// Copyright ©2013 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 mat import ( "sort" "testing" "golang.org/x/exp/rand" "gonum.org/v1/gonum/floats" ) func TestEigen(t *testing.T) { t.Parallel() for i, test := range []struct { a *Dense values []complex128 left *CDense right *CDense }{ { a: NewDense(3, 3, []float64{ 1, 0, 0, 0, 1, 0, 0, 0, 1, }), values: []complex128{1, 1, 1}, left: NewCDense(3, 3, []complex128{ 1, 0, 0, 0, 1, 0, 0, 0, 1, }), right: NewCDense(3, 3, []complex128{ 1, 0, 0, 0, 1, 0, 0, 0, 1, }), }, { // Values compared with numpy. a: NewDense(4, 4, []float64{ 0.9025, 0.025, 0.475, 0.0475, 0.0475, 0.475, 0.475, 0.0025, 0.0475, 0.025, 0.025, 0.9025, 0.0025, 0.475, 0.025, 0.0475, }), values: []complex128{1, 0.7300317046114154, -0.1400158523057075 + 0.452854925738716i, -0.1400158523057075 - 0.452854925738716i}, left: NewCDense(4, 4, []complex128{ 0.5, -0.3135167160788313, -0.02058121780136903 + 0.004580939300127051i, -0.02058121780136903 - 0.004580939300127051i, 0.5, 0.7842199280224781, 0.37551026954193356 - 0.2924634904103879i, 0.37551026954193356 + 0.2924634904103879i, 0.5, 0.33202200780783525, 0.16052616322784943 + 0.3881393645202527i, 0.16052616322784943 - 0.3881393645202527i, 0.5, 0.42008065840123954, -0.7723935249234155, -0.7723935249234155, }), right: NewCDense(4, 4, []complex128{ 0.9476399565969628, -0.8637347682162745, -0.2688989440320280 - 0.1282234938321029i, -0.2688989440320280 + 0.1282234938321029i, 0.2394935907064427, 0.3457075153704627, -0.3621360383713332 - 0.2583198964498771i, -0.3621360383713332 + 0.2583198964498771i, 0.1692743801716332, 0.2706851011641580, 0.7426369401030960, 0.7426369401030960, 0.1263626404003607, 0.2473421516816520, -0.1116019576997347 + 0.3865433902819795i, -0.1116019576997347 - 0.3865433902819795i, }), }, } { var e1, e2, e3, e4 Eigen ok := e1.Factorize(test.a, EigenBoth) if !ok { panic("bad factorization") } e2.Factorize(test.a, EigenRight) e3.Factorize(test.a, EigenLeft) e4.Factorize(test.a, EigenNone) v1 := e1.Values(nil) if !cmplxEqualTol(v1, test.values, 1e-14) { t.Errorf("eigenvalue mismatch. Case %v", i) } var left CDense e1.LeftVectorsTo(&left) if !CEqualApprox(&left, test.left, 1e-14) { t.Errorf("left eigenvector mismatch. Case %v", i) } var right CDense e1.VectorsTo(&right) if !CEqualApprox(&right, test.right, 1e-14) { t.Errorf("right eigenvector mismatch. Case %v", i) } // Check that the eigenvectors and values are the same in all combinations. if !cmplxEqual(v1, e2.Values(nil)) { t.Errorf("eigenvector mismatch. Case %v", i) } if !cmplxEqual(v1, e3.Values(nil)) { t.Errorf("eigenvector mismatch. Case %v", i) } if !cmplxEqual(v1, e4.Values(nil)) { t.Errorf("eigenvector mismatch. Case %v", i) } var right2 CDense e2.VectorsTo(&right2) if !CEqual(&right, &right2) { t.Errorf("right eigenvector mismatch. Case %v", i) } var left3 CDense e3.LeftVectorsTo(&left3) if !CEqual(&left, &left3) { t.Errorf("left eigenvector mismatch. Case %v", i) } // TODO(btracey): Also add in a test for correctness when #308 is // resolved and we have a CMat.Mul(). } } func cmplxEqual(v1, v2 []complex128) bool { for i, v := range v1 { if v != v2[i] { return false } } return true } func cmplxEqualTol(v1, v2 []complex128, tol float64) bool { for i, v := range v1 { if !cEqualWithinAbsOrRel(v, v2[i], tol, tol) { return false } } return true } func TestSymEigen(t *testing.T) { t.Parallel() // Hand coded tests with results from lapack. for _, test := range []struct { mat *SymDense values []float64 vectors *Dense }{ { mat: NewSymDense(3, []float64{8, 2, 4, 2, 6, 10, 4, 10, 5}), values: []float64{-4.707679201365891, 6.294580208480216, 17.413098992885672}, vectors: NewDense(3, 3, []float64{ -0.127343483135656, -0.902414161226903, -0.411621572466779, -0.664177720955769, 0.385801900032553, -0.640331827193739, 0.736648893495999, 0.191847792659746, -0.648492738712395, }), }, } { var es EigenSym ok := es.Factorize(test.mat, true) if !ok { t.Errorf("bad factorization") } if !floats.EqualApprox(test.values, es.values, 1e-14) { t.Errorf("Eigenvalue mismatch") } if !EqualApprox(test.vectors, es.vectors, 1e-14) { t.Errorf("Eigenvector mismatch") } var es2 EigenSym es2.Factorize(test.mat, false) if !floats.EqualApprox(es2.values, es.values, 1e-14) { t.Errorf("Eigenvalue mismatch when no vectors computed") } } // Randomized tests rnd := rand.New(rand.NewSource(1)) for _, n := range []int{3, 5, 10, 70} { for cas := 0; cas < 10; cas++ { a := make([]float64, n*n) for i := range a { a[i] = rnd.NormFloat64() } s := NewSymDense(n, a) var es EigenSym ok := es.Factorize(s, true) if !ok { t.Errorf("Bad test") } // Check that the eigenvectors are orthonormal. if !isOrthonormal(es.vectors, 1e-8) { t.Errorf("Eigenvectors not orthonormal") } // Check that the eigenvalues are actually eigenvalues. for i := 0; i < n; i++ { v := NewVecDense(n, Col(nil, i, es.vectors)) var m VecDense m.MulVec(s, v) var scal VecDense scal.ScaleVec(es.values[i], v) if !EqualApprox(&m, &scal, 1e-8) { t.Errorf("Eigenvalue does not match") } } // Check that the eigenvalues are in ascending order. if !sort.Float64sAreSorted(es.values) { t.Errorf("Eigenvalues not ascending") } } } }