lapack/testlapack: add test for Dpbtrs

lapack/gonum/lapack_test.go

@@ -377,6 +377,10 @@ func TestDpbtrf(t *testing.T) {
 	testlapack.DpbtrfTest(t, impl)
 }
 
+func TestDpbtrs(t *testing.T) {
+	testlapack.DpbtrsTest(t, impl)
+}
+
 func TestDpocon(t *testing.T) {
 	testlapack.DpoconTest(t, impl)
 }

lapack/testlapack/dpbtrs.go

@@ -0,0 +1,113 @@
+// 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 Dpbtrser interface {
+	Dpbtrs(uplo blas.Uplo, n, kd, nrhs int, ab []float64, ldab int, b []float64, ldb int)
+
+	Dpbtrfer
+}
+
+// DpbtrsTest tests Dpbtrs by comparing the computed and known, generated solutions of
+// a linear system with a random symmetric positive definite band matrix.
+func DpbtrsTest(t *testing.T, impl Dpbtrser) {
+	rnd := rand.New(rand.NewSource(1))
+	for _, n := range []int{0, 1, 2, 3, 4, 5, 65, 100, 129} {
+		for _, kd := range []int{0, (n + 1) / 4, (3*n - 1) / 4, (5*n + 1) / 4} {
+			for _, nrhs := range []int{0, 1, 2, 5} {
+				for _, uplo := range []blas.Uplo{blas.Upper, blas.Lower} {
+					for _, ldab := range []int{kd + 1, kd + 1 + 3} {
+						for _, ldb := range []int{max(1, nrhs), nrhs + 4} {
+							dpbtrsTest(t, impl, rnd, uplo, n, kd, nrhs, ldab, ldb)
+						}
+					}
+				}
+			}
+		}
+	}
+}
+
+func dpbtrsTest(t *testing.T, impl Dpbtrser, rnd *rand.Rand, uplo blas.Uplo, n, kd, nrhs int, ldab, ldb int) {
+	const tol = 1e-12
+
+	name := fmt.Sprintf("uplo=%v,n=%v,kd=%v,nrhs=%v,ldab=%v,ldb=%v", string(uplo), n, kd, nrhs, ldab, ldb)
+
+	// Allocate a band matrix and fill it with random numbers.
+	ab := make([]float64, n*ldab)
+	for i := range ab {
+		ab[i] = rnd.NormFloat64()
+	}
+	// Make sure that the matrix U or L has a sufficiently positive diagonal.
+	switch uplo {
+	case blas.Upper:
+		for i := 0; i < n; i++ {
+			ab[i*ldab] = float64(n) + rnd.Float64()
+		}
+	case blas.Lower:
+		for i := 0; i < n; i++ {
+			ab[i*ldab+kd] = float64(n) + rnd.Float64()
+		}
+	}
+	// Compute U^T*U or L*L^T. The resulting (symmetric) matrix A will be
+	// positive definite and well-conditioned.
+	dsbmm(uplo, n, kd, ab, ldab)
+
+	// Compute the Cholesky decomposition of A.
+	abFac := make([]float64, len(ab))
+	copy(abFac, ab)
+	ok := impl.Dpbtrf(uplo, n, kd, abFac, ldab)
+	if !ok {
+		t.Fatalf("%v: bad test matrix, Dpbtrs failed", name)
+	}
+	abFacCopy := make([]float64, len(abFac))
+	copy(abFacCopy, abFac)
+
+	// Generate a random solution.
+	xWant := make([]float64, n*ldb)
+	for i := range xWant {
+		xWant[i] = rnd.NormFloat64()
+	}
+
+	// Compute the corresponding right-hand side.
+	bi := blas64.Implementation()
+	b := make([]float64, len(xWant))
+	if n > 0 {
+		for j := 0; j < nrhs; j++ {
+			bi.Dsbmv(uplo, n, kd, 1, ab, ldab, xWant[j:], ldb, 0, b[j:], ldb)
+		}
+	}
+
+	// Solve  U^T * U * X = B  or  L * L^T * X = B.
+	impl.Dpbtrs(uplo, n, kd, nrhs, abFac, ldab, b, ldb)
+	xGot := b
+
+	// Check that the Cholesky factorization matrix has not been modified.
+	if !floats.Equal(abFac, abFacCopy) {
+		t.Errorf("%v: unexpected modification of ab", name)
+	}
+
+	// Compute and check the max-norm difference between the computed and generated solutions.
+	var diff float64
+	for i := 0; i < n; i++ {
+		for j := 0; j < nrhs; j++ {
+			diff = math.Max(diff, math.Abs(xWant[i*ldb+j]-xGot[i*ldb+j]))
+		}
+	}
+	if diff > tol {
+		t.Errorf("%v: unexpected result, diff=%v", name, diff)
+	}
+}