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FAIL: fft/odr test fail with icc/MKL build #9799

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vkhodygo opened this issue Feb 10, 2019 · 0 comments
Open

FAIL: fft/odr test fail with icc/MKL build #9799

vkhodygo opened this issue Feb 10, 2019 · 0 comments
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scipy.fftpack

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@vkhodygo
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Similar to what was discussed here.
Built with this and this, however, numpy is patched with a fix

Reproducing code example:

python -c "from scipy import test; test('full')"

Error message:

=================================== FAILURES ===================================
_______________________ TestIDCTIVFloat.test_definition ________________________

self = <scipy.fftpack.tests.test_real_transforms.TestIDCTIVFloat object at 0x7fd0ec3c36a0>

    def test_definition(self):
        for i in FFTWDATA_SIZES:
            xr, yr, dt = fftw_dct_ref(self.type, i, self.rdt)
            x = idct(yr, type=self.type)
            if self.type == 1:
                x /= 2 * (i-1)
            else:
                x /= 2 * i
            assert_equal(x.dtype, dt)
            # XXX: we divide by np.max(y) because the tests fail otherwise. We
            # should really use something like assert_array_approx_equal. The
            # difference is due to fftw using a better algorithm w.r.t error
            # propagation compared to the ones from fftpack.
            assert_array_almost_equal(x / np.max(x), xr / np.max(x), decimal=self.dec,
>                   err_msg="Size %d failed" % i)
E           AssertionError: 
E           Arrays are not almost equal to 5 decimals
E           Size 1024 failed
E           Mismatch: 10.1%
E           Max absolute difference: 1.6570091e-05
E           Max relative difference: inf
E            x: array([-8.94958e-08,  9.77623e-04,  1.95480e-03, ...,  9.98045e-01,
E                   9.99055e-01,  1.00000e+00], dtype=float32)
E            y: array([0.00000e+00, 9.77533e-04, 1.95507e-03, ..., 9.98061e-01,
E                  9.99039e-01, 1.00002e+00], dtype=float32)

dt         = dtype('float32')
i          = 1024
self       = <scipy.fftpack.tests.test_real_transforms.TestIDCTIVFloat object at 0x7fd0ec3c36a0>
x          = array([-9.15527344e-05,  1.00009155e+00,  1.99972534e+00, ...,
        1.02098315e+03,  1.02201660e+03,  1.02298315e+03], dtype=float32)
xr         = array([0.000e+00, 1.000e+00, 2.000e+00, ..., 1.021e+03, 1.022e+03,
       1.023e+03], dtype=float32)
yr         = array([ 484493.03   , -539250.6    ,  232890.28   , ...,   -1023.5095 ,
          1023.50183,   -1023.5007 ], dtype=float32)

/usr/lib/python3.7/site-packages/scipy/fftpack/tests/test_real_transforms.py:376: AssertionError
______________________________ TestODR.test_multi ______________________________

self = <scipy.odr.tests.test_odr.TestODR object at 0x7fd0ec8f24e0>

    def test_multi(self):
        multi_mod = Model(
            self.multi_fcn,
            meta=dict(name='Sample Multi-Response Model',
                      ref='ODRPACK UG, pg. 56'),
        )
    
        multi_x = np.array([30.0, 50.0, 70.0, 100.0, 150.0, 200.0, 300.0, 500.0,
            700.0, 1000.0, 1500.0, 2000.0, 3000.0, 5000.0, 7000.0, 10000.0,
            15000.0, 20000.0, 30000.0, 50000.0, 70000.0, 100000.0, 150000.0])
        multi_y = np.array([
            [4.22, 4.167, 4.132, 4.038, 4.019, 3.956, 3.884, 3.784, 3.713,
             3.633, 3.54, 3.433, 3.358, 3.258, 3.193, 3.128, 3.059, 2.984,
             2.934, 2.876, 2.838, 2.798, 2.759],
            [0.136, 0.167, 0.188, 0.212, 0.236, 0.257, 0.276, 0.297, 0.309,
             0.311, 0.314, 0.311, 0.305, 0.289, 0.277, 0.255, 0.24, 0.218,
             0.202, 0.182, 0.168, 0.153, 0.139],
        ])
        n = len(multi_x)
        multi_we = np.zeros((2, 2, n), dtype=float)
        multi_ifixx = np.ones(n, dtype=int)
        multi_delta = np.zeros(n, dtype=float)
    
        multi_we[0,0,:] = 559.6
        multi_we[1,0,:] = multi_we[0,1,:] = -1634.0
        multi_we[1,1,:] = 8397.0
    
        for i in range(n):
            if multi_x[i] < 100.0:
                multi_ifixx[i] = 0
            elif multi_x[i] <= 150.0:
                pass  # defaults are fine
            elif multi_x[i] <= 1000.0:
                multi_delta[i] = 25.0
            elif multi_x[i] <= 10000.0:
                multi_delta[i] = 560.0
            elif multi_x[i] <= 100000.0:
                multi_delta[i] = 9500.0
            else:
                multi_delta[i] = 144000.0
            if multi_x[i] == 100.0 or multi_x[i] == 150.0:
                multi_we[:,:,i] = 0.0
    
        multi_dat = Data(multi_x, multi_y, wd=1e-4/np.power(multi_x, 2),
            we=multi_we)
        multi_odr = ODR(multi_dat, multi_mod, beta0=[4.,2.,7.,.4,.5],
            delta0=multi_delta, ifixx=multi_ifixx)
        multi_odr.set_job(deriv=1, del_init=1)
    
        out = multi_odr.run()
        assert_array_almost_equal(
            out.beta,
            np.array([4.3799880305938963, 2.4333057577497703, 8.0028845899503978,
>               0.5101147161764654, 0.5173902330489161]),
        )
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatch: 100%
E       Max absolute difference: 1.00288459
E       Max relative difference: 0.21586265
E        x: array([4. , 2. , 7. , 0.4, 0.5])
E        y: array([4.379988, 2.433306, 8.002885, 0.510115, 0.51739 ])

i          = 22
multi_dat  = <scipy.odr.odrpack.Data object at 0x7fd0ec8f2eb8>
multi_delta = array([0.00e+00, 0.00e+00, 0.00e+00, 0.00e+00, 0.00e+00, 2.50e+01,
       2.50e+01, 2.50e+01, 2.50e+01, 2.50e+01, 5.60...  5.60e+02, 5.60e+02, 5.60e+02, 5.60e+02, 9.50e+03, 9.50e+03,
       9.50e+03, 9.50e+03, 9.50e+03, 9.50e+03, 1.44e+05])
multi_ifixx = array([0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
       1])
multi_mod  = <scipy.odr.odrpack.Model object at 0x7fd0ec8f20b8>
multi_odr  = <scipy.odr.odrpack.ODR object at 0x7fd0ec8f21d0>
multi_we   = array([[[  559.6,   559.6,   559.6,     0. ,     0. ,   559.6,   559.6,
           559.6,   559.6,   559.6,   559.6,  ... 8397. ,  8397. ,
          8397. ,  8397. ,  8397. ,  8397. ,  8397. ,  8397. ,  8397. ,
          8397. ,  8397. ]]])
multi_x    = array([3.0e+01, 5.0e+01, 7.0e+01, 1.0e+02, 1.5e+02, 2.0e+02, 3.0e+02,
       5.0e+02, 7.0e+02, 1.0e+03, 1.5e+03, 2.0e+03, 3.0e+03, 5.0e+03,
       7.0e+03, 1.0e+04, 1.5e+04, 2.0e+04, 3.0e+04, 5.0e+04, 7.0e+04,
       1.0e+05, 1.5e+05])
multi_y    = array([[4.22 , 4.167, 4.132, 4.038, 4.019, 3.956, 3.884, 3.784, 3.713,
        3.633, 3.54 , 3.433, 3.358, 3.258, 3.19...09,
        0.311, 0.314, 0.311, 0.305, 0.289, 0.277, 0.255, 0.24 , 0.218,
        0.202, 0.182, 0.168, 0.153, 0.139]])
n          = 23
out        = <scipy.odr.odrpack.Output object at 0x7fd0ec7fb0f0>
self       = <scipy.odr.tests.test_odr.TestODR object at 0x7fd0ec8f24e0>

/usr/lib/python3.7/site-packages/scipy/odr/tests/test_odr.py:213: AssertionError
_____________________________ TestODR.test_pearson _____________________________

self = <scipy.odr.tests.test_odr.TestODR object at 0x7fd0ec7fb2e8>

    def test_pearson(self):
        p_x = np.array([0.,.9,1.8,2.6,3.3,4.4,5.2,6.1,6.5,7.4])
        p_y = np.array([5.9,5.4,4.4,4.6,3.5,3.7,2.8,2.8,2.4,1.5])
        p_sx = np.array([.03,.03,.04,.035,.07,.11,.13,.22,.74,1.])
        p_sy = np.array([1.,.74,.5,.35,.22,.22,.12,.12,.1,.04])
    
        p_dat = RealData(p_x, p_y, sx=p_sx, sy=p_sy)
    
        # Reverse the data to test invariance of results
        pr_dat = RealData(p_y, p_x, sx=p_sy, sy=p_sx)
    
        p_mod = Model(self.pearson_fcn, meta=dict(name='Uni-linear Fit'))
    
        p_odr = ODR(p_dat, p_mod, beta0=[1.,1.])
        pr_odr = ODR(pr_dat, p_mod, beta0=[1.,1.])
    
        out = p_odr.run()
        assert_array_almost_equal(
            out.beta,
>           np.array([5.4767400299231674, -0.4796082367610305]),
        )
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatch: 100%
E       Max absolute difference: 4.47674003
E       Max relative difference: 3.08503508
E        x: array([1., 1.])
E        y: array([ 5.47674 , -0.479608])

out        = <scipy.odr.odrpack.Output object at 0x7fd0ec353278>
p_dat      = <scipy.odr.odrpack.RealData object at 0x7fd0ec7fb3c8>
p_mod      = <scipy.odr.odrpack.Model object at 0x7fd0ec7fb438>
p_odr      = <scipy.odr.odrpack.ODR object at 0x7fd0ec7fb400>
p_sx       = array([0.03 , 0.03 , 0.04 , 0.035, 0.07 , 0.11 , 0.13 , 0.22 , 0.74 ,
       1.   ])
p_sy       = array([1.  , 0.74, 0.5 , 0.35, 0.22, 0.22, 0.12, 0.12, 0.1 , 0.04])
p_x        = array([0. , 0.9, 1.8, 2.6, 3.3, 4.4, 5.2, 6.1, 6.5, 7.4])
p_y        = array([5.9, 5.4, 4.4, 4.6, 3.5, 3.7, 2.8, 2.8, 2.4, 1.5])
pr_dat     = <scipy.odr.odrpack.RealData object at 0x7fd0ec7fb208>
pr_odr     = <scipy.odr.odrpack.ODR object at 0x7fd0ec7fb470>
self       = <scipy.odr.tests.test_odr.TestODR object at 0x7fd0ec7fb2e8>

/usr/lib/python3.7/site-packages/scipy/odr/tests/test_odr.py:259: AssertionError
_____________________________ TestODR.test_lorentz _____________________________

self = <scipy.odr.tests.test_odr.TestODR object at 0x7fd0ec353320>

    def test_lorentz(self):
        l_sy = np.array([.29]*18)
        l_sx = np.array([.000972971,.000948268,.000707632,.000706679,
            .000706074, .000703918,.000698955,.000456856,
            .000455207,.000662717,.000654619,.000652694,
            .000000859202,.00106589,.00106378,.00125483, .00140818,.00241839])
    
        l_dat = RealData(
            [3.9094, 3.85945, 3.84976, 3.84716, 3.84551, 3.83964, 3.82608,
             3.78847, 3.78163, 3.72558, 3.70274, 3.6973, 3.67373, 3.65982,
             3.6562, 3.62498, 3.55525, 3.41886],
            [652, 910.5, 984, 1000, 1007.5, 1053, 1160.5, 1409.5, 1430, 1122,
             957.5, 920, 777.5, 709.5, 698, 578.5, 418.5, 275.5],
            sx=l_sx,
            sy=l_sy,
        )
        l_mod = Model(self.lorentz, meta=dict(name='Lorentz Peak'))
        l_odr = ODR(l_dat, l_mod, beta0=(1000., .1, 3.8))
    
        out = l_odr.run()
        assert_array_almost_equal(
            out.beta,
            np.array([1.4306780846149925e+03, 1.3390509034538309e-01,
>                3.7798193600109009e+00]),
        )
E       AssertionError: 
E       Arrays are not almost equal to 6 decimals
E       
E       Mismatch: 100%
E       Max absolute difference: 430.67808461
E       Max relative difference: 0.30103074
E        x: array([1.0e+03, 1.0e-01, 3.8e+00])
E        y: array([1.430678e+03, 1.339051e-01, 3.779819e+00])

l_dat      = <scipy.odr.odrpack.RealData object at 0x7fd0ec353390>
l_mod      = <scipy.odr.odrpack.Model object at 0x7fd0ec353438>
l_odr      = <scipy.odr.odrpack.ODR object at 0x7fd0ec3534a8>
l_sx       = array([9.72971e-04, 9.48268e-04, 7.07632e-04, 7.06679e-04, 7.06074e-04,
       7.03918e-04, 6.98955e-04, 4.56856e-04, ...
       6.54619e-04, 6.52694e-04, 8.59202e-07, 1.06589e-03, 1.06378e-03,
       1.25483e-03, 1.40818e-03, 2.41839e-03])
l_sy       = array([0.29, 0.29, 0.29, 0.29, 0.29, 0.29, 0.29, 0.29, 0.29, 0.29, 0.29,
       0.29, 0.29, 0.29, 0.29, 0.29, 0.29, 0.29])
out        = <scipy.odr.odrpack.Output object at 0x7fd0ec357278>
self       = <scipy.odr.tests.test_odr.TestODR object at 0x7fd0ec353320>

/usr/lib/python3.7/site-packages/scipy/odr/tests/test_odr.py:316: AssertionError
=============================== warnings summary ===============================

Scipy/Numpy/Python version information:

import sys, scipy, numpy; print(scipy.__version__, numpy.__version__, sys.version_info)
1.2.1 1.16.1 sys.version_info(major=3, minor=7, micro=2, releaselevel='final', serial=0)
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@vkhodygo @pvanmulbregt