// Copyright ©2015 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 ( "log" "math/rand/v2" "testing" "gonum.org/v1/gonum/blas" "gonum.org/v1/gonum/blas/blas64" "gonum.org/v1/gonum/floats/scalar" "gonum.org/v1/gonum/lapack" ) type Dpoconer interface { Dpotrfer Dgeconer Dlansy(norm lapack.MatrixNorm, uplo blas.Uplo, n int, a []float64, lda int, work []float64) float64 Dpocon(uplo blas.Uplo, n int, a []float64, lda int, anorm float64, work []float64, iwork []int) float64 } func DpoconTest(t *testing.T, impl Dpoconer) { for _, test := range []struct { a []float64 n int cond float64 uplo blas.Uplo }{ { a: []float64{ 89, 59, 77, 0, 107, 59, 0, 0, 89, }, uplo: blas.Upper, n: 3, cond: 0.050052137643379, }, { a: []float64{ 89, 0, 0, 59, 107, 0, 77, 59, 89, }, uplo: blas.Lower, n: 3, cond: 0.050052137643379, }, // Dgecon does not match Dpocon for this case. https://github.com/xianyi/OpenBLAS/issues/664. { a: []float64{ 2.9995576045549965, -2.0898894566158663, 3.965560740124006, 0, 1.9634729526261008, -2.8681002706874104, 0, 0, 5.502416670471008, }, uplo: blas.Upper, n: 3, cond: 0.024054837369015203, }, } { n := test.n a := make([]float64, len(test.a)) copy(a, test.a) lda := n uplo := test.uplo work := make([]float64, 3*n) anorm := impl.Dlansy(lapack.MaxColumnSum, uplo, n, a, lda, work) // Compute cholesky decomposition ok := impl.Dpotrf(uplo, n, a, lda) if !ok { t.Errorf("Bad test, matrix not positive definite") continue } iwork := make([]int, n) cond := impl.Dpocon(uplo, n, a, lda, anorm, work, iwork) // Error if not the same order, otherwise log the difference. if !scalar.EqualWithinAbsOrRel(cond, test.cond, 1e0, 1e0) { t.Errorf("Cond mismatch. Want %v, got %v.", test.cond, cond) } else if !scalar.EqualWithinAbsOrRel(cond, test.cond, 1e-14, 1e-14) { log.Printf("Dpocon cond mismatch. Want %v, got %v.", test.cond, cond) } } rnd := rand.New(rand.NewPCG(1, 1)) bi := blas64.Implementation() // Randomized tests compared against Dgecon. for _, uplo := range []blas.Uplo{blas.Lower, blas.Upper} { for _, test := range []struct { n, lda int }{ {3, 0}, {3, 5}, } { for trial := 0; trial < 100; trial++ { n := test.n lda := test.lda if lda == 0 { lda = n } a := make([]float64, n*lda) for i := range a { a[i] = rnd.NormFloat64() } // Multiply a by itself to make it symmetric positive definite. aCopy := make([]float64, len(a)) copy(aCopy, a) bi.Dgemm(blas.Trans, blas.NoTrans, n, n, n, 1, aCopy, lda, aCopy, lda, 0, a, lda) aDat := make([]float64, len(aCopy)) copy(aDat, a) aDense := make([]float64, len(a)) if uplo == blas.Upper { for i := 0; i < n; i++ { for j := i; j < n; j++ { v := a[i*lda+j] aDense[i*lda+j] = v aDense[j*lda+i] = v } } } else { for i := 0; i < n; i++ { for j := 0; j <= i; j++ { v := a[i*lda+j] aDense[i*lda+j] = v aDense[j*lda+i] = v } } } work := make([]float64, 4*n) iwork := make([]int, n) anorm := impl.Dlansy(lapack.MaxColumnSum, uplo, n, a, lda, work) ok := impl.Dpotrf(uplo, n, a, lda) if !ok { t.Errorf("Bad test, matrix not positive definite") continue } got := impl.Dpocon(uplo, n, a, lda, anorm, work, iwork) denseNorm := impl.Dlange(lapack.MaxColumnSum, n, n, aDense, lda, work) ipiv := make([]int, n) impl.Dgetrf(n, n, aDense, lda, ipiv) want := impl.Dgecon(lapack.MaxColumnSum, n, aDense, lda, denseNorm, work, iwork) // Error if not the same order, otherwise log the difference. if !scalar.EqualWithinAbsOrRel(want, got, 1e0, 1e0) { t.Errorf("Dpocon and Dgecon mismatch. Dpocon %v, Dgecon %v.", got, want) } else if !scalar.EqualWithinAbsOrRel(want, got, 1e-14, 1e-14) { log.Printf("Dpocon and Dgecon mismatch. Dpocon %v, Dgecon %v.", got, want) } } } } }