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testlapack: add test for Dgeev with random matrices

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This commit is contained in:
Vladimir Chalupecky
2016-10-05 10:43:01 +09:00
parent fa74860f4a
commit 260feb5cb0
1 changed files with 56 additions and 0 deletions
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56
testlapack/dgeev.go
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@@ -12,6 +12,7 @@ import (
"strconv" "strconv"
"testing" "testing"
"github.com/gonum/blas"
"github.com/gonum/blas/blas64" "github.com/gonum/blas/blas64"
"github.com/gonum/floats" "github.com/gonum/floats"
"github.com/gonum/lapack" "github.com/gonum/lapack"
@@ -483,6 +484,61 @@ func DgeevTest(t *testing.T, impl Dgeever) {
} }
} }
} }
for _, n := range []int{2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 20, 50, 51, 100, 101} {
for _, jobvl := range []lapack.JobLeftEV{lapack.ComputeLeftEV, lapack.None} {
for _, jobvr := range []lapack.JobRightEV{lapack.ComputeRightEV, lapack.None} {
for cas := 0; cas < 10; cas++ {
// Create a block diagonal matrix with
// random eigenvalues of random multiplicity.
ev := make([]complex128, n)
tmat := zeros(n, n, n)
for i := 0; i < n; {
re := rnd.NormFloat64()
if i == n-1 || rnd.Float64() < 0.5 {
// Real eigenvalue.
nb := rnd.Intn(min(4, n-i)) + 1
for k := 0; k < nb; k++ {
tmat.Data[i*tmat.Stride+i] = re
ev[i] = complex(re, 0)
i++
}
continue
}
// Complex eigenvalue.
im := rnd.NormFloat64()
nb := rnd.Intn(min(4, (n-i)/2)) + 1
for k := 0; k < nb; k++ {
// 2×2 block for the complex eigenvalue.
tmat.Data[i*tmat.Stride+i] = re
tmat.Data[(i+1)*tmat.Stride+i+1] = re
tmat.Data[(i+1)*tmat.Stride+i] = -im
tmat.Data[i*tmat.Stride+i+1] = im
ev[i] = complex(re, im)
ev[i+1] = complex(re, -im)
i += 2
}
}
// Compute A = Q T Q^T where Q is an
// orthogonal matrix.
q := randomOrthogonal(n, rnd)
tq := zeros(n, n, n)
blas64.Gemm(blas.NoTrans, blas.Trans, 1, tmat, q, 0, tq)
a := zeros(n, n, n)
blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, q, tq, 0, a)
test := dgeevTest{
a: a,
evWant: ev,
valTol: 1e-12,
vecTol: 1e-8,
}
testDgeev(t, impl, "random", test, jobvl, jobvr, 0, true)
}
}
}
}
} }
func testDgeev(t *testing.T, impl Dgeever, tc string, test dgeevTest, jobvl lapack.JobLeftEV, jobvr lapack.JobRightEV, extra int, optwork bool) { func testDgeev(t *testing.T, impl Dgeever, tc string, test dgeevTest, jobvl lapack.JobLeftEV, jobvr lapack.JobRightEV, extra int, optwork bool) {