lapack: imported lapack as a subtree

lapack/testlapack/dgeqrf.go

@@ -0,0 +1,95 @@
+// 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/rand"
+	"testing"
+
+	"github.com/gonum/floats"
+)
+
+type Dgeqrfer interface {
+	Dgeqr2er
+	Dgeqrf(m, n int, a []float64, lda int, tau, work []float64, lwork int)
+}
+
+func DgeqrfTest(t *testing.T, impl Dgeqrfer) {
+	rnd := rand.New(rand.NewSource(1))
+	for c, test := range []struct {
+		m, n, lda int
+	}{
+		{10, 5, 0},
+		{5, 10, 0},
+		{10, 10, 0},
+		{300, 5, 0},
+		{3, 500, 0},
+		{200, 200, 0},
+		{300, 200, 0},
+		{204, 300, 0},
+		{1, 3000, 0},
+		{3000, 1, 0},
+		{10, 5, 20},
+		{5, 10, 20},
+		{10, 10, 20},
+		{300, 5, 400},
+		{3, 500, 600},
+		{200, 200, 300},
+		{300, 200, 300},
+		{204, 300, 400},
+		{1, 3000, 4000},
+		{3000, 1, 4000},
+	} {
+		m := test.m
+		n := test.n
+		lda := test.lda
+		if lda == 0 {
+			lda = test.n
+		}
+		a := make([]float64, m*lda)
+		for i := 0; i < m; i++ {
+			for j := 0; j < n; j++ {
+				a[i*lda+j] = rnd.Float64()
+			}
+		}
+		tau := make([]float64, n)
+		for i := 0; i < n; i++ {
+			tau[i] = rnd.Float64()
+		}
+		aCopy := make([]float64, len(a))
+		copy(aCopy, a)
+		ans := make([]float64, len(a))
+		copy(ans, a)
+		work := make([]float64, n)
+		// Compute unblocked QR.
+		impl.Dgeqr2(m, n, ans, lda, tau, work)
+		// Compute blocked QR with small work.
+		impl.Dgeqrf(m, n, a, lda, tau, work, len(work))
+		if !floats.EqualApprox(ans, a, 1e-12) {
+			t.Errorf("Case %v, mismatch small work.", c)
+		}
+		// Try the full length of work.
+		impl.Dgeqrf(m, n, a, lda, tau, work, -1)
+		lwork := int(work[0])
+		work = make([]float64, lwork)
+		copy(a, aCopy)
+		impl.Dgeqrf(m, n, a, lda, tau, work, lwork)
+		if !floats.EqualApprox(ans, a, 1e-12) {
+			t.Errorf("Case %v, mismatch large work.", c)
+		}
+
+		// Try a slightly smaller version of work to test blocking.
+		if len(work) <= n {
+			continue
+		}
+		work = work[1:]
+		lwork--
+		copy(a, aCopy)
+		impl.Dgeqrf(m, n, a, lda, tau, work, lwork)
+		if !floats.EqualApprox(ans, a, 1e-12) {
+			t.Errorf("Case %v, mismatch large work.", c)
+		}
+	}
+}