// Copyright ©2019 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" "testing" "golang.org/x/exp/rand" "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas/blas64" ) type Dpotrier interface { Dpotri(uplo blas.Uplo, n int, a []float64, lda int) bool Dpotrf(uplo blas.Uplo, n int, a []float64, lda int) bool } func DpotriTest(t *testing.T, impl Dpotrier) { for _, uplo := range []blas.Uplo{blas.Upper, blas.Lower} { name := "Upper" if uplo == blas.Lower { name = "Lower" } t.Run(name, func(t *testing.T) { // Include small and large sizes to make sure that both // unblocked and blocked paths are taken. ns := []int{0, 1, 2, 3, 4, 5, 10, 25, 31, 32, 33, 63, 64, 65, 127, 128, 129} const tol = 1e-12 bi := blas64.Implementation() rnd := rand.New(rand.NewSource(1)) for _, n := range ns { for _, lda := range []int{max(1, n), n + 11} { prefix := fmt.Sprintf("n=%v,lda=%v", n, lda) // Generate a random diagonal matrix D with positive entries. d := make([]float64, n) Dlatm1(d, 3, 10000, false, 2, rnd) // Construct a positive definite matrix A as // A = U * D * Uᵀ // where U is a random orthogonal matrix. a := make([]float64, n*lda) Dlagsy(n, 0, d, a, lda, rnd, make([]float64, 2*n)) // Create a copy of A. aCopy := make([]float64, len(a)) copy(aCopy, a) // Compute the Cholesky factorization of A. ok := impl.Dpotrf(uplo, n, a, lda) if !ok { t.Fatalf("%v: unexpected Cholesky failure", prefix) } // Compute the inverse inv(A). ok = impl.Dpotri(uplo, n, a, lda) if !ok { t.Errorf("%v: unexpected failure", prefix) continue } // Check that the triangle of A opposite to uplo has not been modified. if uplo == blas.Upper && !sameLowerTri(n, aCopy, lda, a, lda) { t.Errorf("%v: unexpected modification in lower triangle", prefix) continue } if uplo == blas.Lower && !sameUpperTri(n, aCopy, lda, a, lda) { t.Errorf("%v: unexpected modification in upper triangle", prefix) continue } // Change notation for the sake of clarity. ainv := a ldainv := lda // Expand ainv into a full dense matrix so that we can call Dsymm below. if uplo == blas.Upper { for i := 1; i < n; i++ { for j := 0; j < i; j++ { ainv[i*ldainv+j] = ainv[j*ldainv+i] } } } else { for i := 0; i < n-1; i++ { for j := i + 1; j < n; j++ { ainv[i*ldainv+j] = ainv[j*ldainv+i] } } } // Compute A*inv(A) and store the result into want. ldwant := max(1, n) want := make([]float64, n*ldwant) bi.Dsymm(blas.Left, uplo, n, n, 1, aCopy, lda, ainv, ldainv, 0, want, ldwant) // Check that want is close to the identity matrix. dist := distFromIdentity(n, want, ldwant) if dist > tol { t.Errorf("%v: |A * inv(A) - I| = %v is too large", prefix, dist) } } } }) } }