lapack: imported lapack as a subtree

lapack/testlapack/dgecon.go

@@ -0,0 +1,97 @@
+// 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 (
+	"log"
+	"testing"
+
+	"github.com/gonum/floats"
+	"github.com/gonum/lapack"
+)
+
+type Dgeconer interface {
+	Dlanger
+	Dgetrfer
+	Dgecon(norm lapack.MatrixNorm, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64
+}
+
+func DgeconTest(t *testing.T, impl Dgeconer) {
+	for _, test := range []struct {
+		m       int
+		n       int
+		a       []float64
+		condOne float64
+		condInf float64
+	}{
+		{
+			a: []float64{
+				8, 1, 6,
+				3, 5, 7,
+				4, 9, 2,
+			},
+			m:       3,
+			n:       3,
+			condOne: 3.0 / 16,
+			condInf: 3.0 / 16,
+		},
+		{
+			a: []float64{
+				2, 9, 3, 2,
+				10, 9, 9, 3,
+				1, 1, 5, 2,
+				8, 4, 10, 2,
+			},
+			m:       4,
+			n:       4,
+			condOne: 0.024740155174938,
+			condInf: 0.012034465570035,
+		},
+		// Dgecon does not match Dpocon for this case. https://github.com/xianyi/OpenBLAS/issues/664.
+		{
+			a: []float64{
+				2.9995576045549965, -2.0898894566158663, 3.965560740124006,
+				-2.0898894566158663, 1.9634729526261008, -2.8681002706874104,
+				3.965560740124006, -2.8681002706874104, 5.502416670471008,
+			},
+			m:       3,
+			n:       3,
+			condOne: 0.024054837369015203,
+			condInf: 0.024054837369015203,
+		},
+	} {
+		m := test.m
+		n := test.n
+		lda := n
+		a := make([]float64, len(test.a))
+		copy(a, test.a)
+		ipiv := make([]int, min(m, n))
+
+		// Find the norms of the original matrix.
+		work := make([]float64, 4*n)
+		oneNorm := impl.Dlange(lapack.MaxColumnSum, m, n, a, lda, work)
+		infNorm := impl.Dlange(lapack.MaxRowSum, m, n, a, lda, work)
+
+		// Compute LU factorization of a.
+		impl.Dgetrf(m, n, a, lda, ipiv)
+
+		// Compute the condition number
+		iwork := make([]int, n)
+		condOne := impl.Dgecon(lapack.MaxColumnSum, n, a, lda, oneNorm, work, iwork)
+		condInf := impl.Dgecon(lapack.MaxRowSum, n, a, lda, infNorm, work, iwork)
+
+		// Error if not the same order, otherwise log the difference.
+		if !floats.EqualWithinAbsOrRel(condOne, test.condOne, 1e0, 1e0) {
+			t.Errorf("One norm mismatch. Want %v, got %v.", test.condOne, condOne)
+		} else if !floats.EqualWithinAbsOrRel(condOne, test.condOne, 1e-14, 1e-14) {
+			log.Printf("Dgecon one norm mismatch. Want %v, got %v.", test.condOne, condOne)
+		}
+		if !floats.EqualWithinAbsOrRel(condInf, test.condInf, 1e0, 1e0) {
+			t.Errorf("One norm mismatch. Want %v, got %v.", test.condInf, condInf)
+		} else if !floats.EqualWithinAbsOrRel(condInf, test.condInf, 1e-14, 1e-14) {
+			log.Printf("Dgecon one norm mismatch. Want %v, got %v.", test.condInf, condInf)
+		}
+	}
+}