Coverage for src/cvxmarkowitz/utils/fill.py: 100%

1# Copyright 2023 Stanford University Convex Optimization Group 

2# 

3# Licensed under the Apache License, Version 2.0 (the "License"); 

4# you may not use this file except in compliance with the License. 

5# You may obtain a copy of the License at 

6# 

7# http://www.apache.org/licenses/LICENSE-2.0 

8# 

9# Unless required by applicable law or agreed to in writing, software 

10# distributed under the License is distributed on an "AS IS" BASIS, 

11# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. 

12# See the License for the specific language governing permissions and 

13# limitations under the License. 

14"""Helpers to pad vectors/matrices to target shapes.""" 

15 

16import numpy as np 

17 

18from cvxmarkowitz.cvxerror import CvxDataError 

19from cvxmarkowitz.types import Matrix 

20 

21 

22def fill_vector(x: Matrix, num: int) -> Matrix: 

23 """Return a vector of length ``num`` holding ``x`` in its leading entries. 

24 

25 The tail is zero. This is what lets one compiled problem serve a universe 

26 smaller than the one it was built for: `Bounds` pads both of its bounds 

27 this way, which pins the unused tail to ``0 <= w <= 0``. 

28 

29 Padding only ever goes one way. An ``x`` longer than ``num`` does not fit 

30 the compiled problem at all, so it is reported as a `CvxDataError` rather 

31 than truncated silently or left to escape as the `ValueError` numpy raises 

32 on the assignment below -- `CvxDataError` is the failure mode the README 

33 promises for input whose shapes do not fit. 

34 

35 Raises: 

36 CvxDataError: If ``x`` is longer than ``num``. 

37 """ 

38 if len(x) > num: 

39 raise CvxDataError(f"Vector of length {len(x)} does not fit a problem built for {num}") # noqa: TRY003 

40 

41 z = np.zeros(num) 

42 z[: len(x)] = x 

43 return z 

44 

45 

46def fill_matrix(x: Matrix, rows: int, cols: int) -> Matrix: 

47 """Return a ``rows`` x ``cols`` matrix holding ``x`` in its top-left block. 

48 

49 The counterpart of `fill_vector`; see there for why the padding is only 

50 ever one-directional. 

51 

52 Raises: 

53 CvxDataError: If ``x`` does not fit into ``(rows, cols)``. 

54 """ 

55 # I had no luck with ndarray.resize() 

56 (n, m) = np.shape(x) 

57 

58 if n > rows or m > cols: 

59 raise CvxDataError(f"Matrix of shape {(n, m)} does not fit a problem built for {(rows, cols)}") # noqa: TRY003 

60 

61 z = np.zeros((rows, cols)) 

62 z[:n, :m] = x 

63 return z