Compute both signs, and check both, since one will work. (#1940)

* Compute both signs, and check both, since one will work.

Either sign is possible, so calculate both, and so we expect one failure,
but if both fail, then the calculation is wrong.

* Compute alternative sign.

tests/crow/test_mvn_pca.py

@@ -57,12 +57,19 @@
 COVn = np.asarray(cov).reshape(-1,int(sqrt(len(cov))))
 Un,Sn,Vn = LA.svd(COVn,full_matrices=False)
 uNp = Un[:,:rank]
+print("uNp", uNp)
+altuNp = np.array(uNp)
+altuNp[:,1] = -uNp[:,1]
+altuNp[:,3] = -uNp[:,3]
 sNp = Sn[:rank]
 coordinateInOriginalSpace = np.dot(uNp,np.dot(np.diag(np.sqrt(sNp)),coordinateInTransformedSpace))
+altCoordinateInOriginalSpace = np.dot(altuNp,np.dot(np.diag(np.sqrt(sNp)),coordinateInTransformedSpace))
 
 #compute the gold solution:
 mu = np.asarray(mu)
 coordinateInOriginalSpace += mu
+altCoordinateInOriginalSpace += mu
+print("coordinateInOriginalSpace", coordinateInOriginalSpace, "altCoordinateInOriginalSpace", altCoordinateInOriginalSpace)
 
 #call crow to compute the coordinate
 coordinate = mvnDistribution.coordinateInTransformedSpace(rank)
@@ -77,6 +84,9 @@
 
 utils.checkArrayAllClose("MVN return coordinate in transformed space",coordinate,coordinateInTransformedSpace,results)
 utils.checkArrayAllClose("MVN return coordinate in original space",Xcoordinate,coordinateInOriginalSpace,results)
+utils.checkArrayAllClose("MVN return coordinate in original space alt",Xcoordinate,altCoordinateInOriginalSpace,results)
+#The Xcoordinate will either equal the original, or the sign inverted alternate, so remove one failure, because one will fail. If both fail, that is a problem.
+results["fail"] -= 1
 
 print(results)
 

tests/crow/test_pca_index.py

@@ -63,12 +63,17 @@
 COVn = np.asarray(cov).reshape(-1,int(sqrt(len(cov))))
 Un,Sn,Vn = LA.svd(COVn,full_matrices=False)
 uNp = Un[:,index]
+altuNp = np.array(uNp)
+altuNp[:,2:4] = -uNp[:,2:4]
 sNp = Sn[index]
 coordinateInOriginalSpace = np.dot(uNp,np.dot(np.diag(np.sqrt(sNp)),coordinateInTransformedSpace))
+altCoordinateInOriginalSpace = np.dot(altuNp,np.dot(np.diag(np.sqrt(sNp)),coordinateInTransformedSpace))
 
 #compute the gold solution:
 mu = np.asarray(mu)
 coordinateInOriginalSpace += mu
+altCoordinateInOriginalSpace += mu
+print("coordinateInOriginalSpace", coordinateInOriginalSpace, "altCoordinateInOriginalSpace", altCoordinateInOriginalSpace)
 
 #call crow to compute the coordinate
 Xcoordinate = mvnDistribution.coordinateInverseTransformed(coordinateInTransformedSpaceCpp,indexCpp)
@@ -79,6 +84,9 @@
 results = {"pass":0,"fail":0}
 
 utils.checkArrayAllClose("MVN return coordinate in original space",Xcoordinate,coordinateInOriginalSpace,results)
+utils.checkArrayAllClose("MVN return coordinate in original space alt",Xcoordinate,altCoordinateInOriginalSpace,results)
+#The Xcoordinate will either equal the original, or the sign inverted alternate, so remove one failure, because one will fail. If both fail, that is a problem.
+results["fail"] -= 1
 
 print(results)