Merge pull request #33 from simon-hirsch/check_rank_inv_gram

Add check for inverse gramian

src/rolch/gram.py

@@ -113,9 +113,18 @@ def init_inverted_gram(X: np.ndarray, w: np.ndarray, forget: float = 0) -> np.nd
 
     Returns:
         np.ndarray: Gramian Matrix.
+
+    Raises:
+        ValueError: If the matrix is not invertible (if rank(X.T @ X) < X.shape[0]).
+
     """
-    inv_gram = np.linalg.inv(init_gram(X=X, w=w, forget=forget))
-    return inv_gram
+    gram = init_gram(X=X, w=w, forget=forget)
+    rank = np.linalg.matrix_rank(gram)
+    if rank == gram.shape[0]:
+        inv_gram = np.linalg.inv(gram)
+        return inv_gram
+    else:
+        raise ValueError("Matrix is not invertible.")
 
 
 # TODO (SH): For some reason we switched the syntax in C++ here

tests/test_gram.py

@@ -30,6 +30,20 @@ def make_x_y_w(N, D, random_weights=True):
 FORGET = [0, 0.0001, 0.001, 0.01, 0.1]
 BATCH_SIZE = [10, 25]
 
+@pytest.mark.parametrize("N", N)
+@pytest.mark.parametrize("D", D)
+@pytest.mark.parametrize("random_weights", RANDOM_WEIGHTS)
+@pytest.mark.parametrize("forget", FORGET)
+def test_inverse_rank_deficit(
+    N, D, random_weights, forget
+):
+    X, _, w = make_x_y_w(N, D, random_weights=random_weights)
+    for d in range(1, D+1):
+        choice = np.random.choice(np.arange(D), d)
+        XX = np.hstack((X, X[:, choice]))
+        with pytest.raises(ValueError):
+            gram_start = init_inverted_gram(XX[:-1], w[:-1], forget)
+
 
 @pytest.mark.parametrize("N", N)
 @pytest.mark.parametrize("D", D)