Breeze Dot Product Tests

BreezeTests.scala

package fourquant

import breeze.linalg._
import org.scalatest.{FunSuite, Matchers}

import scala.util.Random

/**
 * Created by mader on 10/12/15.
 */
class BreezeTests extends FunSuite with Matchers {
  val arrsize: Int = 40000

  val sparse: Boolean = true


  for (i <- 0 to 10) {
    val weight: DenseVector[Double] = DenseVector.rand(arrsize)
    val x_i: DenseVector[Double] = DenseVector.rand(arrsize)
    val std_indices = (0 until arrsize).toIndexedSeq
    val sort_indices: IndexedSeq[Int] = Random.shuffle(std_indices)

    test(s"Dense Dot Permutation $i") {
      val stddot = weight(std_indices).dot(x_i(std_indices))
      val sortdot = weight(sort_indices).dot(x_i(sort_indices))
      stddot shouldBe sortdot+-1e-10
    }

    test(s"Sparse Dot Permutation $i") {
      val sparseWeight: SparseVector[Double] = SparseVector.zeros[Double](arrsize)
      val sparseX_i: SparseVector[Double] = SparseVector.zeros[Double](arrsize)
      for (j <- 0 until arrsize) { sparseX_i(j) = x_i(j); sparseWeight(j) = weight(j) }
      val stddot = (sparseWeight(std_indices).dot(sparseX_i(std_indices)))
      val sortdot = sparseWeight(sort_indices).dot(sparseX_i(sort_indices))
      stddot shouldBe sortdot+-1e-10
    }

    test(s"Crappy Dot $i") {
      var stddot = 0.0

      for(i<-std_indices) stddot += weight(i)*x_i(i)

      var sortdot = 0.0
      for(i<-sort_indices) sortdot += weight(i)*x_i(i)
      stddot shouldBe sortdot+-1e-10
    }


  }

}