lapack: imported lapack as a subtree

lapack/testlapack/dsyev.go

@@ -0,0 +1,115 @@
+// 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 (
+	"math/rand"
+	"testing"
+
+	"github.com/gonum/blas"
+	"github.com/gonum/blas/blas64"
+	"github.com/gonum/floats"
+	"github.com/gonum/lapack"
+)
+
+type Dsyever interface {
+	Dsyev(jobz lapack.EVJob, uplo blas.Uplo, n int, a []float64, lda int, w, work []float64, lwork int) (ok bool)
+}
+
+func DsyevTest(t *testing.T, impl Dsyever) {
+	rnd := rand.New(rand.NewSource(1))
+	for _, uplo := range []blas.Uplo{blas.Lower, blas.Upper} {
+		for _, test := range []struct {
+			n, lda int
+		}{
+			{1, 0},
+			{2, 0},
+			{5, 0},
+			{10, 0},
+			{100, 0},
+
+			{1, 5},
+			{2, 5},
+			{5, 10},
+			{10, 20},
+			{100, 110},
+		} {
+			for cas := 0; cas < 10; cas++ {
+				n := test.n
+				lda := test.lda
+				if lda == 0 {
+					lda = n
+				}
+				a := make([]float64, n*lda)
+				for i := range a {
+					a[i] = rnd.NormFloat64()
+				}
+				aCopy := make([]float64, len(a))
+				copy(aCopy, a)
+				w := make([]float64, n)
+				for i := range w {
+					w[i] = rnd.NormFloat64()
+				}
+
+				work := make([]float64, 1)
+				impl.Dsyev(lapack.ComputeEV, uplo, n, a, lda, w, work, -1)
+				work = make([]float64, int(work[0]))
+				impl.Dsyev(lapack.ComputeEV, uplo, n, a, lda, w, work, len(work))
+
+				// Check that the decomposition is correct
+				orig := blas64.General{
+					Rows:   n,
+					Cols:   n,
+					Stride: n,
+					Data:   make([]float64, n*n),
+				}
+				if uplo == blas.Upper {
+					for i := 0; i < n; i++ {
+						for j := i; j < n; j++ {
+							v := aCopy[i*lda+j]
+							orig.Data[i*orig.Stride+j] = v
+							orig.Data[j*orig.Stride+i] = v
+						}
+					}
+				} else {
+					for i := 0; i < n; i++ {
+						for j := 0; j <= i; j++ {
+							v := aCopy[i*lda+j]
+							orig.Data[i*orig.Stride+j] = v
+							orig.Data[j*orig.Stride+i] = v
+						}
+					}
+				}
+
+				V := blas64.General{
+					Rows:   n,
+					Cols:   n,
+					Stride: lda,
+					Data:   a,
+				}
+
+				if !eigenDecompCorrect(w, orig, V) {
+					t.Errorf("Decomposition mismatch")
+				}
+
+				// Check that the decomposition is correct when the eigenvectors
+				// are not computed.
+				wAns := make([]float64, len(w))
+				copy(wAns, w)
+				copy(a, aCopy)
+				for i := range w {
+					w[i] = rnd.Float64()
+				}
+				for i := range work {
+					work[i] = rnd.Float64()
+				}
+				impl.Dsyev(lapack.None, uplo, n, a, lda, w, work, len(work))
+				if !floats.EqualApprox(w, wAns, 1e-8) {
+					t.Errorf("Eigenvalue mismatch when vectors not computed")
+				}
+			}
+		}
+	}
+}