mirror of
https://github.com/gonum/gonum.git
synced 2025-10-05 15:16:59 +08:00
lapack/{gonum,testlapack}: clean up Dorgr2 and its test
This commit is contained in:

committed by
Vladimír Chalupecký

parent
aad2065518
commit
06c2c52738
@@ -6,12 +6,14 @@ package testlapack
|
||||
|
||||
import (
|
||||
"fmt"
|
||||
"math"
|
||||
"testing"
|
||||
|
||||
"golang.org/x/exp/rand"
|
||||
|
||||
"gonum.org/v1/gonum/blas"
|
||||
"gonum.org/v1/gonum/blas/blas64"
|
||||
"gonum.org/v1/gonum/floats"
|
||||
"gonum.org/v1/gonum/lapack"
|
||||
)
|
||||
|
||||
@@ -26,7 +28,7 @@ func Dorgr2Test(t *testing.T, impl Dorgr2er) {
|
||||
for _, k := range []int{0, 1, 2, 5} {
|
||||
for _, m := range []int{k, k + 1, k + 2, k + 4} {
|
||||
for _, n := range []int{m, m + 1, m + 2, m + 4, m + 7} {
|
||||
for _, lda := range []int{n, n + 5} {
|
||||
for _, lda := range []int{max(1, n), n + 5} {
|
||||
dorgr2Test(t, impl, rnd, m, n, k, lda)
|
||||
}
|
||||
}
|
||||
@@ -35,60 +37,72 @@ func Dorgr2Test(t *testing.T, impl Dorgr2er) {
|
||||
}
|
||||
|
||||
func dorgr2Test(t *testing.T, impl Dorgr2er, rnd *rand.Rand, m, n, k, lda int) {
|
||||
const tol = 1e-12
|
||||
const tol = 1e-14
|
||||
|
||||
name := fmt.Sprintf("m=%v,n=%v,k=%v,lda=%v", m, n, k, lda)
|
||||
|
||||
if lda == 0 {
|
||||
lda = n
|
||||
}
|
||||
|
||||
// Generate a random m×n matrix A.
|
||||
a := randomGeneral(m, n, lda, rnd)
|
||||
aCopy := cloneGeneral(a)
|
||||
|
||||
// Compute the RQ decomposition of A.
|
||||
rq := cloneGeneral(a)
|
||||
tau := make([]float64, m)
|
||||
work := make([]float64, 1)
|
||||
impl.Dgerqf(m, n, a.Data, a.Stride, tau, work, -1)
|
||||
impl.Dgerqf(m, n, rq.Data, rq.Stride, tau, work, -1)
|
||||
work = make([]float64, int(work[0]))
|
||||
impl.Dgerqf(m, n, a.Data, a.Stride, tau, work, len(work))
|
||||
impl.Dgerqf(m, n, rq.Data, rq.Stride, tau, work, len(work))
|
||||
|
||||
tauCopy := make([]float64, len(tau))
|
||||
copy(tauCopy, tau)
|
||||
|
||||
// Generate the upper triangular matrix R from subarray A[m-k:m, n-m:n]
|
||||
r := zeros(k, m, m)
|
||||
for i := 0; i < k; i++ {
|
||||
for j := 0; j < k; j++ {
|
||||
ia := i + a.Rows - k
|
||||
ja := j + a.Cols - k
|
||||
jr := j + r.Cols - k
|
||||
if i <= j {
|
||||
r.Data[i*r.Stride+jr] = a.Data[ia*a.Stride+ja]
|
||||
}
|
||||
}
|
||||
}
|
||||
// Compute the matrix Q using Dorg2r.
|
||||
impl.Dorgr2(m, n, k, a.Data, a.Stride, tau[m-k:m], work)
|
||||
q := cloneGeneral(rq)
|
||||
impl.Dorgr2(m, n, k, q.Data, q.Stride, tau[m-k:m], work)
|
||||
|
||||
if m == 0 {
|
||||
return
|
||||
}
|
||||
q := a
|
||||
// Test Q orthogonality.
|
||||
res := residualOrthogonal(q, true)
|
||||
if res > tol {
|
||||
t.Errorf("%v: |I - Q * Qᵀ| residual too large (%g)", name, res)
|
||||
|
||||
// Check that tau hasn't been modified.
|
||||
if !floats.Equal(tau, tauCopy) {
|
||||
t.Errorf("%v: unexpected modification in tau", name)
|
||||
}
|
||||
|
||||
// Check that Q has orthonormal rows.
|
||||
res := residualOrthogonal(q, true)
|
||||
if res > tol || math.IsNaN(res) {
|
||||
t.Errorf("%v: residual |I - Q*Qᵀ| too large, got %v, want <= %v", name, res, tol)
|
||||
}
|
||||
|
||||
if k == 0 {
|
||||
return
|
||||
}
|
||||
|
||||
// Reconstruct last rows of A.
|
||||
// Extract the k×m upper triangular matrix R from RQ[m-k:m,n-k:n].
|
||||
r := zeros(k, m, m)
|
||||
for i := 0; i < k; i++ {
|
||||
for j := 0; j < k; j++ {
|
||||
ii := rq.Rows - k + i
|
||||
jj := rq.Cols - k + j
|
||||
jr := r.Cols - k + j
|
||||
if i <= j {
|
||||
r.Data[i*r.Stride+jr] = rq.Data[ii*rq.Stride+jj]
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
// Construct a view A[m-k:m,0:n] of the last k rows of A.
|
||||
aRec := blas64.General{
|
||||
Rows: k,
|
||||
Cols: aCopy.Cols,
|
||||
Data: aCopy.Data[(a.Rows-k)*lda:],
|
||||
Stride: lda,
|
||||
Cols: n,
|
||||
Data: a.Data[(m-k)*a.Stride:],
|
||||
Stride: a.Stride,
|
||||
}
|
||||
// Test |A[m-k:m,0:n] - R[m-k:m,0:m] * Q| is small
|
||||
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, r, q, -1, aRec)
|
||||
// Compute A - R*Q.
|
||||
blas64.Gemm(blas.NoTrans, blas.NoTrans, -1, r, q, 1, aRec)
|
||||
// Check that |A - R*Q| is small.
|
||||
res = dlange(lapack.MaxColumnSum, aRec.Rows, aRec.Cols, aRec.Data, aRec.Stride)
|
||||
if res > tol {
|
||||
t.Errorf("%v: |A[m-k:m,0:n] - R[m-k:m,0:m] * Q| residual too large (%g)", name, res)
|
||||
if res > tol || math.IsNaN(res) {
|
||||
t.Errorf("%v: residual |A - R*Q| too large, got %v, want <= %v", name, res, tol)
|
||||
}
|
||||
}
|
||||
|
Reference in New Issue
Block a user