// 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" "math" "testing" "golang.org/x/exp/rand" "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas/blas64" ) type Dpbtrfer interface { Dpbtrf(uplo blas.Uplo, n, kd int, ab []float64, ldab int) (ok bool) } // DpbtrfTest tests a band Cholesky factorization on random symmetric positive definite // band matrices by checking that the Cholesky factors multiply back to the original matrix. func DpbtrfTest(t *testing.T, impl Dpbtrfer) { const tol = 1e-12 rnd := rand.New(rand.NewSource(1)) // The values of n and kd are chosen to assure that the blocked code path is taken. // With the current implementation of Ilaenv this happens if kd > 64. // Unfortunately, with the block size nb=32 this also means that in Dpbtrf // it never happens that i2<=0. for _, n := range []int{0, 1, 2, 3, 4, 5, 64, 65, 66, 91, 96, 97, 101, 128, 130} { for _, kd := range []int{0, (5*n + 1) / 4, (3*n - 1) / 4, (n + 1) / 4} { if kd+1 > n && n != 0 && kd != 0 { continue } for _, uplo := range []blas.Uplo{blas.Upper} { for _, ldextra := range []int{0, 7} { ldab := kd + 1 + ldextra name := fmt.Sprintf("uplo=%v,n=%v,kd=%v,ldab=%v", uplo, n, kd, ldab) // Allocate a band symmetric matrix A and fill it with random // numbers. ab := make([]float64, n*ldab) for i := range ab { ab[i] = rnd.Float64() } // Make sure that the matrix is diagonally dominant, this guarantees // positive definiteness. switch uplo { case blas.Upper: for i := 0; i < n; i++ { ab[i*ldab] = float64(2*kd) + rnd.Float64() } case blas.Lower: for i := 0; i < n; i++ { ab[i*ldab+kd] = float64(2*kd) + rnd.Float64() } } abFac := make([]float64, len(ab)) copy(abFac, ab) // Compute the Cholesky decomposition of the symmetric band matrix A. ok := impl.Dpbtrf(uplo, n, kd, abFac, ldab) if !ok { t.Fatalf("%v: Dpbtrf failed", name) } if n == 0 { continue } bi := blas64.Implementation() switch uplo { case blas.Upper: // Compute the product U^T * U. for k := n - 1; k >= 0; k-- { kc := min(k, kd) // Compute the diagonal [k,k] element. abFac[k*ldab] = bi.Ddot(kc+1, abFac[(k-kc)*ldab+kc:], ldab-1, abFac[(k-kc)*ldab+kc:], ldab-1) // Compute the rest of column k. if kc > 0 { bi.Dtrmv(blas.Upper, blas.Trans, blas.NonUnit, kc, abFac[(k-kc)*ldab:], ldab-1, abFac[(k-kc)*ldab+kc:], ldab-1) } // 0 1 2 3 4 n=5 kd=2 // a - - - - )( a|a|a|0|0 0 1 // a a - - - )( - a|a|a|0 1 2 // a a t - - )( - - a|a|a 2 3 kc=1 // 0 a t t - )( - - - a|a 3 4 klen=2 // 0 0 a a a )( - - - - a 4 5 // 1 2 3 4 5 } case blas.Lower: // Compute the product L * L^T. } // Compute and check the max-norm distance between got and A. var diff float64 switch uplo { case blas.Upper: for i := 0; i < n; i++ { for j := 0; j < min(kd+1, n-i); j++ { diff = math.Max(diff, math.Abs(abFac[i*ldab+j]-ab[i*ldab+j])) } } case blas.Lower: for i := 0; i < n; i++ { for j := max(0, i-kd); j <= i; j++ { // diff = math.Max(diff, math.Abs(got[i*n+j]-abCopy[i*ldab+kd-i+j])) } } } if diff > tol { t.Errorf("%v: unexpected result, diff=%v", name, diff) } } } } } }