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			998 lines
		
	
	
		
			22 KiB
		
	
	
	
		
			Go
		
	
	
	
	
	
			
		
		
	
	
			998 lines
		
	
	
		
			22 KiB
		
	
	
	
		
			Go
		
	
	
	
	
	
| // Copyright ©2015 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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| 
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| package testlapack
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| 
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| import (
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| 	"fmt"
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| 	"math"
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| 	"math/cmplx"
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| 	"math/rand"
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| 	"testing"
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| 
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| 	"github.com/gonum/blas"
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| 	"github.com/gonum/blas/blas64"
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| 	"github.com/gonum/lapack"
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| )
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| 
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| func max(a, b int) int {
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| 	if a > b {
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| 		return a
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| 	}
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| 	return b
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| }
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| 
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| func min(a, b int) int {
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| 	if a < b {
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| 		return a
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| 	}
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| 	return b
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| }
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| 
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| // nanSlice allocates a new slice of length n filled with NaN.
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| func nanSlice(n int) []float64 {
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| 	s := make([]float64, n)
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| 	for i := range s {
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| 		s[i] = math.NaN()
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| 	}
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| 	return s
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| }
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| 
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| // randomSlice allocates a new slice of length n filled with random values.
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| func randomSlice(n int, rnd *rand.Rand) []float64 {
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| 	s := make([]float64, n)
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| 	for i := range s {
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| 		s[i] = rnd.NormFloat64()
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| 	}
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| 	return s
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| }
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| 
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| // nanGeneral allocates a new r×c general matrix filled with NaN values.
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| func nanGeneral(r, c, stride int) blas64.General {
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| 	if r < 0 || c < 0 {
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| 		panic("bad matrix size")
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| 	}
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| 	if r == 0 || c == 0 {
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| 		return blas64.General{Stride: max(1, stride)}
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| 	}
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| 	if stride < c {
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| 		panic("bad stride")
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| 	}
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| 	return blas64.General{
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| 		Rows:   r,
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| 		Cols:   c,
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| 		Stride: stride,
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| 		Data:   nanSlice((r-1)*stride + c),
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| 	}
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| }
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| 
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| // randomGeneral allocates a new r×c general matrix filled with random
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| // numbers. Out-of-range elements are filled with NaN values.
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| func randomGeneral(r, c, stride int, rnd *rand.Rand) blas64.General {
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| 	ans := nanGeneral(r, c, stride)
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| 	for i := 0; i < r; i++ {
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| 		for j := 0; j < c; j++ {
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| 			ans.Data[i*ans.Stride+j] = rnd.NormFloat64()
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| 		}
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| 	}
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| 	return ans
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| }
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| 
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| // randomHessenberg allocates a new n×n Hessenberg matrix filled with zeros
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| // under the first subdiagonal and with random numbers elsewhere. Out-of-range
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| // elements are filled with NaN values.
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| func randomHessenberg(n, stride int, rnd *rand.Rand) blas64.General {
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| 	ans := nanGeneral(n, n, stride)
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| 	for i := 0; i < n; i++ {
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| 		for j := 0; j < i-1; j++ {
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| 			ans.Data[i*ans.Stride+j] = 0
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| 		}
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| 		for j := max(0, i-1); j < n; j++ {
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| 			ans.Data[i*ans.Stride+j] = rnd.NormFloat64()
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| 		}
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| 	}
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| 	return ans
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| }
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| 
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| // randomSchurCanonical returns a random, general matrix in Schur canonical
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| // form, that is, block upper triangular with 1×1 and 2×2 diagonal blocks where
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| // each 2×2 diagonal block has its diagonal elements equal and its off-diagonal
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| // elements of opposite sign.
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| func randomSchurCanonical(n, stride int, rnd *rand.Rand) blas64.General {
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| 	t := randomGeneral(n, n, stride, rnd)
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| 	// Zero out the lower triangle.
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| 	for i := 0; i < t.Rows; i++ {
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| 		for j := 0; j < i; j++ {
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| 			t.Data[i*t.Stride+j] = 0
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| 		}
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| 	}
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| 	// Randomly create 2×2 diagonal blocks.
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| 	for i := 0; i < t.Rows; {
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| 		if i == t.Rows-1 || rnd.Float64() < 0.5 {
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| 			// 1×1 block.
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| 			i++
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| 			continue
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| 		}
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| 		// 2×2 block.
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| 		// Diagonal elements equal.
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| 		t.Data[(i+1)*t.Stride+i+1] = t.Data[i*t.Stride+i]
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| 		// Off-diagonal elements of opposite sign.
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| 		c := rnd.NormFloat64()
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| 		if math.Signbit(c) == math.Signbit(t.Data[i*t.Stride+i+1]) {
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| 			c *= -1
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| 		}
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| 		t.Data[(i+1)*t.Stride+i] = c
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| 		i += 2
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| 	}
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| 	return t
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| }
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| 
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| // nanTriangular allocates a new r×c triangular matrix filled with NaN values.
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| func nanTriangular(uplo blas.Uplo, n, stride int) blas64.Triangular {
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| 	if n < 0 {
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| 		panic("bad matrix size")
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| 	}
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| 	if n == 0 {
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| 		return blas64.Triangular{
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| 			Stride: max(1, stride),
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| 			Uplo:   uplo,
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| 			Diag:   blas.NonUnit,
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| 		}
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| 	}
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| 	if stride < n {
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| 		panic("bad stride")
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| 	}
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| 	return blas64.Triangular{
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| 		N:      n,
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| 		Stride: stride,
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| 		Data:   nanSlice((n-1)*stride + n),
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| 		Uplo:   uplo,
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| 		Diag:   blas.NonUnit,
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| 	}
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| }
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| 
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| // randomTriangular allocates a new r×c triangular matrix filled with random
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| // numbers. Out-of-triangle elements are filled with NaN values.
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| func randomTriangular(uplo blas.Uplo, n, stride int, rnd *rand.Rand) blas64.Triangular {
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| 	ans := nanTriangular(uplo, n, stride)
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| 	if uplo == blas.Upper {
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| 		for i := 0; i < n; i++ {
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| 			for j := i; j < n; j++ {
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| 				ans.Data[i*ans.Stride+j] = rnd.NormFloat64()
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| 			}
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| 		}
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| 		return ans
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| 	}
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| 	for i := 0; i < n; i++ {
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| 		for j := 0; j <= i; j++ {
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| 			ans.Data[i*ans.Stride+j] = rnd.NormFloat64()
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| 		}
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| 	}
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| 	return ans
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| }
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| 
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| // generalOutsideAllNaN returns whether all out-of-range elements have NaN
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| // values.
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| func generalOutsideAllNaN(a blas64.General) bool {
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| 	// Check after last column.
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| 	for i := 0; i < a.Rows-1; i++ {
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| 		for _, v := range a.Data[i*a.Stride+a.Cols : i*a.Stride+a.Stride] {
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| 			if !math.IsNaN(v) {
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| 				return false
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| 			}
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| 		}
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| 	}
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| 	// Check after last element.
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| 	last := (a.Rows-1)*a.Stride + a.Cols
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| 	if a.Rows == 0 || a.Cols == 0 {
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| 		last = 0
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| 	}
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| 	for _, v := range a.Data[last:] {
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| 		if !math.IsNaN(v) {
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| 			return false
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| 		}
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| 	}
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| 	return true
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| }
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| 
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| // triangularOutsideAllNaN returns whether all out-of-triangle elements have NaN
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| // values.
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| func triangularOutsideAllNaN(a blas64.Triangular) bool {
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| 	if a.Uplo == blas.Upper {
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| 		// Check below diagonal.
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| 		for i := 0; i < a.N; i++ {
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| 			for _, v := range a.Data[i*a.Stride : i*a.Stride+i] {
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| 				if !math.IsNaN(v) {
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| 					return false
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| 				}
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| 			}
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| 		}
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| 		// Check after last column.
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| 		for i := 0; i < a.N-1; i++ {
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| 			for _, v := range a.Data[i*a.Stride+a.N : i*a.Stride+a.Stride] {
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| 				if !math.IsNaN(v) {
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| 					return false
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| 				}
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| 			}
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| 		}
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| 	} else {
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| 		// Check above diagonal.
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| 		for i := 0; i < a.N-1; i++ {
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| 			for _, v := range a.Data[i*a.Stride+i+1 : i*a.Stride+a.Stride] {
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| 				if !math.IsNaN(v) {
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| 					return false
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| 				}
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| 			}
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| 		}
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| 	}
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| 	// Check after last element.
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| 	for _, v := range a.Data[max(0, a.N-1)*a.Stride+a.N:] {
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| 		if !math.IsNaN(v) {
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| 			return false
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| 		}
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| 	}
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| 	return true
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| }
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| 
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| // transposeGeneral returns a new general matrix that is the transpose of the
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| // input. Nothing is done with data outside the {rows, cols} limit of the general.
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| func transposeGeneral(a blas64.General) blas64.General {
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| 	ans := blas64.General{
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| 		Rows:   a.Cols,
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| 		Cols:   a.Rows,
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| 		Stride: a.Rows,
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| 		Data:   make([]float64, a.Cols*a.Rows),
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| 	}
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| 	for i := 0; i < a.Rows; i++ {
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| 		for j := 0; j < a.Cols; j++ {
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| 			ans.Data[j*ans.Stride+i] = a.Data[i*a.Stride+j]
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| 		}
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| 	}
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| 	return ans
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| }
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| 
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| // extractVMat collects the single reflectors from a into a matrix.
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| func extractVMat(m, n int, a []float64, lda int, direct lapack.Direct, store lapack.StoreV) blas64.General {
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| 	k := min(m, n)
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| 	switch {
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| 	default:
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| 		panic("not implemented")
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| 	case direct == lapack.Forward && store == lapack.ColumnWise:
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| 		v := blas64.General{
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| 			Rows:   m,
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| 			Cols:   k,
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| 			Stride: k,
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| 			Data:   make([]float64, m*k),
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| 		}
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| 		for i := 0; i < k; i++ {
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| 			for j := 0; j < i; j++ {
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| 				v.Data[j*v.Stride+i] = 0
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| 			}
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| 			v.Data[i*v.Stride+i] = 1
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| 			for j := i + 1; j < m; j++ {
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| 				v.Data[j*v.Stride+i] = a[j*lda+i]
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| 			}
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| 		}
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| 		return v
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| 	case direct == lapack.Forward && store == lapack.RowWise:
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| 		v := blas64.General{
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| 			Rows:   k,
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| 			Cols:   n,
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| 			Stride: n,
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| 			Data:   make([]float64, k*n),
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| 		}
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| 		for i := 0; i < k; i++ {
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| 			for j := 0; j < i; j++ {
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| 				v.Data[i*v.Stride+j] = 0
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| 			}
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| 			v.Data[i*v.Stride+i] = 1
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| 			for j := i + 1; j < n; j++ {
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| 				v.Data[i*v.Stride+j] = a[i*lda+j]
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| 			}
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| 		}
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| 		return v
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| 	}
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| }
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| 
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| // constructBidiagonal constructs a bidiagonal matrix with the given diagonal
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| // and off-diagonal elements.
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| func constructBidiagonal(uplo blas.Uplo, n int, d, e []float64) blas64.General {
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| 	bMat := blas64.General{
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| 		Rows:   n,
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| 		Cols:   n,
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| 		Stride: n,
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| 		Data:   make([]float64, n*n),
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| 	}
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| 
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| 	for i := 0; i < n-1; i++ {
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| 		bMat.Data[i*bMat.Stride+i] = d[i]
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| 		if uplo == blas.Upper {
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| 			bMat.Data[i*bMat.Stride+i+1] = e[i]
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| 		} else {
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| 			bMat.Data[(i+1)*bMat.Stride+i] = e[i]
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| 		}
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| 	}
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| 	bMat.Data[(n-1)*bMat.Stride+n-1] = d[n-1]
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| 	return bMat
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| }
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| 
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| // constructVMat transforms the v matrix based on the storage.
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| func constructVMat(vMat blas64.General, store lapack.StoreV, direct lapack.Direct) blas64.General {
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| 	m := vMat.Rows
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| 	k := vMat.Cols
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| 	switch {
 | ||
| 	default:
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| 		panic("not implemented")
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| 	case store == lapack.ColumnWise && direct == lapack.Forward:
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| 		ldv := k
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| 		v := make([]float64, m*k)
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| 		for i := 0; i < m; i++ {
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| 			for j := 0; j < k; j++ {
 | ||
| 				if j > i {
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| 					v[i*ldv+j] = 0
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| 				} else if j == i {
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| 					v[i*ldv+i] = 1
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| 				} else {
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| 					v[i*ldv+j] = vMat.Data[i*vMat.Stride+j]
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| 				}
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| 			}
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| 		}
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| 		return blas64.General{
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| 			Rows:   m,
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| 			Cols:   k,
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| 			Stride: k,
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| 			Data:   v,
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| 		}
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| 	case store == lapack.RowWise && direct == lapack.Forward:
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| 		ldv := m
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| 		v := make([]float64, m*k)
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| 		for i := 0; i < m; i++ {
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| 			for j := 0; j < k; j++ {
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| 				if j > i {
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| 					v[j*ldv+i] = 0
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| 				} else if j == i {
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| 					v[j*ldv+i] = 1
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| 				} else {
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| 					v[j*ldv+i] = vMat.Data[i*vMat.Stride+j]
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| 				}
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| 			}
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| 		}
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| 		return blas64.General{
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| 			Rows:   k,
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| 			Cols:   m,
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| 			Stride: m,
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| 			Data:   v,
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| 		}
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| 	case store == lapack.ColumnWise && direct == lapack.Backward:
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| 		rowsv := m
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| 		ldv := k
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| 		v := make([]float64, m*k)
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| 		for i := 0; i < m; i++ {
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| 			for j := 0; j < k; j++ {
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| 				vrow := rowsv - i - 1
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| 				vcol := k - j - 1
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| 				if j > i {
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| 					v[vrow*ldv+vcol] = 0
 | ||
| 				} else if j == i {
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| 					v[vrow*ldv+vcol] = 1
 | ||
| 				} else {
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| 					v[vrow*ldv+vcol] = vMat.Data[i*vMat.Stride+j]
 | ||
| 				}
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| 			}
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| 		}
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| 		return blas64.General{
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| 			Rows:   rowsv,
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| 			Cols:   ldv,
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| 			Stride: ldv,
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| 			Data:   v,
 | ||
| 		}
 | ||
| 	case store == lapack.RowWise && direct == lapack.Backward:
 | ||
| 		rowsv := k
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| 		ldv := m
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| 		v := make([]float64, m*k)
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| 		for i := 0; i < m; i++ {
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| 			for j := 0; j < k; j++ {
 | ||
| 				vcol := ldv - i - 1
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| 				vrow := k - j - 1
 | ||
| 				if j > i {
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| 					v[vrow*ldv+vcol] = 0
 | ||
| 				} else if j == i {
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| 					v[vrow*ldv+vcol] = 1
 | ||
| 				} else {
 | ||
| 					v[vrow*ldv+vcol] = vMat.Data[i*vMat.Stride+j]
 | ||
| 				}
 | ||
| 			}
 | ||
| 		}
 | ||
| 		return blas64.General{
 | ||
| 			Rows:   rowsv,
 | ||
| 			Cols:   ldv,
 | ||
| 			Stride: ldv,
 | ||
| 			Data:   v,
 | ||
| 		}
 | ||
| 	}
 | ||
| }
 | ||
| 
 | ||
| func constructH(tau []float64, v blas64.General, store lapack.StoreV, direct lapack.Direct) blas64.General {
 | ||
| 	m := v.Rows
 | ||
| 	k := v.Cols
 | ||
| 	if store == lapack.RowWise {
 | ||
| 		m, k = k, m
 | ||
| 	}
 | ||
| 	h := blas64.General{
 | ||
| 		Rows:   m,
 | ||
| 		Cols:   m,
 | ||
| 		Stride: m,
 | ||
| 		Data:   make([]float64, m*m),
 | ||
| 	}
 | ||
| 	for i := 0; i < m; i++ {
 | ||
| 		h.Data[i*m+i] = 1
 | ||
| 	}
 | ||
| 	for i := 0; i < k; i++ {
 | ||
| 		vecData := make([]float64, m)
 | ||
| 		if store == lapack.ColumnWise {
 | ||
| 			for j := 0; j < m; j++ {
 | ||
| 				vecData[j] = v.Data[j*v.Cols+i]
 | ||
| 			}
 | ||
| 		} else {
 | ||
| 			for j := 0; j < m; j++ {
 | ||
| 				vecData[j] = v.Data[i*v.Cols+j]
 | ||
| 			}
 | ||
| 		}
 | ||
| 		vec := blas64.Vector{
 | ||
| 			Inc:  1,
 | ||
| 			Data: vecData,
 | ||
| 		}
 | ||
| 
 | ||
| 		hi := blas64.General{
 | ||
| 			Rows:   m,
 | ||
| 			Cols:   m,
 | ||
| 			Stride: m,
 | ||
| 			Data:   make([]float64, m*m),
 | ||
| 		}
 | ||
| 		for i := 0; i < m; i++ {
 | ||
| 			hi.Data[i*m+i] = 1
 | ||
| 		}
 | ||
| 		// hi = I - tau * v * v^T
 | ||
| 		blas64.Ger(-tau[i], vec, vec, hi)
 | ||
| 
 | ||
| 		hcopy := blas64.General{
 | ||
| 			Rows:   m,
 | ||
| 			Cols:   m,
 | ||
| 			Stride: m,
 | ||
| 			Data:   make([]float64, m*m),
 | ||
| 		}
 | ||
| 		copy(hcopy.Data, h.Data)
 | ||
| 		if direct == lapack.Forward {
 | ||
| 			// H = H * H_I in forward mode
 | ||
| 			blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, hcopy, hi, 0, h)
 | ||
| 		} else {
 | ||
| 			// H = H_I * H in backward mode
 | ||
| 			blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, hi, hcopy, 0, h)
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return h
 | ||
| }
 | ||
| 
 | ||
| // constructQ constructs the Q matrix from the result of dgeqrf and dgeqr2.
 | ||
| func constructQ(kind string, m, n int, a []float64, lda int, tau []float64) blas64.General {
 | ||
| 	k := min(m, n)
 | ||
| 	return constructQK(kind, m, n, k, a, lda, tau)
 | ||
| }
 | ||
| 
 | ||
| // constructQK constructs the Q matrix from the result of dgeqrf and dgeqr2 using
 | ||
| // the first k reflectors.
 | ||
| func constructQK(kind string, m, n, k int, a []float64, lda int, tau []float64) blas64.General {
 | ||
| 	var sz int
 | ||
| 	switch kind {
 | ||
| 	case "QR":
 | ||
| 		sz = m
 | ||
| 	case "LQ":
 | ||
| 		sz = n
 | ||
| 	}
 | ||
| 
 | ||
| 	q := blas64.General{
 | ||
| 		Rows:   sz,
 | ||
| 		Cols:   sz,
 | ||
| 		Stride: sz,
 | ||
| 		Data:   make([]float64, sz*sz),
 | ||
| 	}
 | ||
| 	for i := 0; i < sz; i++ {
 | ||
| 		q.Data[i*sz+i] = 1
 | ||
| 	}
 | ||
| 	qCopy := blas64.General{
 | ||
| 		Rows:   q.Rows,
 | ||
| 		Cols:   q.Cols,
 | ||
| 		Stride: q.Stride,
 | ||
| 		Data:   make([]float64, len(q.Data)),
 | ||
| 	}
 | ||
| 	for i := 0; i < k; i++ {
 | ||
| 		h := blas64.General{
 | ||
| 			Rows:   sz,
 | ||
| 			Cols:   sz,
 | ||
| 			Stride: sz,
 | ||
| 			Data:   make([]float64, sz*sz),
 | ||
| 		}
 | ||
| 		for j := 0; j < sz; j++ {
 | ||
| 			h.Data[j*sz+j] = 1
 | ||
| 		}
 | ||
| 		vVec := blas64.Vector{
 | ||
| 			Inc:  1,
 | ||
| 			Data: make([]float64, sz),
 | ||
| 		}
 | ||
| 		for j := 0; j < i; j++ {
 | ||
| 			vVec.Data[j] = 0
 | ||
| 		}
 | ||
| 		vVec.Data[i] = 1
 | ||
| 		switch kind {
 | ||
| 		case "QR":
 | ||
| 			for j := i + 1; j < sz; j++ {
 | ||
| 				vVec.Data[j] = a[lda*j+i]
 | ||
| 			}
 | ||
| 		case "LQ":
 | ||
| 			for j := i + 1; j < sz; j++ {
 | ||
| 				vVec.Data[j] = a[i*lda+j]
 | ||
| 			}
 | ||
| 		}
 | ||
| 		blas64.Ger(-tau[i], vVec, vVec, h)
 | ||
| 		copy(qCopy.Data, q.Data)
 | ||
| 		// Mulitply q by the new h
 | ||
| 		switch kind {
 | ||
| 		case "QR":
 | ||
| 			blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, qCopy, h, 0, q)
 | ||
| 		case "LQ":
 | ||
| 			blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, h, qCopy, 0, q)
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return q
 | ||
| }
 | ||
| 
 | ||
| // checkBidiagonal checks the bidiagonal decomposition from dlabrd and dgebd2.
 | ||
| // The input to this function is the answer returned from the routines, stored
 | ||
| // in a, d, e, tauP, and tauQ. The data of original A matrix (before
 | ||
| // decomposition) is input in aCopy.
 | ||
| //
 | ||
| // checkBidiagonal constructs the V and U matrices, and from them constructs Q
 | ||
| // and P. Using these constructions, it checks that Q^T * A * P and checks that
 | ||
| // the result is bidiagonal.
 | ||
| func checkBidiagonal(t *testing.T, m, n, nb int, a []float64, lda int, d, e, tauP, tauQ, aCopy []float64) {
 | ||
| 	// Check the answer.
 | ||
| 	// Construct V and U.
 | ||
| 	qMat := constructQPBidiagonal(lapack.ApplyQ, m, n, nb, a, lda, tauQ)
 | ||
| 	pMat := constructQPBidiagonal(lapack.ApplyP, m, n, nb, a, lda, tauP)
 | ||
| 
 | ||
| 	// Compute Q^T * A * P
 | ||
| 	aMat := blas64.General{
 | ||
| 		Rows:   m,
 | ||
| 		Cols:   n,
 | ||
| 		Stride: lda,
 | ||
| 		Data:   make([]float64, len(aCopy)),
 | ||
| 	}
 | ||
| 	copy(aMat.Data, aCopy)
 | ||
| 
 | ||
| 	tmp1 := blas64.General{
 | ||
| 		Rows:   m,
 | ||
| 		Cols:   n,
 | ||
| 		Stride: n,
 | ||
| 		Data:   make([]float64, m*n),
 | ||
| 	}
 | ||
| 	blas64.Gemm(blas.Trans, blas.NoTrans, 1, qMat, aMat, 0, tmp1)
 | ||
| 	tmp2 := blas64.General{
 | ||
| 		Rows:   m,
 | ||
| 		Cols:   n,
 | ||
| 		Stride: n,
 | ||
| 		Data:   make([]float64, m*n),
 | ||
| 	}
 | ||
| 	blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, tmp1, pMat, 0, tmp2)
 | ||
| 
 | ||
| 	// Check that the first nb rows and cols of tm2 are upper bidiagonal
 | ||
| 	// if m >= n, and lower bidiagonal otherwise.
 | ||
| 	correctDiag := true
 | ||
| 	matchD := true
 | ||
| 	matchE := true
 | ||
| 	for i := 0; i < m; i++ {
 | ||
| 		for j := 0; j < n; j++ {
 | ||
| 			if i >= nb && j >= nb {
 | ||
| 				continue
 | ||
| 			}
 | ||
| 			v := tmp2.Data[i*tmp2.Stride+j]
 | ||
| 			if i == j {
 | ||
| 				if math.Abs(d[i]-v) > 1e-12 {
 | ||
| 					matchD = false
 | ||
| 				}
 | ||
| 				continue
 | ||
| 			}
 | ||
| 			if m >= n && i == j-1 {
 | ||
| 				if math.Abs(e[j-1]-v) > 1e-12 {
 | ||
| 					matchE = false
 | ||
| 				}
 | ||
| 				continue
 | ||
| 			}
 | ||
| 			if m < n && i-1 == j {
 | ||
| 				if math.Abs(e[i-1]-v) > 1e-12 {
 | ||
| 					matchE = false
 | ||
| 				}
 | ||
| 				continue
 | ||
| 			}
 | ||
| 			if math.Abs(v) > 1e-12 {
 | ||
| 				correctDiag = false
 | ||
| 			}
 | ||
| 		}
 | ||
| 	}
 | ||
| 	if !correctDiag {
 | ||
| 		t.Errorf("Updated A not bi-diagonal")
 | ||
| 	}
 | ||
| 	if !matchD {
 | ||
| 		fmt.Println("d = ", d)
 | ||
| 		t.Errorf("D Mismatch")
 | ||
| 	}
 | ||
| 	if !matchE {
 | ||
| 		t.Errorf("E mismatch")
 | ||
| 	}
 | ||
| }
 | ||
| 
 | ||
| // constructQPBidiagonal constructs Q or P from the Bidiagonal decomposition
 | ||
| // computed by dlabrd and bgebd2.
 | ||
| func constructQPBidiagonal(vect lapack.DecompUpdate, m, n, nb int, a []float64, lda int, tau []float64) blas64.General {
 | ||
| 	sz := n
 | ||
| 	if vect == lapack.ApplyQ {
 | ||
| 		sz = m
 | ||
| 	}
 | ||
| 
 | ||
| 	var ldv int
 | ||
| 	var v blas64.General
 | ||
| 	if vect == lapack.ApplyQ {
 | ||
| 		ldv = nb
 | ||
| 		v = blas64.General{
 | ||
| 			Rows:   m,
 | ||
| 			Cols:   nb,
 | ||
| 			Stride: ldv,
 | ||
| 			Data:   make([]float64, m*ldv),
 | ||
| 		}
 | ||
| 	} else {
 | ||
| 		ldv = n
 | ||
| 		v = blas64.General{
 | ||
| 			Rows:   nb,
 | ||
| 			Cols:   n,
 | ||
| 			Stride: ldv,
 | ||
| 			Data:   make([]float64, m*ldv),
 | ||
| 		}
 | ||
| 	}
 | ||
| 
 | ||
| 	if vect == lapack.ApplyQ {
 | ||
| 		if m >= n {
 | ||
| 			for i := 0; i < m; i++ {
 | ||
| 				for j := 0; j <= min(nb-1, i); j++ {
 | ||
| 					if i == j {
 | ||
| 						v.Data[i*ldv+j] = 1
 | ||
| 						continue
 | ||
| 					}
 | ||
| 					v.Data[i*ldv+j] = a[i*lda+j]
 | ||
| 				}
 | ||
| 			}
 | ||
| 		} else {
 | ||
| 			for i := 1; i < m; i++ {
 | ||
| 				for j := 0; j <= min(nb-1, i-1); j++ {
 | ||
| 					if i-1 == j {
 | ||
| 						v.Data[i*ldv+j] = 1
 | ||
| 						continue
 | ||
| 					}
 | ||
| 					v.Data[i*ldv+j] = a[i*lda+j]
 | ||
| 				}
 | ||
| 			}
 | ||
| 		}
 | ||
| 	} else {
 | ||
| 		if m < n {
 | ||
| 			for i := 0; i < nb; i++ {
 | ||
| 				for j := i; j < n; j++ {
 | ||
| 					if i == j {
 | ||
| 						v.Data[i*ldv+j] = 1
 | ||
| 						continue
 | ||
| 					}
 | ||
| 					v.Data[i*ldv+j] = a[i*lda+j]
 | ||
| 				}
 | ||
| 			}
 | ||
| 		} else {
 | ||
| 			for i := 0; i < nb; i++ {
 | ||
| 				for j := i + 1; j < n; j++ {
 | ||
| 					if j-1 == i {
 | ||
| 						v.Data[i*ldv+j] = 1
 | ||
| 						continue
 | ||
| 					}
 | ||
| 					v.Data[i*ldv+j] = a[i*lda+j]
 | ||
| 				}
 | ||
| 			}
 | ||
| 		}
 | ||
| 	}
 | ||
| 
 | ||
| 	// The variable name is a computation of Q, but the algorithm is mostly the
 | ||
| 	// same for computing P (just with different data).
 | ||
| 	qMat := blas64.General{
 | ||
| 		Rows:   sz,
 | ||
| 		Cols:   sz,
 | ||
| 		Stride: sz,
 | ||
| 		Data:   make([]float64, sz*sz),
 | ||
| 	}
 | ||
| 	hMat := blas64.General{
 | ||
| 		Rows:   sz,
 | ||
| 		Cols:   sz,
 | ||
| 		Stride: sz,
 | ||
| 		Data:   make([]float64, sz*sz),
 | ||
| 	}
 | ||
| 	// set Q to I
 | ||
| 	for i := 0; i < sz; i++ {
 | ||
| 		qMat.Data[i*qMat.Stride+i] = 1
 | ||
| 	}
 | ||
| 	for i := 0; i < nb; i++ {
 | ||
| 		qCopy := blas64.General{Rows: qMat.Rows, Cols: qMat.Cols, Stride: qMat.Stride, Data: make([]float64, len(qMat.Data))}
 | ||
| 		copy(qCopy.Data, qMat.Data)
 | ||
| 
 | ||
| 		// Set g and h to I
 | ||
| 		for i := 0; i < sz; i++ {
 | ||
| 			for j := 0; j < sz; j++ {
 | ||
| 				if i == j {
 | ||
| 					hMat.Data[i*sz+j] = 1
 | ||
| 				} else {
 | ||
| 					hMat.Data[i*sz+j] = 0
 | ||
| 				}
 | ||
| 			}
 | ||
| 		}
 | ||
| 		var vi blas64.Vector
 | ||
| 		// H -= tauQ[i] * v[i] * v[i]^t
 | ||
| 		if vect == lapack.ApplyQ {
 | ||
| 			vi = blas64.Vector{
 | ||
| 				Inc:  v.Stride,
 | ||
| 				Data: v.Data[i:],
 | ||
| 			}
 | ||
| 		} else {
 | ||
| 			vi = blas64.Vector{
 | ||
| 				Inc:  1,
 | ||
| 				Data: v.Data[i*v.Stride:],
 | ||
| 			}
 | ||
| 		}
 | ||
| 		blas64.Ger(-tau[i], vi, vi, hMat)
 | ||
| 		// Q = Q * G[1]
 | ||
| 		blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, qCopy, hMat, 0, qMat)
 | ||
| 	}
 | ||
| 	return qMat
 | ||
| }
 | ||
| 
 | ||
| // printRowise prints the matrix with one row per line. This is useful for debugging.
 | ||
| // If beyond is true, it prints beyond the final column to lda. If false, only
 | ||
| // the columns are printed.
 | ||
| func printRowise(a []float64, m, n, lda int, beyond bool) {
 | ||
| 	for i := 0; i < m; i++ {
 | ||
| 		end := n
 | ||
| 		if beyond {
 | ||
| 			end = lda
 | ||
| 		}
 | ||
| 		fmt.Println(a[i*lda : i*lda+end])
 | ||
| 	}
 | ||
| }
 | ||
| 
 | ||
| // isOrthonormal checks that a general matrix is orthonormal.
 | ||
| func isOrthonormal(q blas64.General) bool {
 | ||
| 	n := q.Rows
 | ||
| 	for i := 0; i < n; i++ {
 | ||
| 		for j := i; j < n; j++ {
 | ||
| 			dot := blas64.Dot(n,
 | ||
| 				blas64.Vector{Inc: 1, Data: q.Data[i*q.Stride:]},
 | ||
| 				blas64.Vector{Inc: 1, Data: q.Data[j*q.Stride:]},
 | ||
| 			)
 | ||
| 			if i == j {
 | ||
| 				if math.Abs(dot-1) > 1e-10 {
 | ||
| 					return false
 | ||
| 				}
 | ||
| 			} else {
 | ||
| 				if math.Abs(dot) > 1e-10 {
 | ||
| 					return false
 | ||
| 				}
 | ||
| 			}
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return true
 | ||
| }
 | ||
| 
 | ||
| // copyMatrix copies an m×n matrix src of stride n into an m×n matrix dst of stride ld.
 | ||
| func copyMatrix(m, n int, dst []float64, ld int, src []float64) {
 | ||
| 	for i := 0; i < m; i++ {
 | ||
| 		copy(dst[i*ld:i*ld+n], src[i*n:i*n+n])
 | ||
| 	}
 | ||
| }
 | ||
| 
 | ||
| // cloneGeneral allocates and returns an exact copy of the given general matrix.
 | ||
| func cloneGeneral(a blas64.General) blas64.General {
 | ||
| 	c := a
 | ||
| 	c.Data = make([]float64, len(a.Data))
 | ||
| 	copy(c.Data, a.Data)
 | ||
| 	return c
 | ||
| }
 | ||
| 
 | ||
| // equalApprox returns whether the matrices A and B of order n are approximately
 | ||
| // equal within given tolerance.
 | ||
| func equalApprox(m, n int, a []float64, lda int, b []float64, tol float64) bool {
 | ||
| 	for i := 0; i < m; i++ {
 | ||
| 		for j := 0; j < n; j++ {
 | ||
| 			if math.Abs(a[i*lda+j]-b[i*n+j]) > tol {
 | ||
| 				return false
 | ||
| 			}
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return true
 | ||
| }
 | ||
| 
 | ||
| // equalApproxGeneral returns whether the general matrices a and b are
 | ||
| // approximately equal within given tolerance.
 | ||
| func equalApproxGeneral(a, b blas64.General, tol float64) bool {
 | ||
| 	if a.Rows != b.Rows || a.Cols != b.Cols {
 | ||
| 		panic("bad input")
 | ||
| 	}
 | ||
| 	for i := 0; i < a.Rows; i++ {
 | ||
| 		for j := 0; j < a.Cols; j++ {
 | ||
| 			diff := a.Data[i*a.Stride+j] - b.Data[i*b.Stride+j]
 | ||
| 			if math.Abs(diff) > tol {
 | ||
| 				return false
 | ||
| 			}
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return true
 | ||
| }
 | ||
| 
 | ||
| // equalApproxTriangular returns whether the triangular matrices A and B of
 | ||
| // order n are approximately equal within given tolerance.
 | ||
| func equalApproxTriangular(upper bool, n int, a []float64, lda int, b []float64, tol float64) bool {
 | ||
| 	if upper {
 | ||
| 		for i := 0; i < n; i++ {
 | ||
| 			for j := i; j < n; j++ {
 | ||
| 				if math.Abs(a[i*lda+j]-b[i*n+j]) > tol {
 | ||
| 					return false
 | ||
| 				}
 | ||
| 			}
 | ||
| 		}
 | ||
| 		return true
 | ||
| 	}
 | ||
| 	for i := 0; i < n; i++ {
 | ||
| 		for j := 0; j <= i; j++ {
 | ||
| 			if math.Abs(a[i*lda+j]-b[i*n+j]) > tol {
 | ||
| 				return false
 | ||
| 			}
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return true
 | ||
| }
 | ||
| 
 | ||
| // eye returns an identity matrix of given order and stride.
 | ||
| func eye(n, stride int) blas64.General {
 | ||
| 	ans := nanGeneral(n, n, stride)
 | ||
| 	for i := 0; i < n; i++ {
 | ||
| 		for j := 0; j < n; j++ {
 | ||
| 			ans.Data[i*ans.Stride+j] = 0
 | ||
| 		}
 | ||
| 		ans.Data[i*ans.Stride+i] = 1
 | ||
| 	}
 | ||
| 	return ans
 | ||
| }
 | ||
| 
 | ||
| // extract2x2Block returns the elements of T at [0,0], [0,1], [1,0], and [1,1].
 | ||
| func extract2x2Block(t []float64, ldt int) (a, b, c, d float64) {
 | ||
| 	return t[0], t[1], t[ldt], t[ldt+1]
 | ||
| }
 | ||
| 
 | ||
| // isSchurCanonical returns whether the 2×2 matrix [a b; c d] is in Schur
 | ||
| // canonical form.
 | ||
| func isSchurCanonical(a, b, c, d float64) bool {
 | ||
| 	return c == 0 || (a == d && math.Signbit(b) != math.Signbit(c))
 | ||
| }
 | ||
| 
 | ||
| // isSchurCanonicalGeneral returns whether T is block upper triangular with 1×1
 | ||
| // and 2×2 diagonal blocks, each 2×2 block in Schur canonical form. The function
 | ||
| // checks only along the diagonal and the first subdiagonal, otherwise the lower
 | ||
| // triangle is not accessed.
 | ||
| func isSchurCanonicalGeneral(t blas64.General) bool {
 | ||
| 	if t.Rows != t.Cols {
 | ||
| 		panic("invalid matrix")
 | ||
| 	}
 | ||
| 	for i := 0; i < t.Rows-1; {
 | ||
| 		if t.Data[(i+1)*t.Stride+i] == 0 {
 | ||
| 			// 1×1 block.
 | ||
| 			i++
 | ||
| 			continue
 | ||
| 		}
 | ||
| 		// 2×2 block.
 | ||
| 		a, b, c, d := extract2x2Block(t.Data[i*t.Stride+i:], t.Stride)
 | ||
| 		if !isSchurCanonical(a, b, c, d) {
 | ||
| 			return false
 | ||
| 		}
 | ||
| 		i += 2
 | ||
| 	}
 | ||
| 	return true
 | ||
| }
 | ||
| 
 | ||
| // schurBlockEigenvalues returns the two eigenvalues of the 2×2 matrix [a b; c d]
 | ||
| // that must be in Schur canonical form.
 | ||
| func schurBlockEigenvalues(a, b, c, d float64) (ev1, ev2 complex128) {
 | ||
| 	if !isSchurCanonical(a, b, c, d) {
 | ||
| 		panic("block not in Schur canonical form")
 | ||
| 	}
 | ||
| 	if c == 0 {
 | ||
| 		return complex(a, 0), complex(d, 0)
 | ||
| 	}
 | ||
| 	im := math.Sqrt(-b * c)
 | ||
| 	return complex(a, im), complex(a, -im)
 | ||
| }
 | ||
| 
 | ||
| // schurBlockSize returns the size of the diagonal block at i-th row in the
 | ||
| // upper quasi-triangular matrix t in Schur canonical form, and whether i points
 | ||
| // to the first row of the block. For zero-sized matrices the function returns 0
 | ||
| // and true.
 | ||
| func schurBlockSize(t blas64.General, i int) (size int, first bool) {
 | ||
| 	if t.Rows != t.Cols {
 | ||
| 		panic("matrix not square")
 | ||
| 	}
 | ||
| 	if t.Rows == 0 {
 | ||
| 		return 0, true
 | ||
| 	}
 | ||
| 	if i < 0 || t.Rows <= i {
 | ||
| 		panic("index out of range")
 | ||
| 	}
 | ||
| 
 | ||
| 	first = true
 | ||
| 	if i > 0 && t.Data[i*t.Stride+i-1] != 0 {
 | ||
| 		// There is a non-zero element to the left, therefore i must
 | ||
| 		// point to the second row in a 2×2 diagonal block.
 | ||
| 		first = false
 | ||
| 		i--
 | ||
| 	}
 | ||
| 	size = 1
 | ||
| 	if i+1 < t.Rows && t.Data[(i+1)*t.Stride+i] != 0 {
 | ||
| 		// There is a non-zero element below, this must be a 2×2
 | ||
| 		// diagonal block.
 | ||
| 		size = 2
 | ||
| 	}
 | ||
| 	return size, first
 | ||
| }
 | ||
| 
 | ||
| // containsComplex returns whether z is approximately equal to one of the complex
 | ||
| // numbers in v.
 | ||
| func containsComplex(v []complex128, z complex128, tol float64) bool {
 | ||
| 	for i := range v {
 | ||
| 		if cmplx.Abs(v[i]-z) < tol {
 | ||
| 			return true
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return false
 | ||
| }
 | ||
| 
 | ||
| func isAllNaN(x []float64) bool {
 | ||
| 	for _, v := range x {
 | ||
| 		if !math.IsNaN(v) {
 | ||
| 			return false
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return true
 | ||
| }
 | ||
| 
 | ||
| func isAnyNaN(x []float64) bool {
 | ||
| 	for _, v := range x {
 | ||
| 		if math.IsNaN(v) {
 | ||
| 			return true
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return false
 | ||
| }
 | ||
| 
 | ||
| func isHessenberg(h blas64.General) bool {
 | ||
| 	if h.Rows != h.Cols {
 | ||
| 		panic("matrix not square")
 | ||
| 	}
 | ||
| 	n := h.Rows
 | ||
| 	for i := 0; i < n; i++ {
 | ||
| 		for j := 0; j < n; j++ {
 | ||
| 			if i > j+1 && h.Data[i*h.Stride+j] != 0 {
 | ||
| 				return false
 | ||
| 			}
 | ||
| 		}
 | ||
| 	}
 | ||
| 	return true
 | ||
| }
 | 
