// 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" "gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/lapack" ) type Dpstrfer interface { Dpstrf(uplo blas.Uplo, n int, a []float64, lda int, piv []int, tol float64, work []float64) (rank int, ok bool) } func DpstrfTest(t *testing.T, impl Dpstrfer) { rnd := rand.New(rand.NewSource(1)) for _, uplo := range []blas.Uplo{blas.Upper, blas.Lower} { t.Run(uploToString(uplo), func(t *testing.T) { for _, n := range []int{0, 1, 2, 3, 4, 5, 31, 32, 33, 63, 64, 65, 127, 128, 129} { for _, lda := range []int{max(1, n), n + 5} { for _, rank := range []int{int(0.7 * float64(n)), n} { dpstrfTest(t, impl, rnd, uplo, n, lda, rank) } } } }) } } func dpstrfTest(t *testing.T, impl Dpstrfer, rnd *rand.Rand, uplo blas.Uplo, n, lda, rankWant int) { const tol = 1e-13 name := fmt.Sprintf("n=%v,lda=%v", n, lda) bi := blas64.Implementation() // Generate a random, symmetric A with the given rank by applying rankWant // rank-1 updates to the zero matrix. a := make([]float64, n*lda) for i := 0; i < rankWant; i++ { x := randomSlice(n, rnd) bi.Dsyr(uplo, n, 1, x, 1, a, lda) } // Make a copy of A for storing the factorization. aFac := make([]float64, len(a)) copy(aFac, a) // Allocate a slice for pivots and fill it with invalid index values. piv := make([]int, n) for i := range piv { piv[i] = -1 } // Allocate the work slice. work := make([]float64, 2*n) // Call Dpstrf to Compute the Cholesky factorization with complete pivoting. rank, ok := impl.Dpstrf(uplo, n, aFac, lda, piv, -1, work) if ok != (rank == n) { t.Errorf("%v: unexpected ok; got %v, want %v", name, ok, rank == n) } if rank != rankWant { t.Errorf("%v: unexpected rank; got %v, want %v", name, rank, rankWant) } if n == 0 { return } // Check that the residual |P*Uᵀ*U*Pᵀ - A| / n or |P*L*Lᵀ*Pᵀ - A| / n is // sufficiently small. resid := residualDpstrf(uplo, n, a, aFac, lda, rank, piv) if resid > tol || math.IsNaN(resid) { t.Errorf("%v: residual too large; got %v, want<=%v", name, resid, tol) } } func residualDpstrf(uplo blas.Uplo, n int, a, aFac []float64, lda int, rank int, piv []int) float64 { bi := blas64.Implementation() // Reconstruct the symmetric positive semi-definite matrix A from its L or U // factors and the permutation matrix P. perm := zeros(n, n, n) if uplo == blas.Upper { // Change notation. u, ldu := aFac, lda // Zero out last n-rank rows of the factor U. for i := rank; i < n; i++ { for j := i; j < n; j++ { u[i*ldu+j] = 0 } } // Extract U to aRec. aRec := zeros(n, n, n) for i := 0; i < n; i++ { for j := i; j < n; j++ { aRec.Data[i*aRec.Stride+j] = u[i*ldu+j] } } // Multiply U by Uᵀ from the left. bi.Dtrmm(blas.Left, blas.Upper, blas.Trans, blas.NonUnit, n, n, 1, u, ldu, aRec.Data, aRec.Stride) // Form P * Uᵀ * U * Pᵀ. for i := 0; i < n; i++ { for j := 0; j < n; j++ { if piv[i] > piv[j] { // Don't set the lower triangle. continue } if i <= j { perm.Data[piv[i]*perm.Stride+piv[j]] = aRec.Data[i*aRec.Stride+j] } else { perm.Data[piv[i]*perm.Stride+piv[j]] = aRec.Data[j*aRec.Stride+i] } } } // Compute the difference P*Uᵀ*U*Pᵀ - A. for i := 0; i < n; i++ { for j := i; j < n; j++ { perm.Data[i*perm.Stride+j] -= a[i*lda+j] } } } else { // Change notation. l, ldl := aFac, lda // Zero out last n-rank columns of the factor L. for i := rank; i < n; i++ { for j := rank; j <= i; j++ { l[i*ldl+j] = 0 } } // Extract L to aRec. aRec := zeros(n, n, n) for i := 0; i < n; i++ { for j := 0; j <= i; j++ { aRec.Data[i*aRec.Stride+j] = l[i*ldl+j] } } // Multiply L by Lᵀ from the right. bi.Dtrmm(blas.Right, blas.Lower, blas.Trans, blas.NonUnit, n, n, 1, l, ldl, aRec.Data, aRec.Stride) // Form P * L * Lᵀ * Pᵀ. for i := 0; i < n; i++ { for j := 0; j < n; j++ { if piv[i] < piv[j] { // Don't set the upper triangle. continue } if i >= j { perm.Data[piv[i]*perm.Stride+piv[j]] = aRec.Data[i*aRec.Stride+j] } else { perm.Data[piv[i]*perm.Stride+piv[j]] = aRec.Data[j*aRec.Stride+i] } } } // Compute the difference P*L*Lᵀ*Pᵀ - A. for i := 0; i < n; i++ { for j := 0; j <= i; j++ { perm.Data[i*perm.Stride+j] -= a[i*lda+j] } } } // Compute |P*Uᵀ*U*Pᵀ - A| / n or |P*L*Lᵀ*Pᵀ - A| / n. return dlansy(lapack.MaxColumnSum, uplo, n, perm.Data, perm.Stride) / float64(n) }