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17ea55aedb
Apply (with manual curation after the fact):
* s/^T/U+1d40/g
* s/^H/U+1d34/g
* s/, {2,3}if / $1/g
Some additional manual editing of odd formatting.
61 lines
1.8 KiB
Go
61 lines
1.8 KiB
Go
// Copyright ©2017 The Gonum Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package testlapack
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import (
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"fmt"
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"testing"
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"golang.org/x/exp/rand"
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"gonum.org/v1/gonum/blas"
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)
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type Dpbtf2er interface {
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Dpbtf2(uplo blas.Uplo, n, kd int, ab []float64, ldab int) (ok bool)
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}
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// Dpbtf2Test tests Dpbtf2 on random symmetric positive definite band matrices
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// by checking that the Cholesky factors multiply back to the original matrix.
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func Dpbtf2Test(t *testing.T, impl Dpbtf2er) {
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// TODO(vladimir-ch): include expected-failure test case.
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rnd := rand.New(rand.NewSource(1))
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for _, n := range []int{0, 1, 2, 3, 4, 5, 10, 20} {
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for _, kd := range []int{0, (n + 1) / 4, (3*n - 1) / 4, (5*n + 1) / 4} {
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for _, uplo := range []blas.Uplo{blas.Upper, blas.Lower} {
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for _, ldab := range []int{kd + 1, kd + 1 + 7} {
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dpbtf2Test(t, impl, rnd, uplo, n, kd, ldab)
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}
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}
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}
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}
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}
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func dpbtf2Test(t *testing.T, impl Dpbtf2er, rnd *rand.Rand, uplo blas.Uplo, n, kd int, ldab int) {
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const tol = 1e-12
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name := fmt.Sprintf("uplo=%v,n=%v,kd=%v,ldab=%v", string(uplo), n, kd, ldab)
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// Generate a random symmetric positive definite band matrix.
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ab := randSymBand(uplo, n, kd, ldab, rnd)
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// Compute the Cholesky decomposition of A.
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abFac := make([]float64, len(ab))
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copy(abFac, ab)
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ok := impl.Dpbtf2(uplo, n, kd, abFac, ldab)
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if !ok {
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t.Fatalf("%v: bad test matrix, Dpbtf2 failed", name)
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}
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// Reconstruct an symmetric band matrix from the Uᵀ*U or L*Lᵀ factorization, overwriting abFac.
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dsbmm(uplo, n, kd, abFac, ldab)
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// Compute and check the max-norm distance between the reconstructed and original matrix A.
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dist := distSymBand(uplo, n, kd, abFac, ldab, ab, ldab)
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if dist > tol {
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t.Errorf("%v: unexpected result, diff=%v", name, dist)
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}
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}
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