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94 lines
2.5 KiB
Go
94 lines
2.5 KiB
Go
// Copyright ©2018 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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)
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type Dpotrser interface {
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Dpotrs(uplo blas.Uplo, n, nrhs int, a []float64, lda int, b []float64, ldb int)
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Dpotrf(uplo blas.Uplo, n int, a []float64, lda int) bool
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}
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func DpotrsTest(t *testing.T, impl Dpotrser) {
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const tol = 1e-14
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rnd := rand.New(rand.NewSource(1))
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bi := blas64.Implementation()
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for _, uplo := range []blas.Uplo{blas.Upper, blas.Lower} {
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for _, n := range []int{1, 2, 5} {
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for _, nrhs := range []int{1, 2, 5, 10} {
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for _, ld := range []struct{ a, b int }{
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{n, nrhs},
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{n + 7, nrhs},
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{n, nrhs + 3},
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{n + 7, nrhs + 3},
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} {
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// Construct a random SPD matrix A by first making a symmetric matrix
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// and then ensuring that it is diagonally dominant.
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a := nanGeneral(n, n, ld.a)
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for i := 0; i < n; i++ {
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for j := i; j < n; j++ {
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v := rnd.Float64()
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a.Data[i*a.Stride+j] = v
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a.Data[j*a.Stride+i] = v
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}
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}
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for i := 0; i < n; i++ {
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a.Data[i*a.Stride+i] += float64(n)
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}
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// Generate a random solution X.
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want := nanGeneral(n, nrhs, ld.b)
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for i := 0; i < n; i++ {
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for j := 0; j < nrhs; j++ {
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want.Data[i*want.Stride+j] = rnd.NormFloat64()
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}
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}
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// Compute the right-hand side matrix as A * X.
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b := nanGeneral(n, nrhs, ld.b)
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bi.Dgemm(blas.NoTrans, blas.NoTrans, n, nrhs, n, 1, a.Data, a.Stride, want.Data, want.Stride, 0, b.Data, b.Stride)
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// Compute the Cholesky decomposition of A.
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ok := impl.Dpotrf(uplo, n, a.Data, a.Stride)
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if !ok {
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panic("bad test")
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}
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aCopy := cloneGeneral(a)
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// Solve A * X = B.
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impl.Dpotrs(uplo, n, nrhs, a.Data, a.Stride, b.Data, b.Stride)
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name := fmt.Sprintf("uplo=%v,n=%v,nrhs=%v,lda=%v,ldb=%v", uplo, n, nrhs, a.Stride, b.Stride)
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if !generalOutsideAllNaN(a) {
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t.Errorf("%v: out-of-range modification of A", name)
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}
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if !equalApproxGeneral(a, aCopy, 0) {
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t.Errorf("%v: unexpected modification of A", name)
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}
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if !generalOutsideAllNaN(b) {
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t.Errorf("%v: out-of-range modification of B", name)
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}
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if !equalApproxGeneral(b, want, tol) {
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t.Errorf("%v: unexpected result\ngot %v\nwant %v", name, b, want)
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}
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}
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}
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}
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}
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}
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