X-Git-Url: http://gitweb.michael.orlitzky.com/?a=blobdiff_plain;f=test%2Fsymmetric_linear_game_test.py;h=bba2f7ccfcb48c38312e5d5849aae892d40eac31;hb=2b44481f8a79cbab75ddc0f73eea813b66e17d62;hp=da72fd03cca7215602ff81174a906795ffc189a9;hpb=c07958ae171cbe3a5dbbb72118cd7c7df3c42770;p=dunshire.git diff --git a/test/symmetric_linear_game_test.py b/test/symmetric_linear_game_test.py index da72fd0..bba2f7c 100644 --- a/test/symmetric_linear_game_test.py +++ b/test/symmetric_linear_game_test.py @@ -36,12 +36,28 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 """ Tests for the SymmetricLinearGame and Solution classes. """ - def assert_within_tol(self, first, second): + def assert_within_tol(self, first, second, modifier=1): """ Test that ``first`` and ``second`` are equal within a multiple of our default tolerances. + + Parameters + ---------- + + first : float + The first number to compare. + + second : float + The second number to compare. + + modifier : float + A scaling factor (default: 1) applied to the default + ``EPSILON`` for this comparison. If you have a poorly- + conditioned matrix, for example, you may want to set this + greater than one. + """ - self.assertTrue(abs(first - second) < EPSILON) + self.assertTrue(abs(first - second) < EPSILON*modifier) def assert_solution_exists(self, G): @@ -50,9 +66,8 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 """ soln = G.solution() - expected = inner_product(G._L*soln.player1_optimal(), - soln.player2_optimal()) - self.assert_within_tol(soln.game_value(), expected) + expected = G.payoff(soln.player1_optimal(), soln.player2_optimal()) + self.assert_within_tol(soln.game_value(), expected, G.condition()) @@ -113,7 +128,7 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 (alpha, H) = random_nn_scaling(G) value1 = G.solution().game_value() value2 = H.solution().game_value() - self.assert_within_tol(alpha*value1, value2) + self.assert_within_tol(alpha*value1, value2, H.condition()) def test_scaling_orthant(self): @@ -151,10 +166,12 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 (alpha, H) = random_translation(G) value2 = H.solution().game_value() - self.assert_within_tol(value1 + alpha, value2) + self.assert_within_tol(value1 + alpha, value2, H.condition()) # Make sure the same optimal pair works. - self.assert_within_tol(value2, inner_product(H._L*x_bar, y_bar)) + self.assert_within_tol(value2, + H.payoff(x_bar, y_bar), + H.condition()) def test_translation_orthant(self): @@ -182,22 +199,25 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 """ # This is the "correct" representation of ``M``, but # COLUMN indexed... - M = -G._L.trans() + M = -G.L().trans() # so we have to transpose it when we feed it to the constructor. # Note: the condition number of ``H`` should be comparable to ``G``. - H = SymmetricLinearGame(M.trans(), G._K, G._e2, G._e1) + H = SymmetricLinearGame(M.trans(), G.K(), G.e2(), G.e1()) soln1 = G.solution() x_bar = soln1.player1_optimal() y_bar = soln1.player2_optimal() soln2 = H.solution() - self.assert_within_tol(-soln1.game_value(), soln2.game_value()) + self.assert_within_tol(-soln1.game_value(), + soln2.game_value(), + H.condition()) # Make sure the switched optimal pair works. self.assert_within_tol(soln2.game_value(), - inner_product(M*y_bar, x_bar)) + H.payoff(y_bar, x_bar), + H.condition()) def test_opposite_game_orthant(self): @@ -228,11 +248,11 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 y_bar = soln.player2_optimal() value = soln.game_value() - ip1 = inner_product(y_bar, G._L*x_bar - value*G._e1) - self.assert_within_tol(ip1, 0) + ip1 = inner_product(y_bar, G.L()*x_bar - value*G.e1()) + self.assert_within_tol(ip1, 0, G.condition()) - ip2 = inner_product(value*G._e2 - G._L.trans()*y_bar, x_bar) - self.assert_within_tol(ip2, 0) + ip2 = inner_product(value*G.e2() - G.L().trans()*y_bar, x_bar) + self.assert_within_tol(ip2, 0, G.condition()) def test_orthogonality_orthant(self): @@ -277,7 +297,7 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 # # See :meth:`assert_within_tol` for an explanation of the # fudge factors. - eigs = eigenvalues_re(G._L) + eigs = eigenvalues_re(G.L()) if soln.game_value() > EPSILON: # L should be positive stable @@ -290,7 +310,9 @@ class SymmetricLinearGameTest(TestCase): # pylint: disable=R0904 # The dual game's value should always equal the primal's. dualsoln = G.dual().solution() - self.assert_within_tol(dualsoln.game_value(), soln.game_value()) + self.assert_within_tol(dualsoln.game_value(), + soln.game_value(), + G.condition()) def test_lyapunov_orthant(self):