Add dorgqr and tests, update dorg2r tests, and fix cgo dorgqr

This commit is contained in:
btracey
2015-10-27 11:36:46 -06:00
parent 676338c65e
commit be045bbf9a
12 changed files with 520 additions and 36 deletions

View File

@@ -19,13 +19,17 @@ type Dorg2rer interface {
func Dorg2rTest(t *testing.T, impl Dorg2rer) {
for _, test := range []struct {
m, n, lda int
m, n, k, lda int
}{
{3, 3, 0},
{4, 3, 0},
{3, 3, 0, 0},
{4, 3, 0, 0},
{3, 3, 2, 0},
{4, 3, 2, 0},
{5, 5, 20},
{10, 5, 20},
{5, 5, 0, 20},
{5, 5, 3, 20},
{10, 5, 0, 20},
{10, 5, 2, 20},
} {
m := test.m
n := test.n
@@ -44,7 +48,11 @@ func Dorg2rTest(t *testing.T, impl Dorg2rer) {
work = make([]float64, int(work[0]))
impl.Dgeqrf(m, n, a, lda, tau, work, len(work))
q := constructQ("QR", m, n, a, lda, tau)
k = test.k
if k == 0 {
k = n
}
q := constructQK("QR", m, n, k, a, lda, tau)
impl.Dorg2r(m, n, k, a, lda, tau, work)

82
testlapack/dorglq.go Normal file
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@@ -0,0 +1,82 @@
// Copyright ©2015 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 (
"math"
"math/rand"
"testing"
"github.com/gonum/floats"
)
type Dorglqer interface {
Dorgl2er
Dorglq(m, n, k int, a []float64, lda int, tau, work []float64, lwork int)
}
func DorglqTest(t *testing.T, impl Dorglqer) {
// TODO(btracey): Base tests off of nb and nx.
for _, test := range []struct{ m, n, k, lda int }{
{10, 10, 10, 0},
{10, 10, 10, 20},
{10, 30, 10, 0},
{20, 30, 10, 0},
{100, 100, 100, 0},
{100, 100, 50, 0},
{100, 130, 100, 0},
{100, 130, 50, 0},
{100, 100, 100, 150},
{100, 100, 50, 150},
{100, 130, 100, 150},
{100, 130, 50, 150},
{200, 200, 200, 0},
{200, 200, 150, 0},
{200, 230, 200, 0},
{200, 230, 150, 0},
{200, 200, 200, 250},
{200, 200, 150, 250},
{200, 230, 200, 250},
{200, 230, 150, 250},
} {
m := test.m
n := test.n
k := test.k
lda := test.lda
if lda == 0 {
lda = n
}
a := make([]float64, m*lda)
for i := range a {
a[i] = rand.Float64()
}
work := make([]float64, 1)
tau := make([]float64, m)
for i := range tau {
tau[i] = math.NaN()
}
// Compute LQ factorization.
impl.Dgelqf(m, n, a, lda, tau, work, -1)
work = make([]float64, int(work[0]))
impl.Dgelqf(m, n, a, lda, tau, work, len(work))
aUnblocked := make([]float64, len(a))
copy(aUnblocked, a)
for i := range work {
work[i] = math.NaN()
}
impl.Dorgl2(m, n, k, aUnblocked, lda, tau, work)
// make sure work isn't used before initialized
for i := range work {
work[i] = math.NaN()
}
impl.Dorglq(m, n, k, a, lda, tau, work, len(work))
if !floats.EqualApprox(a, aUnblocked, 1e-10) {
t.Errorf("Q Mismatch. m = %d, n = %d, k = %d, lda = %d", m, n, k, lda)
}
}
}

82
testlapack/dorgqr.go Normal file
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@@ -0,0 +1,82 @@
// Copyright ©2015 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 (
"math"
"math/rand"
"testing"
"github.com/gonum/floats"
)
type Dorgqrer interface {
Dorg2rer
Dorgqr(m, n, k int, a []float64, lda int, tau, work []float64, lwork int)
}
func DorgqrTest(t *testing.T, impl Dorgqrer) {
// TODO(btracey): Base tests off of nb and nx.
for _, test := range []struct{ m, n, k, lda int }{
{10, 10, 10, 0},
{10, 10, 10, 20},
{30, 10, 10, 0},
{30, 20, 10, 0},
{100, 100, 100, 0},
{100, 100, 50, 0},
{130, 100, 100, 0},
{130, 100, 50, 0},
{100, 100, 100, 150},
{100, 100, 50, 150},
{130, 100, 100, 150},
{130, 100, 50, 150},
{200, 200, 200, 0},
{200, 200, 150, 0},
{230, 200, 200, 0},
{230, 200, 150, 0},
{200, 200, 200, 250},
{200, 200, 150, 250},
{230, 200, 200, 250},
{230, 200, 150, 250},
} {
m := test.m
n := test.n
k := test.k
lda := test.lda
if lda == 0 {
lda = n
}
a := make([]float64, m*lda)
for i := range a {
a[i] = rand.Float64()
}
work := make([]float64, 1)
tau := make([]float64, n)
for i := range tau {
tau[i] = math.NaN()
}
// Compute QR factorization.
impl.Dgeqrf(m, n, a, lda, tau, work, -1)
work = make([]float64, int(work[0]))
impl.Dgeqrf(m, n, a, lda, tau, work, len(work))
aUnblocked := make([]float64, len(a))
copy(aUnblocked, a)
for i := range work {
work[i] = math.NaN()
}
impl.Dorg2r(m, n, k, aUnblocked, lda, tau, work)
// make sure work isn't used before initialized
for i := range work {
work[i] = math.NaN()
}
impl.Dorgqr(m, n, k, a, lda, tau, work, len(work))
if !floats.EqualApprox(a, aUnblocked, 1e-10) {
t.Errorf("Q Mismatch. m = %d, n = %d, k = %d, lda = %d", m, n, k, lda)
}
}
}

View File

@@ -226,9 +226,15 @@ func constructH(tau []float64, v blas64.General, store lapack.StoreV, direct lap
return h
}
// constructQ constructs the Q matrix from the result of dgeqrf and dgeqr2
// constructQ constructs the Q matrix from the result of dgeqrf and dgeqr2.
func constructQ(kind string, m, n int, a []float64, lda int, tau []float64) blas64.General {
k := min(m, n)
return constructQK(kind, m, n, k, a, lda, tau)
}
// constructQK constructs the Q matrix from the result of dgeqrf and dgeqr2 using
// the first k reflectors.
func constructQK(kind string, m, n, k int, a []float64, lda int, tau []float64) blas64.General {
var sz int
switch kind {
case "QR":