lapack: imported lapack as a subtree

lapack/testlapack/dgetrs.go

@@ -0,0 +1,113 @@
+// 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/blas"
+	"github.com/gonum/blas/blas64"
+	"github.com/gonum/floats"
+)
+
+type Dgetrser interface {
+	Dgetrfer
+	Dgetrs(trans blas.Transpose, n, nrhs int, a []float64, lda int, ipiv []int, b []float64, ldb int)
+}
+
+func DgetrsTest(t *testing.T, impl Dgetrser) {
+	rnd := rand.New(rand.NewSource(1))
+	// TODO(btracey): Put more thought into creating more regularized matrices
+	// and what correct tolerances should be. Consider also seeding the random
+	// number in this test to make it more robust to code changes in other
+	// parts of the suite.
+	for _, trans := range []blas.Transpose{blas.NoTrans, blas.Trans} {
+		for _, test := range []struct {
+			n, nrhs, lda, ldb int
+			tol               float64
+		}{
+			{3, 3, 0, 0, 1e-12},
+			{3, 5, 0, 0, 1e-12},
+			{5, 3, 0, 0, 1e-12},
+
+			{3, 3, 8, 10, 1e-12},
+			{3, 5, 8, 10, 1e-12},
+			{5, 3, 8, 10, 1e-12},
+
+			{300, 300, 0, 0, 1e-8},
+			{300, 500, 0, 0, 1e-8},
+			{500, 300, 0, 0, 1e-6},
+
+			{300, 300, 700, 600, 1e-8},
+			{300, 500, 700, 600, 1e-8},
+			{500, 300, 700, 600, 1e-6},
+		} {
+			n := test.n
+			nrhs := test.nrhs
+			lda := test.lda
+			if lda == 0 {
+				lda = n
+			}
+			ldb := test.ldb
+			if ldb == 0 {
+				ldb = nrhs
+			}
+			a := make([]float64, n*lda)
+			for i := range a {
+				a[i] = rnd.Float64()
+			}
+			b := make([]float64, n*ldb)
+			for i := range b {
+				b[i] = rnd.Float64()
+			}
+			aCopy := make([]float64, len(a))
+			copy(aCopy, a)
+			bCopy := make([]float64, len(b))
+			copy(bCopy, b)
+
+			ipiv := make([]int, n)
+			for i := range ipiv {
+				ipiv[i] = rnd.Int()
+			}
+
+			// Compute the LU factorization.
+			impl.Dgetrf(n, n, a, lda, ipiv)
+			// Solve the system of equations given the result.
+			impl.Dgetrs(trans, n, nrhs, a, lda, ipiv, b, ldb)
+
+			// Check that the system of equations holds.
+			A := blas64.General{
+				Rows:   n,
+				Cols:   n,
+				Stride: lda,
+				Data:   aCopy,
+			}
+			B := blas64.General{
+				Rows:   n,
+				Cols:   nrhs,
+				Stride: ldb,
+				Data:   bCopy,
+			}
+			X := blas64.General{
+				Rows:   n,
+				Cols:   nrhs,
+				Stride: ldb,
+				Data:   b,
+			}
+			tmp := blas64.General{
+				Rows:   n,
+				Cols:   nrhs,
+				Stride: ldb,
+				Data:   make([]float64, n*ldb),
+			}
+			copy(tmp.Data, bCopy)
+			blas64.Gemm(trans, blas.NoTrans, 1, A, X, 0, B)
+			if !floats.EqualApprox(tmp.Data, bCopy, test.tol) {
+				t.Errorf("Linear solve mismatch. trans = %v, n = %v, nrhs = %v, lda = %v, ldb = %v", trans, n, nrhs, lda, ldb)
+			}
+		}
+	}
+}