// Copyright ©2017 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" ) type Dpbtf2er interface { Dpbtf2(uplo blas.Uplo, n, kd int, ab []float64, ldab int) (ok bool) } // Dpbtf2Test tests Dpbtf2 on random symmetric positive definite band matrices // by checking that the Cholesky factors multiply back to the original matrix. func Dpbtf2Test(t *testing.T, impl Dpbtf2er) { // TODO(vladimir-ch): include expected-failure test case. rnd := rand.New(rand.NewSource(1)) for _, n := range []int{0, 1, 2, 3, 4, 5, 10, 20} { for _, kd := range []int{0, (n + 1) / 4, (3*n - 1) / 4, (5*n + 1) / 4} { for _, uplo := range []blas.Uplo{blas.Upper, blas.Lower} { for _, ldab := range []int{kd + 1, kd + 1 + 7} { dpbtf2Test(t, impl, rnd, uplo, n, kd, ldab) } } } } } func dpbtf2Test(t *testing.T, impl Dpbtf2er, rnd *rand.Rand, uplo blas.Uplo, n, kd int, ldab int) { const tol = 1e-12 name := fmt.Sprintf("uplo=%v,n=%v,kd=%v,ldab=%v", string(uplo), n, kd, ldab) // Allocate a band matrix and fill it with random numbers. ab := make([]float64, n*ldab) for i := range ab { ab[i] = rnd.NormFloat64() } // Make sure that the matrix U or L has a sufficiently positive diagonal. switch uplo { case blas.Upper: for i := 0; i < n; i++ { ab[i*ldab] = 2 + rnd.Float64() } case blas.Lower: for i := 0; i < n; i++ { ab[i*ldab+kd] = 2 + rnd.Float64() } } // Compute U^T*U or L*L^T. The resulting (symmetric) matrix A will be positive definite. dsbmm(uplo, n, kd, ab, ldab) // Compute the Cholesky decomposition of A. abFac := make([]float64, len(ab)) copy(abFac, ab) ok := impl.Dpbtf2(uplo, n, kd, abFac, ldab) if !ok { t.Fatalf("%v: bad test matrix, Dpbtf2 failed", name) } if n == 0 { return } // Reconstruct an symmetric band matrix from the U^T*U or L*L^T factorization, overwriting abFac. dsbmm(uplo, n, kd, abFac, ldab) // Compute and check the max-norm distance between the reconstructed and original matrix 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, kd-i); j < kd+1; j++ { diff = math.Max(diff, math.Abs(abFac[i*ldab+j]-ab[i*ldab+j])) } } } if diff > tol { t.Errorf("%v: unexpected result, diff=%v", name, diff) } }