migrate linalg test to pytest

GPy/testing/linalg_test.py

@@ -3,7 +3,7 @@ import scipy as sp
 from ..util.linalg import jitchol, trace_dot, ijk_jlk_to_il, ijk_ljk_to_ilk
 
 
-class LinalgTests:
+class TestLinalg:
     def setup(self):
         # Create PD matrix
         A = np.random.randn(20, 100)
@@ -21,6 +21,7 @@ class LinalgTests:
         Expect 5 rounds of jitter to be added and for the recovered matrix to be
         identical to the corrupted matrix apart from the jitter added to the diagonal
         """
+        self.setup()
         L = jitchol(self.A_corrupt, maxtries=5)
         A_new = L.dot(L.T)
         diff = A_new - self.A_corrupt
@@ -29,6 +30,7 @@ class LinalgTests:
         )
 
     def test_jitchol_failure(self):
+        self.setup()
         try:
             """
             Expecting an exception to be thrown as we expect it to require
@@ -40,6 +42,7 @@ class LinalgTests:
             return True
 
     def test_trace_dot(self):
+        self.setup()
         N = 5
         A = np.random.rand(N, N)
         B = np.random.rand(N, N)
@@ -48,6 +51,7 @@ class LinalgTests:
         np.testing.assert_allclose(trace, test_trace, atol=1e-13)
 
     def test_einsum_ij_jlk_to_ilk(self):
+        self.setup()
         A = np.random.randn(15, 150, 5)
         B = np.random.randn(150, 50, 5)
         pure = np.einsum("ijk,jlk->il", A, B)
@@ -55,6 +59,7 @@ class LinalgTests:
         np.testing.assert_allclose(pure, quick)
 
     def test_einsum_ijk_ljk_to_ilk(self):
+        self.setup()
         A = np.random.randn(150, 20, 5)
         B = np.random.randn(150, 20, 5)
         # B = A.copy()