// Copyright ©2021 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/blas64" "gonum.org/v1/gonum/floats" ) type Dlag2er interface { Dlag2(a []float64, lda int, b []float64, ldb int) (scale1, scale2, wr1, wr2, wi float64) } func Dlag2Test(t *testing.T, impl Dlag2er) { rnd := rand.New(rand.NewSource(1)) for _, lda := range []int{2, 5} { for _, ldb := range []int{2, 5} { for aKind := 0; aKind <= 20; aKind++ { for bKind := 0; bKind <= 20; bKind++ { dlag2Test(t, impl, rnd, lda, ldb, aKind, bKind) } } } } } func dlag2Test(t *testing.T, impl Dlag2er, rnd *rand.Rand, lda, ldb int, aKind, bKind int) { const tol = 1e-14 a := makeDlag2TestMatrix(rnd, lda, aKind) b := makeDlag2TestMatrix(rnd, ldb, bKind) aCopy := cloneGeneral(a) bCopy := cloneGeneral(b) scale1, scale2, wr1, wr2, wi := impl.Dlag2(a.Data, a.Stride, b.Data, b.Stride) name := fmt.Sprintf("lda=%d,ldb=%d,aKind=%d,bKind=%d", lda, ldb, aKind, bKind) aStr := fmt.Sprintf("A = [%g,%g]\n [%g,%g]", a.Data[0], a.Data[1], a.Data[a.Stride], a.Data[a.Stride+1]) bStr := fmt.Sprintf("B = [%g,%g]\n [%g,%g]", b.Data[0], b.Data[1], 0.0, b.Data[b.Stride+1]) if !floats.Same(a.Data, aCopy.Data) { t.Errorf("%s: unexpected modification of a", name) } if !floats.Same(b.Data, bCopy.Data) { t.Errorf("%s: unexpected modification of b", name) } if wi < 0 { t.Fatalf("%s: wi is negative; wi=%g,\n%s\n%s", name, wi, aStr, bStr) return } if wi > 0 { if wr1 != wr2 { t.Fatalf("%s: complex eigenvalue but wr1 != wr2; wr1=%g, wr2=%g,\n%s\n%s", name, wr1, wr2, aStr, bStr) return } if scale1 != scale2 { t.Fatalf("%s: complex eigenvalue but scale1 != scale2; scale1=%g, scale2=%g,\n%s\n%s", name, scale1, scale2, aStr, bStr) return } } resid, err := residualDlag2(a, b, scale1, complex(wr1, wi)) if err != nil { t.Logf("%s: invalid input data: %v\n%s\n%s", name, err, aStr, bStr) return } if resid > tol || math.IsNaN(resid) { t.Errorf("%s: unexpected first eigenvalue %g with s=%g; resid=%g, want<=%g\n%s\n%s", name, complex(wr1, wi), scale1, resid, tol, aStr, bStr) } resid, err = residualDlag2(a, b, scale2, complex(wr2, -wi)) if err != nil { t.Logf("%s: invalid input data: %s\n%s\n%s", name, err, aStr, bStr) return } if resid > tol || math.IsNaN(resid) { t.Errorf("%s: unexpected second eigenvalue %g with s=%g; resid=%g, want<=%g\n%s\n%s", name, complex(wr2, -wi), scale2, resid, tol, aStr, bStr) } } func makeDlag2TestMatrix(rnd *rand.Rand, ld, kind int) blas64.General { a := zeros(2, 2, ld) switch kind { case 0: // Zero matrix. case 1: // Identity. a.Data[0] = 1 a.Data[a.Stride+1] = 1 case 2: // Large diagonal. a.Data[0] = 2 * safmax a.Data[a.Stride+1] = 2 * safmax case 3: // Tiny diagonal. a.Data[0] = safmin a.Data[a.Stride+1] = safmin case 4: // Tiny and large diagonal. a.Data[0] = safmin a.Data[a.Stride+1] = safmax case 5: // Large and tiny diagonal. a.Data[0] = safmax a.Data[a.Stride+1] = safmin case 6: // Large complex eigenvalue. a.Data[0] = safmax a.Data[1] = safmax a.Data[a.Stride] = -safmax a.Data[a.Stride+1] = safmax case 7: // Tiny complex eigenvalue. a.Data[0] = safmin a.Data[1] = safmin a.Data[a.Stride] = -safmin a.Data[a.Stride+1] = safmin case 8: // Random matrix with large elements. a.Data[0] = safmax * (2*rnd.Float64() - 1) a.Data[1] = safmax * (2*rnd.Float64() - 1) a.Data[a.Stride] = safmax * (2*rnd.Float64() - 1) a.Data[a.Stride+1] = safmax * (2*rnd.Float64() - 1) case 9: // Random matrix with tiny elements. a.Data[0] = safmin * (2*rnd.Float64() - 1) a.Data[1] = safmin * (2*rnd.Float64() - 1) a.Data[a.Stride] = safmin * (2*rnd.Float64() - 1) a.Data[a.Stride+1] = safmin * (2*rnd.Float64() - 1) default: // Random matrix. a = randomGeneral(2, 2, ld, rnd) } return a } // residualDlag2 returns the value of // // | det( s*A - w*B ) | // ------------------------------------------- // max(s*norm(A), |w|*norm(B))*norm(s*A - w*B) // // that can be used to check the generalized eigenvalues computed by Dlag2 and // an error that indicates invalid input data. func residualDlag2(a, b blas64.General, s float64, w complex128) (float64, error) { const ulp = dlamchP a11, a12 := a.Data[0], a.Data[1] a21, a22 := a.Data[a.Stride], a.Data[a.Stride+1] b11, b12 := b.Data[0], b.Data[1] b22 := b.Data[b.Stride+1] // Compute norms. absw := zabs(w) anorm := math.Max(math.Abs(a11)+math.Abs(a21), math.Abs(a12)+math.Abs(a22)) anorm = math.Max(anorm, safmin) bnorm := math.Max(math.Abs(b11), math.Abs(b12)+math.Abs(b22)) bnorm = math.Max(bnorm, safmin) // Check for possible overflow. temp := (safmin*anorm)*s + (safmin*bnorm)*absw if temp >= 1 { // Scale down to avoid overflow. s /= temp w = scale(1/temp, w) absw = zabs(w) } // Check for w and s essentially zero. s1 := math.Max(ulp*math.Max(s*anorm, absw*bnorm), safmin*math.Max(s, absw)) if s1 < safmin { if s < safmin && absw < safmin { return 1 / ulp, fmt.Errorf("ulp*max(s*|A|,|w|*|B|) < safmin and s and w could not be scaled; s=%g, |w|=%g", s, absw) } // Scale up to avoid underflow. temp = 1 / math.Max(s*anorm+absw*bnorm, safmin) s *= temp w = scale(temp, w) absw = zabs(w) s1 = math.Max(ulp*math.Max(s*anorm, absw*bnorm), safmin*math.Max(s, absw)) if s1 < safmin { return 1 / ulp, fmt.Errorf("ulp*max(s*|A|,|w|*|B|) < safmin and s and w could not be scaled; s=%g, |w|=%g", s, absw) } } // Compute C = s*A - w*B. c11 := complex(s*a11, 0) - w*complex(b11, 0) c12 := complex(s*a12, 0) - w*complex(b12, 0) c21 := complex(s*a21, 0) c22 := complex(s*a22, 0) - w*complex(b22, 0) // Compute norm(s*A - w*B). cnorm := math.Max(zabs(c11)+zabs(c21), zabs(c12)+zabs(c22)) // Compute det(s*A - w*B)/norm(s*A - w*B). cs := 1 / math.Sqrt(math.Max(cnorm, safmin)) det := cmplxdet2x2(scale(cs, c11), scale(cs, c12), scale(cs, c21), scale(cs, c22)) // Compute |det(s*A - w*B)|/(norm(s*A - w*B)*max(s*norm(A), |w|*norm(B))). return zabs(det) / s1 * ulp, nil } func zabs(z complex128) float64 { return math.Abs(real(z)) + math.Abs(imag(z)) } // scale scales the complex number c by f. func scale(f float64, c complex128) complex128 { return complex(f*real(c), f*imag(c)) } // cmplxdet2x2 returns the determinant of // // |a11 a12| // |a21 a22| func cmplxdet2x2(a11, a12, a21, a22 complex128) complex128 { return a11*a22 - a12*a21 }