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90 lines
2.2 KiB
Go
90 lines
2.2 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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"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 Dtrtrier interface {
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Dtrtri(uplo blas.Uplo, diag blas.Diag, n int, a []float64, lda int) bool
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}
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func DtrtriTest(t *testing.T, impl Dtrtrier) {
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const tol = 1e-10
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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 _, diag := range []blas.Diag{blas.NonUnit, blas.Unit} {
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for _, test := range []struct {
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n, lda int
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}{
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{3, 0},
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{70, 0},
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{200, 0},
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{3, 5},
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{70, 92},
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{200, 205},
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} {
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n := test.n
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lda := test.lda
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if lda == 0 {
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lda = n
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}
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// Allocate n×n matrix A and fill it with random numbers.
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a := make([]float64, n*lda)
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for i := range a {
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a[i] = rnd.Float64()
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}
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for i := 0; i < n; i++ {
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// This keeps the matrices well conditioned.
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a[i*lda+i] += float64(n)
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}
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aCopy := make([]float64, len(a))
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copy(aCopy, a)
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// Compute the inverse of the uplo triangle.
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impl.Dtrtri(uplo, diag, n, a, lda)
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// Zero out the opposite triangle.
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if uplo == blas.Upper {
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for i := 1; i < n; i++ {
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for j := 0; j < i; j++ {
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aCopy[i*lda+j] = 0
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a[i*lda+j] = 0
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}
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}
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} else {
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for i := 0; i < n; i++ {
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for j := i + 1; j < n; j++ {
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aCopy[i*lda+j] = 0
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a[i*lda+j] = 0
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}
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}
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}
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if diag == blas.Unit {
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// Set the diagonal explicitly to 1.
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for i := 0; i < n; i++ {
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a[i*lda+i] = 1
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aCopy[i*lda+i] = 1
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}
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}
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// Compute A^{-1} * A and store the result in ans.
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ans := make([]float64, len(a))
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bi.Dgemm(blas.NoTrans, blas.NoTrans, n, n, n, 1, a, lda, aCopy, lda, 0, ans, lda)
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// Check that ans is the identity matrix.
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dist := distFromIdentity(n, ans, lda)
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if dist > tol {
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t.Errorf("|inv(A) * A - I| = %v is too large. Upper = %v, unit = %v, n = %v, lda = %v",
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dist, uplo == blas.Upper, diag == blas.Unit, n, lda)
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}
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}
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}
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}
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}
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