | ||
| self.check_qr(a, ia, mode) | ||
|
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||
| @pytest.mark.parametrize("dtype", get_all_dtypes(no_bool=True)) | ||
| @pytest.mark.parametrize("dtype", get_float_complex_dtypes()) | ||
| @pytest.mark.parametrize( | ||
| "shape", | ||
| [(0, 0), (0, 2), (2, 0), (2, 0, 3), (2, 3, 0), (0, 2, 3)], | ||
|
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@@ -3227,65 +3273,22 @@ def test_qr_large(self, dtype, shape, mode): | |
| "(0, 2, 3)", | ||
| ], | ||
| ) | ||
| @pytest.mark.parametrize("mode", ["r", "raw", "complete", "reduced"]) | ||
| @pytest.mark.parametrize("mode", ["complete", "reduced", "r", "raw"]) | ||
| def test_qr_empty(self, dtype, shape, mode): | ||
| a = numpy.empty(shape, dtype=dtype) | ||
| ia = dpnp.array(a) | ||
|
|
||
| if mode == "r": | ||
| np_r = numpy.linalg.qr(a, mode) | ||
| dpnp_r = dpnp.linalg.qr(ia, mode) | ||
| else: | ||
| np_q, np_r = numpy.linalg.qr(a, mode) | ||
|
|
||
| if mode in ("complete", "reduced"): | ||
| result = dpnp.linalg.qr(ia, mode) | ||
| dpnp_q, dpnp_r = result.Q, result.R | ||
| else: | ||
| dpnp_q, dpnp_r = dpnp.linalg.qr(ia, mode) | ||
|
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| assert_dtype_allclose(dpnp_q, np_q) | ||
| self.check_qr(a, ia, mode) | ||
|
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| assert_dtype_allclose(dpnp_r, np_r) | ||
|
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| @pytest.mark.parametrize("mode", ["r", "raw", "complete", "reduced"]) | ||
| @pytest.mark.parametrize("mode", ["complete", "reduced", "r", "raw"]) | ||
| def test_qr_strides(self, mode): | ||
| a = generate_random_numpy_array((5, 5)) | ||
| ia = dpnp.array(a) | ||
|
|
||
| # positive strides | ||
| if mode == "r": | ||
| np_r = numpy.linalg.qr(a[::2, ::2], mode) | ||
| dpnp_r = dpnp.linalg.qr(ia[::2, ::2], mode) | ||
| else: | ||
| np_q, np_r = numpy.linalg.qr(a[::2, ::2], mode) | ||
|
|
||
| if mode in ("complete", "reduced"): | ||
| result = dpnp.linalg.qr(ia[::2, ::2], mode) | ||
| dpnp_q, dpnp_r = result.Q, result.R | ||
| else: | ||
| dpnp_q, dpnp_r = dpnp.linalg.qr(ia[::2, ::2], mode) | ||
|
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| assert_dtype_allclose(dpnp_q, np_q) | ||
|
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| assert_dtype_allclose(dpnp_r, np_r) | ||
|
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| self.check_qr(a[::2, ::2], ia[::2, ::2], mode) | ||
| # negative strides | ||
| if mode == "r": | ||
| np_r = numpy.linalg.qr(a[::-2, ::-2], mode) | ||
| dpnp_r = dpnp.linalg.qr(ia[::-2, ::-2], mode) | ||
| else: | ||
| np_q, np_r = numpy.linalg.qr(a[::-2, ::-2], mode) | ||
|
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| if mode in ("complete", "reduced"): | ||
| result = dpnp.linalg.qr(ia[::-2, ::-2], mode) | ||
| dpnp_q, dpnp_r = result.Q, result.R | ||
| else: | ||
| dpnp_q, dpnp_r = dpnp.linalg.qr(ia[::-2, ::-2], mode) | ||
|
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| assert_dtype_allclose(dpnp_q, np_q) | ||
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| assert_dtype_allclose(dpnp_r, np_r) | ||
| self.check_qr(a[::-2, ::-2], ia[::-2, ::-2], mode) | ||
|
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| def test_qr_errors(self): | ||
| a_dp = dpnp.array([[1, 2], [3, 5]], dtype="float32") | ||
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| Original file line number | Diff line number | Diff line change | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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|
@@ -12,9 +12,7 @@ | |||||||||||||||||
| # from cupy.cuda import runtime | ||||||||||||||||||
| # from cupy.linalg import _util | ||||||||||||||||||
| from dpnp.tests.helper import ( | ||||||||||||||||||
| LTS_VERSION, | ||||||||||||||||||
| has_support_aspect64, | ||||||||||||||||||
| is_lts_driver, | ||||||||||||||||||
| ) | ||||||||||||||||||
| from dpnp.tests.third_party.cupy import testing | ||||||||||||||||||
| from dpnp.tests.third_party.cupy.testing import _condition | ||||||||||||||||||
|
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@@ -169,6 +167,18 @@ def test_decomposition(self, dtype): | |||||||||||||||||
| ) | ||||||||||||||||||
| ) | ||||||||||||||||||
| class TestQRDecomposition(unittest.TestCase): | ||||||||||||||||||
| def _gram(self, x, xp): | ||||||||||||||||||
|
Contributor
Author
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Update CHANGELOG.md |
||||||||||||||||||
| # Gram matrix: X^H @ X | ||||||||||||||||||
| return xp.conjugate(x).swapaxes(-1, -2) @ x | ||||||||||||||||||
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| def _get_R_from_raw(self, h, m, n, xp): | ||||||||||||||||||
| # Get reduced R from NumPy-style raw QR: | ||||||||||||||||||
| # R = triu((tril(h))^T), shape (..., k, n) | ||||||||||||||||||
| k = min(m, n) | ||||||||||||||||||
| Rt = xp.tril(h) | ||||||||||||||||||
| R = xp.swapaxes(Rt, -1, -2) | ||||||||||||||||||
| R = xp.triu(R[..., :m, :n]) | ||||||||||||||||||
| return R[..., :k, :] | ||||||||||||||||||
|
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| @testing.for_dtypes("fdFD") | ||||||||||||||||||
| def check_mode(self, array, mode, dtype): | ||||||||||||||||||
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@@ -184,16 +194,64 @@ def check_mode(self, array, mode, dtype): | |||||||||||||||||
| or numpy.lib.NumpyVersion(numpy.__version__) >= "1.22.0rc1" | ||||||||||||||||||
| ): | ||||||||||||||||||
| result_cpu = numpy.linalg.qr(a_cpu, mode=mode) | ||||||||||||||||||
| self._check_result(result_cpu, result_gpu) | ||||||||||||||||||
| self._check_result(result_cpu, result_gpu, a_cpu, a_gpu, mode) | ||||||||||||||||||
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||||||||||||||||||
| # def _check_result(self, result_cpu, result_gpu): | ||||||||||||||||||
| # if isinstance(result_cpu, tuple): | ||||||||||||||||||
| # for b_cpu, b_gpu in zip(result_cpu, result_gpu): | ||||||||||||||||||
| # assert b_cpu.dtype == b_gpu.dtype | ||||||||||||||||||
| # testing.assert_allclose(b_cpu, b_gpu, atol=1e-4) | ||||||||||||||||||
| # else: | ||||||||||||||||||
| # assert result_cpu.dtype == result_gpu.dtype | ||||||||||||||||||
| # testing.assert_allclose(result_cpu, result_gpu, atol=1e-4) | ||||||||||||||||||
|
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||||||||||||||||||
| # QR is not unique: | ||||||||||||||||||
| # element-wise comparison with NumPy may differ by sign/phase. | ||||||||||||||||||
| # To verify correctness use mode-dependent functional checks: | ||||||||||||||||||
| # complete/reduced: check decomposition Q @ R = A | ||||||||||||||||||
| # raw/r: check invariant R^H @ R = A^H @ A | ||||||||||||||||||
| def _check_result(self, result_cpu, result_gpu, a_cpu, a_gpu, mode): | ||||||||||||||||||
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| if mode in ("complete", "reduced"): | ||||||||||||||||||
| q_gpu, r_gpu = result_gpu | ||||||||||||||||||
| testing.assert_allclose(q_gpu @ r_gpu, a_gpu, atol=1e-4) | ||||||||||||||||||
|
Contributor
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. Why do we need to cast the array to the host memory, when both were allocating on the device? |
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|
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||||||||||||||||||
| elif mode == "raw": | ||||||||||||||||||
| h_gpu, tau_gpu = result_gpu | ||||||||||||||||||
| h_cpu, tau_cpu = result_cpu | ||||||||||||||||||
| m, n = a_gpu.shape[-2], a_gpu.shape[-1] | ||||||||||||||||||
|
Contributor
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more.
Suggested change
|
||||||||||||||||||
| r_gpu = self._get_R_from_raw(h_gpu, m, n, cupy) | ||||||||||||||||||
| r_cpu = self._get_R_from_raw(h_cpu, m, n, numpy) | ||||||||||||||||||
|
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||||||||||||||||||
| exp_gpu = self._gram(a_gpu, cupy) | ||||||||||||||||||
| exp_cpu = self._gram(a_cpu, numpy) | ||||||||||||||||||
|
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||||||||||||||||||
| testing.assert_allclose( | ||||||||||||||||||
| self._gram(r_gpu, cupy), exp_gpu, atol=1e-4, rtol=1e-4 | ||||||||||||||||||
| ) | ||||||||||||||||||
| testing.assert_allclose( | ||||||||||||||||||
|
Contributor
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. We no need to test NumPy |
||||||||||||||||||
| self._gram(r_cpu, numpy), exp_cpu, atol=1e-4, rtol=1e-4 | ||||||||||||||||||
| ) | ||||||||||||||||||
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||||||||||||||||||
| def _check_result(self, result_cpu, result_gpu): | ||||||||||||||||||
| if isinstance(result_cpu, tuple): | ||||||||||||||||||
| for b_cpu, b_gpu in zip(result_cpu, result_gpu): | ||||||||||||||||||
| assert b_cpu.dtype == b_gpu.dtype | ||||||||||||||||||
| testing.assert_allclose(b_cpu, b_gpu, atol=1e-4) | ||||||||||||||||||
| else: | ||||||||||||||||||
| assert result_cpu.dtype == result_gpu.dtype | ||||||||||||||||||
| testing.assert_allclose(result_cpu, result_gpu, atol=1e-4) | ||||||||||||||||||
| assert tau_gpu.shape == tau_cpu.shape | ||||||||||||||||||
| if not has_support_aspect64(tau_gpu.sycl_device): | ||||||||||||||||||
| if tau_cpu.dtype == numpy.float64: | ||||||||||||||||||
| tau_cpu = tau_cpu.astype("float32") | ||||||||||||||||||
| elif tau_cpu.dtype == numpy.complex128: | ||||||||||||||||||
| tau_cpu = tau_cpu.astype("complex64") | ||||||||||||||||||
| assert tau_gpu.dtype == tau_cpu.dtype | ||||||||||||||||||
|
Comment on lines
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+242
Contributor
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. We no need to cast the array:
Suggested change
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| else: # mode == "r" | ||||||||||||||||||
| r_gpu = result_gpu | ||||||||||||||||||
| r_cpu = result_cpu | ||||||||||||||||||
| exp_gpu = self._gram(a_gpu, cupy) | ||||||||||||||||||
| exp_cpu = self._gram(a_cpu, numpy) | ||||||||||||||||||
| testing.assert_allclose( | ||||||||||||||||||
| self._gram(r_gpu, cupy), exp_gpu, atol=1e-4, rtol=1e-4 | ||||||||||||||||||
| ) | ||||||||||||||||||
| testing.assert_allclose( | ||||||||||||||||||
|
Contributor
There was a problem hiding this comment. Choose a reason for hiding this commentThe reason will be displayed to describe this comment to others. Learn more. No need to test NumPy behavior along |
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| self._gram(r_cpu, numpy), exp_cpu, atol=1e-4, rtol=1e-4 | ||||||||||||||||||
| ) | ||||||||||||||||||
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| @testing.fix_random() | ||||||||||||||||||
| @_condition.repeat(3, 10) | ||||||||||||||||||
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@@ -202,19 +260,13 @@ def test_mode(self): | |||||||||||||||||
| self.check_mode(numpy.random.randn(3, 3), mode=self.mode) | ||||||||||||||||||
| self.check_mode(numpy.random.randn(5, 4), mode=self.mode) | ||||||||||||||||||
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||||||||||||||||||
| @pytest.mark.skipif( | ||||||||||||||||||
| is_lts_driver(version=LTS_VERSION.V1_6), reason="SAT-8375" | ||||||||||||||||||
| ) | ||||||||||||||||||
| @testing.with_requires("numpy>=1.22") | ||||||||||||||||||
| @testing.fix_random() | ||||||||||||||||||
| def test_mode_rank3(self): | ||||||||||||||||||
| self.check_mode(numpy.random.randn(3, 2, 4), mode=self.mode) | ||||||||||||||||||
| self.check_mode(numpy.random.randn(4, 3, 3), mode=self.mode) | ||||||||||||||||||
| self.check_mode(numpy.random.randn(2, 5, 4), mode=self.mode) | ||||||||||||||||||
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||||||||||||||||||
| @pytest.mark.skipif( | ||||||||||||||||||
| is_lts_driver(version=LTS_VERSION.V1_6), reason="SAT-8375" | ||||||||||||||||||
| ) | ||||||||||||||||||
| @testing.with_requires("numpy>=1.22") | ||||||||||||||||||
| @testing.fix_random() | ||||||||||||||||||
| def test_mode_rank4(self): | ||||||||||||||||||
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The functions are exactly the same, Is there a way to move them to some helper file to reduce code duplications?