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92 lines
2.3 KiB
Go
92 lines
2.3 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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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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"gonum.org/v1/gonum/blas/blas64"
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"gonum.org/v1/gonum/lapack"
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)
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type Dgerqfer interface {
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Dgerqf(m, n int, a []float64, lda int, tau, work []float64, lwork int)
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}
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func DgerqfTest(t *testing.T, impl Dgerqfer) {
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rnd := rand.New(rand.NewSource(1))
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for _, m := range []int{0, 1, 2, 3, 4, 5, 6, 12, 129, 160} {
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for _, n := range []int{0, 1, 2, 3, 4, 5, 6, 12, 129, 160} {
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for _, lda := range []int{max(1, n), n + 4} {
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dgerqfTest(t, impl, rnd, m, n, lda)
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}
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}
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}
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}
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func dgerqfTest(t *testing.T, impl Dgerqfer, rnd *rand.Rand, m, n, lda int) {
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const tol = 1e-14
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a := randomGeneral(m, n, lda, rnd)
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aCopy := cloneGeneral(a)
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k := min(m, n)
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tau := make([]float64, k)
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for i := range tau {
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tau[i] = rnd.Float64()
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}
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work := []float64{0}
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impl.Dgerqf(m, n, a.Data, a.Stride, tau, work, -1)
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lwkopt := int(work[0])
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for _, wk := range []struct {
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name string
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length int
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}{
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{name: "short", length: m},
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{name: "medium", length: lwkopt - 1},
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{name: "long", length: lwkopt},
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} {
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name := fmt.Sprintf("m=%d,n=%d,lda=%d,work=%v", m, n, lda, wk.name)
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lwork := max(max(1, m), wk.length)
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work = make([]float64, lwork)
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for i := range work {
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work[i] = rnd.Float64()
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}
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copyGeneral(a, aCopy)
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impl.Dgerqf(m, n, a.Data, a.Stride, tau, work, lwork)
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// Test that the RQ factorization has completed successfully. Compute
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// Q based on the vectors.
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q := constructQ("RQ", m, n, a.Data, a.Stride, tau)
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// Check that Q is orthogonal.
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if resid := residualOrthogonal(q, false); resid > tol*float64(m) {
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t.Errorf("Case %v: Q not orthogonal; resid=%v, want<=%v", name, resid, tol*float64(m))
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}
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// Check that A = R * Q
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r := zeros(m, n, n)
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for i := 0; i < m; i++ {
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off := m - n
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for j := max(0, i-off); j < n; j++ {
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r.Data[i*r.Stride+j] = a.Data[i*a.Stride+j]
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}
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}
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qra := cloneGeneral(aCopy)
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blas64.Gemm(blas.NoTrans, blas.NoTrans, 1, r, q, -1, qra)
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resid := dlange(lapack.MaxColumnSum, qra.Rows, qra.Cols, qra.Data, qra.Stride)
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if resid > tol*float64(m) {
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t.Errorf("Case %v: |R*Q - A|=%v, want<=%v", name, resid, tol*float64(m))
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}
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}
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}
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