lapack: imported lapack as a subtree

lapack/testlapack/dlae2.go

@@ -0,0 +1,53 @@
+// Copyright ©2016 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"
+)
+
+type Dlae2er interface {
+	Dlae2(a, b, c float64) (rt1, rt2 float64)
+}
+
+func Dlae2Test(t *testing.T, impl Dlae2er) {
+	for _, test := range []struct {
+		a, b, c float64
+	}{
+		{-10, 5, 3},
+		{3, 5, -10},
+		{0, 3, 0},
+		{1, 3, 1},
+		{1, -3, 1},
+		{5, 0, 3},
+		{3, 0, -5},
+		{1, 3, 1.02},
+		{1.02, 3, 1},
+		{1, -3, -9},
+	} {
+		a := test.a
+		b := test.b
+		c := test.c
+		rt1, rt2 := impl.Dlae2(a, b, c)
+
+		errStr := fmt.Sprintf("a = %v, b = %v, c = %v", a, b, c)
+		// Check if rt1 and rt2 are eigenvalues by checking if det(a - λI) = 0
+		a1 := a - rt1
+		c1 := c - rt1
+		det := a1*c1 - b*b
+		if math.Abs(det) > 1e-10 {
+			t.Errorf("First eigenvalue mismatch. %s. Det = %v", errStr, det)
+		}
+
+		a2 := a - rt2
+		c2 := c - rt2
+		det = a2*c2 - b*b
+		if math.Abs(det) > 1e-10 {
+			t.Errorf("Second eigenvalue mismatch. %s. Det = %v", errStr, det)
+		}
+	}
+}