lapack/testlapack: add test for Dlatbs

lapack/testlapack/dlatbs.go

@@ -0,0 +1,166 @@
+// Copyright ©2019 The Gonum Authors. All rights reserved.
+// Use of this source code is governed by a BSD-style
+// license that can be found in the LICENSE file.
+
+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"
+)
+
+type Dlatbser interface {
+	Dlatbs(uplo blas.Uplo, trans blas.Transpose, diag blas.Diag, normin bool, n, kd int, ab []float64, ldab int, x []float64, cnorm []float64) float64
+}
+
+// DlatbsTest tests Dlatbs by generating a random triangular band system and
+// checking that a residual for the computed solution is small.
+func DlatbsTest(t *testing.T, impl Dlatbser) {
+	rnd := rand.New(rand.NewSource(1))
+	for _, n := range []int{0, 1, 2, 3, 4, 5, 10, 50} {
+		for _, kd := range []int{0, (n + 1) / 4, (3*n - 1) / 4, (5*n + 1) / 4} {
+			for _, uplo := range []blas.Uplo{blas.Upper, blas.Lower} {
+				for _, trans := range []blas.Transpose{blas.NoTrans, blas.Trans, blas.ConjTrans} {
+					for _, ldab := range []int{kd + 1, kd + 1 + 7} {
+						for _, kind := range []int{6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 17, 18} {
+							dlatbsTest(t, impl, rnd, kind, uplo, trans, n, kd, ldab)
+						}
+					}
+				}
+			}
+		}
+	}
+}
+
+func dlatbsTest(t *testing.T, impl Dlatbser, rnd *rand.Rand, kind int, uplo blas.Uplo, trans blas.Transpose, n, kd, ldab int) {
+	const eps = 1e-15
+
+	// Allocate a triangular band matrix.
+	ab := make([]float64, n*ldab)
+	for i := range ab {
+		ab[i] = rnd.NormFloat64()
+	}
+
+	// Generate a triangular test matrix and the right-hand side.
+	diag, b := dlattb(kind, uplo, trans, n, kd, ab, ldab, rnd)
+
+	// Make a copy of AB to make sure that it is not modified in Dlatbs.
+	abCopy := make([]float64, len(ab))
+	copy(abCopy, ab)
+
+	// Allocate cnorm and fill it with impossible result to make sure that it
+	// _is_ updated in the first Dlatbs call below.
+	cnorm := make([]float64, n)
+	for i := range cnorm {
+		cnorm[i] = -1
+	}
+
+	// Solve the system op(A)*x = b.
+	x := make([]float64, n)
+	copy(x, b)
+	scale := impl.Dlatbs(uplo, trans, diag, false, n, kd, ab, ldab, x, cnorm)
+
+	name := fmt.Sprintf("kind=%v,uplo=%v,trans=%v,diag=%v,n=%v,kd=%v,ldab=%v",
+		kind, string(uplo), string(trans), string(diag), n, kd, ldab)
+
+	if !floats.Equal(ab, abCopy) {
+		t.Errorf("%v: unexpected modification of ab", name)
+	}
+	if floats.Count(func(v float64) bool { return v == -1 }, cnorm) > 0 {
+		t.Errorf("%v: expected modification of cnorm", name)
+	}
+
+	resid := dlatbsResidual(uplo, trans, diag, n, kd, ab, ldab, scale, cnorm, b, x)
+	if resid >= eps {
+		t.Errorf("%v: unexpected result when normin=false. residual=%v", name, resid)
+	}
+
+	// Make a copy of cnorm to check that it is _not_ modified.
+	cnormCopy := make([]float64, len(cnorm))
+	copy(cnormCopy, cnorm)
+	// Restore x.
+	copy(x, b)
+	// Solve the system op(A)*x = b again with normin = true.
+	scale = impl.Dlatbs(uplo, trans, diag, true, n, kd, ab, ldab, x, cnorm)
+
+	// Cannot test for exact equality because Dlatbs may scale cnorm by s and
+	// then by 1/s before return.
+	if !floats.EqualApprox(cnorm, cnormCopy, 1e-15) {
+		t.Errorf("%v: unexpected modification of cnorm", name)
+	}
+
+	resid = dlatbsResidual(uplo, trans, diag, n, kd, ab, ldab, scale, cnorm, b, x)
+	if resid >= eps {
+		t.Errorf("%v: unexpected result when normin=true. residual=%v", name, resid)
+	}
+}
+
+// dlatbsResidual returns the residual for the solution to a scaled triangular
+// system of equations  A*x = s*b  or  A^T*x = s*b  when A is an n×n triangular
+// band matrix with kd super- or sub-diagonals. The residual is computed as
+//  norm( op(A)*x - scale*b ) / ( norm(op(A)) * norm(x) ).
+//
+// This function corresponds to DTBT03 in Reference LAPACK.
+func dlatbsResidual(uplo blas.Uplo, trans blas.Transpose, diag blas.Diag, n, kd int, ab []float64, ldab int, scale float64, cnorm, b, x []float64) float64 {
+	if n == 0 {
+		return 0
+	}
+
+	// Compute the norm of the triangular matrix A using the columns norms
+	// already computed by Dlatbs.
+	var tnorm float64
+	if diag == blas.NonUnit {
+		if uplo == blas.Upper {
+			for j := 0; j < n; j++ {
+				tnorm = math.Max(tnorm, math.Abs(ab[j*ldab])+cnorm[j])
+			}
+		} else {
+			for j := 0; j < n; j++ {
+				tnorm = math.Max(tnorm, math.Abs(ab[j*ldab+kd])+cnorm[j])
+			}
+		}
+	} else {
+		for j := 0; j < n; j++ {
+			tnorm = math.Max(tnorm, 1+cnorm[j])
+		}
+	}
+
+	bi := blas64.Implementation()
+	eps := dlamchE
+	smlnum := dlamchS
+
+	ix := bi.Idamax(n, x, 1)
+	xNorm := math.Max(1, math.Abs(x[ix]))
+	xScal := (1 / xNorm) / float64(kd+1)
+
+	resid := make([]float64, len(x))
+	copy(resid, x)
+	bi.Dscal(n, xScal, resid, 1)
+	bi.Dtbmv(uplo, trans, diag, n, kd, ab, ldab, resid, 1)
+	bi.Daxpy(n, -scale*xScal, b, 1, resid, 1)
+
+	ix = bi.Idamax(n, resid, 1)
+	residNorm := math.Abs(resid[ix])
+	if residNorm*smlnum <= xNorm {
+		if xNorm > 0 {
+			residNorm /= xNorm
+		}
+	} else if residNorm > 0 {
+		residNorm = 1 / eps
+	}
+	if residNorm*smlnum <= tnorm {
+		if tnorm > 0 {
+			residNorm /= tnorm
+		}
+	} else if residNorm > 0 {
+		residNorm = 1 / eps
+	}
+
+	return residNorm
+}